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Inference with weak instruments
Andrews, Donald W. K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003468408
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Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - 2010
Persistent link: https://www.econbiz.de/10003925716
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A conditional-heteroskedasticity-robust con dence interval for the autoregressive parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2011
Persistent link: https://www.econbiz.de/10009236035
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The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.; Han, Chirok - 2014
Persistent link: https://www.econbiz.de/10010463722
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003
Persistent link: https://www.econbiz.de/10001741372
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - 2003
Persistent link: https://www.econbiz.de/10001794764
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001798686
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Approximately median-unbiased estimation of autoregressive models with applications to US macroeconomic and financial time series
Andrews, Donald W. K.; Chen, Hong-yuan - 1992
Persistent link: https://www.econbiz.de/10000843671
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Norming rates and limit theory for some time-varying coefficient autoregressions
Lieberman, Offer; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10010190201
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Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon; Phillips, Peter C. B.; Rossi, Francesca - 2020
Persistent link: https://www.econbiz.de/10012322364