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Stochastically weighted average conditional moment tests of functional form
Hill, Jonathan B. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 121-139
Persistent link: https://www.econbiz.de/10009739664
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Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B. - In: Econometric theory 37 (2021) 3, pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
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Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401
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Parameter estimation robust to low-frequency contamination
McCloskey, Adam; Hill, Jonathan B. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 598-610
Persistent link: https://www.econbiz.de/10011893837
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GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
Hill, Jonathan B.; Prokhorov, Artem - In: Journal of econometrics 190 (2016) 1, pp. 18-45
Persistent link: https://www.econbiz.de/10011591613
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Testing for Granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 192 (2016) 1, pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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Testing the white noise hypothesis of stock returns
Hill, Jonathan B.; Motegi, Kaiji - In: Economic modelling 76 (2019), pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 218 (2020) 2, pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
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A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.; Motegi, Kaiji - In: Econometric theory 36 (2020) 5, pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
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Stochastically weighted average conditional moment tests of functional form
Hill, Jonathan B. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 121-139
Persistent link: https://www.econbiz.de/10010118268