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Robust tests for white noise and cross-correlation
Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012062428
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10014235297
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Improved estimates of using luminosity as a proxy for economic statistics : new results and estimates of precision
Nordhaus, William D.; Chen, Xi - 2012
Persistent link: https://www.econbiz.de/10009530346
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Empirical similarity
Gilboa, Itzhak; Lieberman, Offer; Schmeidler, David - 2004
Persistent link: https://www.econbiz.de/10002380585
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Identification-robust subvector inference
Andrews, Donald W. K. - 2017 - Revised: September 21, 2017
Persistent link: https://www.econbiz.de/10011748537
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Optimal tests when a nuisance parameter is present only under the alternative
Andrews, Donald W. K.; Ploberger, Werner - 1992 - Rev.
Persistent link: https://www.econbiz.de/10000836208
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Hypothesis testing with a restricted parameter space
Andrews, Donald W. - 1994 - rev
Persistent link: https://www.econbiz.de/10000147120
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Optimal estimation under nonstandard conditions
Ploberger, Werner; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10003925363
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Some higher order theory for a consistent nonparametric model specification test
Fan, Yanqin; Linton, Oliver - 1997
Persistent link: https://www.econbiz.de/10000974397
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Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792310