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Search: subject:"Heteroskedasticity and Autocorrelation Robust"
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Heteroscedasticity
14
Heteroskedastizität
14
Autocorrelation
12
Autokorrelation
12
Statistical test
10
Statistischer Test
10
Estimation theory
9
Schätztheorie
9
Fixed-smoothing asymptotics
6
Robust statistics
6
Robustes Verfahren
6
F distribution
5
Heteroskedasticity and Autocorrelation Robust
5
Method of moments
5
Momentenmethode
5
Theorie
5
Theory
5
F-distribution
4
Heteroskedasticity and autocorrelation robust
4
Asymptotic expansion
3
Heteroskedasticity and autocorrelation robust inference
3
Heteroskedasticity and autocorrelation robust variance
3
Induktive Statistik
3
Statistical inference
3
Time series analysis
3
Two-step GMM
3
Zeitreihenanalyse
3
Correlation
2
Korrelation
2
Long-run variance
2
Nonparametric estimation
2
Physical Sciences and Mathematics
2
Robust Standard Error
2
Robust standard error
2
Series Method
2
Social and Behavioral Sciences
2
Spatial Analysis
2
Spatial Autocorrelation
2
Statistical distribution
2
Statistische Verteilung
2
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Free
10
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9
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1
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Article
11
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9
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6
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6
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4
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English
15
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5
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Sun, Yixiao
14
Kim, Min Seong
4
Hwang, Jungbin
3
Yang, Jingjing
3
Guo, Gangzheng
2
Martínez-Iriarte, Julián
2
Wang, Shaoping
2
Wang, Xuexin
2
Demetrescu, Matei
1
Dou, Liyu
1
Kolokotrones, Thomas
1
Kruse-Becher, Robinson
1
Stock, James H.
1
Walker, Christopher D.
1
Xu, Ke-Li
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Department of Economics, University of California-San Diego (UCSD)
2
Department of Economics, Ryerson University
1
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1
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Journal of econometrics
7
Journal of Econometrics
2
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2
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
15
RePEc
5
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1
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20
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1
Optimal HAR inference
Dou, Liyu
- In:
Quantitative economics : QE ; journal of the …
15
(
2024
)
4
,
pp. 1107-1149
This paper considers the problem of deriving
heteroskedasticity
and
autocorrelation
robust
(HAR) inference about a …
Persistent link: https://www.econbiz.de/10015190109
Saved in:
2
Is Newey-West optimal among first-order kernels?
Kolokotrones, Thomas
;
Stock, James H.
;
Walker, …
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015075094
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Asymptotic F tests under possibly weak identi cation
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
-
University of California, San Diego / Department of …
-
2019
-
This version: March 9, 2019
Persistent link: https://www.econbiz.de/10011987354
Saved in:
5
Testing for moderate explosiveness in the presence of drift
Guo, Gangzheng
;
Wang, Shaoping
;
Sun, Yixiao
-
2018
based on a
heteroskedasticity
and
autocorrelation
robust
standard error follows Student's t distribution in large samples …
Persistent link: https://www.econbiz.de/10011914444
Saved in:
6
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Saved in:
7
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
-
2017
Persistent link: https://www.econbiz.de/10011785481
Saved in:
8
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:
9
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:
10
A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
-
2015
Persistent link: https://www.econbiz.de/10011378410
Saved in:
1
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