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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~type_genre:"Arbeitspapier"
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Discussion paper / Department of Economics, University of California San Diego
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A convergent t-statistic in spurious regressions
Sun, Yixiao
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2003
Persistent link: https://www.econbiz.de/10001753294
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2
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
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2003
Persistent link: https://www.econbiz.de/10001753309
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3
Optimally testing general breaking processes in linear time series models
Elliott, Graham
;
Müller, Ulrich K.
-
2003
Persistent link: https://www.econbiz.de/10001753313
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4
Tests of conditional predictive ability
Giacomini, Raffaella
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10001778124
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5
A consistent characteristic-function-based test for conditional independence
Su, Liangjun
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10001778136
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6
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118431
Saved in:
7
Bootstrapping the information matrix test
Stomberg, Christopher
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001500671
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8
A parametric approach to flexible nonlinear inference
Hamilton, James D.
-
1999
Persistent link: https://www.econbiz.de/10001368232
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