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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J., (2011)
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin, (2017)
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei, (2018)
Comment on "HAR inference: recommendations for practice"
Vogelsang, Timothy J., (2018)
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J., (2012)
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J., (1999)