Pages that link to "Item:Q5474987"
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The following pages link to Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters (Q5474987):
Displaying 23 items.
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- Sign tests for weak principal directions (Q2203629) (← links)
- Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
- Fast computation and practical use of amplitudes at non-Fourier frequencies (Q2666997) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS (Q3377436) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393) (← links)
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION (Q5071686) (← links)
- Detecting long-range dependence with truncated ratios of periodogram ordinates (Q5078575) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
- Some impossibility results for inference with cluster dependence with large clusters (Q6090604) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
- Spatial correlation robust inference (Q6536502) (← links)
- Optimal HAR inference (Q6646170) (← links)
