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Stochastically weighted average conditional moment tests of functional form
Hill, Jonathan B. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 121-139
Persistent link: https://www.econbiz.de/10009739664
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 218 (2020) 2, pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
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A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.; Motegi, Kaiji - In: Econometric theory 36 (2020) 5, pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
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Parameter estimation robust to low-frequency contamination
McCloskey, Adam; Hill, Jonathan B. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 598-610
Persistent link: https://www.econbiz.de/10011893837
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Testing the white noise hypothesis of stock returns
Hill, Jonathan B.; Motegi, Kaiji - In: Economic modelling 76 (2019), pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
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Testing for Granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 192 (2016) 1, pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B. - In: Econometric theory 37 (2021) 3, pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
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Royal African Company Share Prices during the South Sea Bubble
Carlos, Ann M.; Moyen, Nathalie; Hill, Jonathan - In: Explorations in Economic History 39 (2002) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10005323294
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Institutions and Growth Volatility
Anbarci, Nejat; Hill, Jonathan; Kirmanoglu, Hasan - In: Economic Papers 30 (2011) 2, pp. 233-252
Persistent link: https://www.econbiz.de/10009215408
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Institutions and Growth Volatility
Anbarci, Nejat; Hill, Jonathan; Kirmanoglu, Hasan - In: Economic Papers 30 (2011) 2, pp. 233-252
Persistent link: https://www.econbiz.de/10009275975