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Asymptotic F tests under possibly weak identi cation
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - University of California, San Diego / Department of … - 2019 - This version: March 9, 2019
Persistent link: https://www.econbiz.de/10011987354
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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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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.; Sun, Yixiao - In: Journal of econometrics 235 (2023) 2, pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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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
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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel; Sun, Yixiao - University of California, San Diego / Department of … - 2020
Persistent link: https://www.econbiz.de/10012504149
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - In: Journal of econometrics 188 (2015) 2, pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
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Bootstrap assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Marián - 2018
Persistent link: https://www.econbiz.de/10012134646
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - 2014 - Rev.
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate (n= log n)..p=(2p+d) of Stone (1982), where d is the number of regressors and p is the smoothness of the regression function. The optimal rate...
Persistent link: https://www.econbiz.de/10010458629
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Detecting variance change-points for blocked time series and dependent panel data
Xu, Minya; Zhong, Ping-Shou; Wang, Wei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 213-226
Persistent link: https://www.econbiz.de/10011691311
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Normality tests for dependent data : large-sample and bootstrap approaches
Psaradakis, Zacharias G.; Vávra, Marián - 2017
Persistent link: https://www.econbiz.de/10011751320