Pages that link to "Item:Q3062997"

The following pages link to <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference (Q3062997):

Displaying 50 items.

• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Fixed-smoothing asymptotics for time series (Q366976) (← links)
• Large panels with common factors and spatial correlation (Q530595) (← links)
• Inference with dependent data using cluster covariance estimators (Q738071) (← links)
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
• Asymptotic theory for clustered samples (Q2000827) (← links)
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
• On robust testing for trend (Q2126184) (← links)
• Equity returns and sentiment (Q2148731) (← links)
• Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
• Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Volatility filtering in estimation of kurtosis (and variance) (Q2283658) (← links)
• Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← links)
• Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
• On a general class of long run variance estimators (Q2446261) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
• Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity (Q2691763) (← links)
• On the implementation of approximate randomization tests in linear models with a small number of clusters (Q2694016) (← links)
• Bond risk premia and the return forecasting factor (Q2697065) (← links)
• Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators (Q2786683) (← links)
• On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
• TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
• ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS (Q4807322) (← links)
• Clustering, Spatial Correlations, and Randomization Inference (Q4916496) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
• ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
• A Note on Sufficient Conditions for Valid Unmodified<i>t</i>Testing in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data (Q5450540) (← links)
• Ratio tests under limiting normality (Q5860944) (← links)
• Robust inference in conditionally heteroskedastic autoregressions (Q5860968) (← links)
• Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances (Q5860989) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Some impossibility results for inference with cluster dependence with large clusters (Q6090604) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
• Testing for the appropriate level of clustering in linear regression models (Q6108339) (← links)
• Spatial Correlation Robust Inference in Linear Regression and Panel Models (Q6190718) (← links)
• The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
• Is Newey-West optimal among first-order kernels? (Q6199656) (← links)
• Spatial correlation robust inference (Q6536502) (← links)
• Network cluster-robust inference (Q6536531) (← links)
• Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
• Wild bootstrap inference for instrumental variables regressions with weak and few clusters (Q6554210) (← links)