Search Results - subject:"Power kernel"

Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels

Sun, Yixiao; Phillips, Peter C.B.; Jin, Sainan - Cowles Foundation for Research in Economics, Yale University - 2010

Using the power kernels of Phillips, Sun and Jin (2006, 2007), we examine the large sample asymptotic properties of the t-test for different choices of power parameter (rho). We show that the nonstandard fixed-rho limit distributions of the t-statistic provide more accurate approximations to the...

Persistent link: https://www.econbiz.de/10008493456

A note on moving average models for Gaussian random fields

Hansen, Linda V.; Thorarinsdottir, Thordis L. - In: Statistics & Probability Letters 83 (2013) 3, pp. 850-855

-Gaussian models. We propose a new one-parameter spatial correlation model which arises from a power kernel and show that the …

Persistent link: https://www.econbiz.de/10010616874