Narrow search
Showing 1 - 10 of 935
Cover Image
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc - In: Journal of econometrics 130 (2006) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10003228631
Cover Image
Inference in time series models using smoothed-clustered standard errors
Rho, Seunghwa; Vogelsang, Timothy J. - In: Journal of econometrics 224 (2021) 1, pp. 113-133
Persistent link: https://www.econbiz.de/10013275365
Cover Image
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - In: Journal of econometrics 234 (2023) 1, pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Cover Image
Prewhitened long-run variance estimation robust to nonstationarity
Casini, Alessandro; Perron, Pierre - In: Journal of econometrics 242 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015075216
Cover Image
Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Hansen, Christian Bailey - In: Journal of econometrics 141 (2007) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10003571330
Cover Image
A theory of robust long-run variance estimation
Müller, Ulrich K. - In: Journal of econometrics 141 (2007) 2, pp. 1331-1352
Persistent link: https://www.econbiz.de/10003571463
Cover Image
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao - In: Journal of econometrics 178 (2014) 1, pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
Cover Image
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin - In: Journal of econometrics 222 (2021) 2, pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Cover Image
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - In: Journal of econometrics 218 (2020) 1, pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Cover Image
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 219 (2020) 1, pp. 123-136
Persistent link: https://www.econbiz.de/10012483197