Pages that link to "Item:Q366976"
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The following pages link to Fixed-smoothing asymptotics for time series (Q366976):
Displaying 17 items.
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
- A synthesis of statistical and deterministic methods in problem of smoothing for time series (Q463397) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← 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)
- On a general class of long run variance estimators (Q2446261) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA (Q2937716) (← links)
- (Q3498097) (← links)
- An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
- Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
- Fixed-\(b\) asymptotics for panel models with two-way clustering (Q6664618) (← links)
