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subject:"Statistical test"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Sun, Yixiao"
~subject:"Bootstrap approach"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
Bootstrap approach
Autocorrelation
7
Autokorrelation
7
Heteroscedasticity
6
Heteroskedastizität
6
Estimation theory
5
Fixed-smoothing asymptotics
5
Schätztheorie
5
Robust statistics
4
Robustes Verfahren
4
Statistischer Test
4
Method of moments
3
Momentenmethode
3
Heteroskedasticity and autocorrelation robust
2
Theorie
2
Theory
2
Asymptotic expansion
1
Asymptotic mixed normality
1
Basis functions
1
Continuous updating GMM
1
Core
1
Difference-in-differences
1
Efficient GMM
1
F
1
F distribution
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F-distribution
1
Heteroscedasticity and autocorrelation
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Heteroskedasticity and autocorrelation
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Heteroskedasticity and autocorrelation robust test
1
Heteroskedasticity and autocorrelation robust variance
1
Long-run variance
1
Nonstandard asymptotics
1
Optimal kernel choice
1
Regional economics
1
Regionalökonomik
1
Robust standard error
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Statistical distribution
1
Statistische Verteilung
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Student's distribution
1
Testing-optimal smoothing parameter choice
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Sun, Yixiao
Gospodinov, Nikolaj
2
Andreou, Elena
1
Andrews, Donald W. K.
1
Cavaliere, Giuseppe
1
Chan, Ngai Hang
1
Cheng, Xu
1
Escanciano, J. Carlos
1
Gençay, Ramazan
1
Giersbergen, Noud P. A. van
1
Gonçalves, Sílvia
1
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Guggenberger, Patrik
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Hsiao, Cheng
1
Hwang, Jungbin
1
Inoue, Atsushi
1
Jin, Fei
1
Khalaf, Lynda
1
Kilian, Lutz
1
Kiviet, J. F.
1
Lee, Lung-fei
1
Lin, Chien-fu Jeff
1
Ling, Shiqing
1
Liu, Cheng
1
Lobato, Ignacio N.
1
Long, Wei
1
Lu, Ye
1
Malikov, Emir
1
Martínez-Iriarte, Julián
1
Meitz, Mika
1
Melou, Maximilien Kaffo
1
Paparoditis, Efstathios
1
Parker, Cameron
1
Politis, Dimitris N.
1
Preinerstorfer, David
1
Pötscher, Benedikt M.
1
Rahbek, Anders
1
Robinson, Peter M.
1
Rossi, Francesca
1
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Journal of econometrics
Recent work / Department of Economics, UC San Diego
3
Discussion paper / Department of Economics, University of California San Diego
2
Econometric theory
2
Recent work / Department of Economics, UCSD
2
The econometrics journal
2
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
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The review of economics and statistics
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ECONIS (ZBW)
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1
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
Saved in:
2
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
3
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
Saved in:
4
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
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