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Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 23-63)
.
2014
Persistent link: https://www.econbiz.de/10010442880
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Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
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(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
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