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Search: subject:"Heteroskedasticity and autocorrelation robust"
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Heteroscedasticity
15
Heteroskedastizität
15
Autocorrelation
13
Autokorrelation
13
Estimation theory
10
Schätztheorie
10
Statistical test
10
Statistischer Test
10
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
Heteroskedasticity and autocorrelation robust inference
4
Time series analysis
4
Zeitreihenanalyse
4
Asymptotic expansion
3
Heteroskedasticity and autocorrelation robust variance
3
Induktive Statistik
3
Statistical inference
3
Two-step GMM
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
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Free
12
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English
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Sun, Yixiao
14
Hwang, Jungbin
4
Kim, Min Seong
4
Yang, Jingjing
3
Dou, Liyu
2
Guo, Gangzheng
2
Martínez-Iriarte, Julián
2
Wang, Shaoping
2
Wang, Xuexin
2
Demetrescu, Matei
1
Kolokotrones, Thomas
1
Kruse-Becher, Robinson
1
Stock, James H.
1
Valdés, Gonzalo
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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Journal of econometrics
7
Journal of Econometrics
2
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2
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2
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Quantitative Economics
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
16
RePEc
5
EconStor
1
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1
HAR inference for quantile regression in time series
Hwang, Jungbin
;
Valdés, Gonzalo
-
2025
Persistent link: https://www.econbiz.de/10015445619
Saved in:
2
Optimal HAR inference
Dou, Liyu
- In:
Quantitative Economics
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/10015420296
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
-
2017
Persistent link: https://www.econbiz.de/10011785481
Saved in:
10
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:
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