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Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei, (2018)
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin, (2017)
Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao, (2014)
Comment on "HAR inference: recommendations for practice"
Vogelsang, Timothy J., (2018)
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J., (1999)
Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J., (1997)