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Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
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Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
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GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
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Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 6, pp. 2327-2370
Persistent link: https://www.econbiz.de/10011560365
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Testing when a parameter is on the boundary of the maintained hypothesis
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 683-734
Persistent link: https://www.econbiz.de/10001580794
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Fixed-effects dynamic panel models, a factor analytical method
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 285-314
Persistent link: https://www.econbiz.de/10009719104
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 979-1016
Persistent link: https://www.econbiz.de/10003765857
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On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 3, pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
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Statistical properties of microstructure noise
Jacod, Jean; Li, Yingying; Zheng, Xinghua - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391
Persistent link: https://www.econbiz.de/10001648114