Pages that link to "Item:Q4807255"
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The following pages link to EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN (Q4807255):
Displaying 40 items.
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Diverse beliefs and time variability of risk premia (Q540416) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- A model of financial markets with endogenously correlated rational beliefs (Q868620) (← links)
- Second order optimality for estimators in time series regression models (Q873630) (← links)
- Market crashes, speculation and learning in financial markets (Q1006579) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← links)
- Rational overconfidence and social security: subjective beliefs, objective welfare (Q1707306) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← links)
- Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- Heterogeneity and learning with complete markets (Q2363429) (← links)
- Moderate deviations for quadratic forms in Gaussian stationary processes (Q2372140) (← links)
- Welfare effects of short-sale constraints under heterogeneous beliefs (Q2376374) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- Market power, survival and accuracy of predictions in financial markets (Q2460224) (← links)
- The evolution of portfolio rules and the capital asset pricing model (Q2505519) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS (Q3108569) (← links)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)
- Bernstein polynomial estimation of a spectral density (Q3440758) (← links)
- ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
- Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation (Q4558602) (← links)
- HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES (Q4562546) (← links)
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
- Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy (Q5079276) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← 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)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- HAR Inference: Recommendations for Practice (Q6623204) (← links)
- Optimal HAR inference (Q6646170) (← links)
