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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Hill, Jonathan B."
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Estimation theory
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Hill, Jonathan B.
Phillips, Peter C. B.
32
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21
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18
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
3
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
4
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
Hill, Jonathan B.
;
Prokhorov, Artem
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 18-45
Persistent link: https://www.econbiz.de/10011591613
Saved in:
5
Moment condition tests for heavy tailed time series
Hill, Jonathan B.
;
Aguilar, Mike
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10009706204
Saved in:
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