Pages that link to "Item:Q5475037"

The following pages link to The Error in Rejection Probability of Simple Autocorrelation Robust Tests (Q5475037):

Displaying 38 items.

• Markov chain Monte Carlo confidence intervals (Q282567) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• A theory of robust long-run variance estimation (Q289220) (← links)
• Fixed-smoothing asymptotics for time series (Q366976) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
• Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
• Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
• Inference with dependent data using cluster covariance estimators (Q738071) (← links)
• Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
• Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
• Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness'' (Q1122275) (← links)
• Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748) (← 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)
• Asymptotic F tests under possibly weak identification (Q2190247) (← 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)
• Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← 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)
• Improving robust model selection tests for dynamic models (Q3004021) (← 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)
• ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT (Q3409058) (← links)
• An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) (← links)
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES (Q5314887) (← links)
• AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
• Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models (Q6108257) (← 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)
• Prewhitened long-run variance estimation robust to nonstationarity (Q6573810) (← links)
• HAR Inference: Recommendations for Practice (Q6623204) (← links)
• Comment (Q6623207) (← links)
• Optimal HAR inference (Q6646170) (← links)