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  • Search: subject:"Heteroskedasticity and autocorrelation robust variance"
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Year of publication
Subject
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Heteroscedasticity 4 Heteroskedastizität 4 Statistical test 4 Statistischer Test 4 Autocorrelation 3 Autokorrelation 3 Estimation theory 3 Heteroskedasticity and autocorrelation robust variance 3 Robust statistics 3 Robustes Verfahren 3 Schätztheorie 3 Correlation 2 F distribution 2 Fixed-smoothing asymptotics 2 Korrelation 2 Time series analysis 2 Zeitreihenanalyse 2 fixed-smoothing asymptotics 2 t-approximation 2 Calibration 1 Continuous updating GMM 1 Fixed-bandwidth asymptotics 1 Kernel density estimator 1 Local polynomial estimator 1 Method of moments 1 Momentenmethode 1 Nichtparametrische Schätzung 1 Nonparametric estimation 1 Temporal dependence 1 Testing-optimal smoothing-parameter choice 1 Theorie 1 Theory 1 Weak identification 1 calibration 1 continuous updatingGMM 1 fixed-bandwidth asymptotics 1 heteroskedasticity and autocorrelation robust variance 1 kernel density estimator 1 local polynomial estimator 1 temporal dependence 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Working Paper 1
Language
All
English 4
Author
All
Sun, Yixiao 4 Kim, Min Seong 2 Martínez-Iriarte, Julián 2 Wang, Xuexin 2 Yang, Jingjing 2
Institution
All
University of California, San Diego / Department of Economics 1
Published in...
All
Journal of econometrics 2 Recent work / Department of Economics, UC San Diego 1 Working papers / Ryerson University, Department of Economics 1
Source
All
ECONIS (ZBW) 4
Showing 1 - 4 of 4
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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
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Cover Image
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
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Cover Image
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
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Cover Image
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 197 (2017) 2, pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
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