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Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1153-1167
Persistent link: https://www.econbiz.de/10013539471
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Comment [on "HAR inference: recommendations for practice"]
Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 565-568
Persistent link: https://www.econbiz.de/10012249378
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HAR inference : recommendations for practice : rejoinder
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 574-575
Persistent link: https://www.econbiz.de/10012249385
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A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Wang, Xuexin; Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 505-521
Persistent link: https://www.econbiz.de/10013533447