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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - In: Journal of econometrics 234 (2023) 1, pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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Low frequency robust cointegrated regression in the presence of a near-unity regressor
Hwang, Jungbin; Valdés, Gonzalo - 2020
Persistent link: https://www.econbiz.de/10012214074
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Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin; Sun, Yixiao - In: Journal of econometrics 207 (2018) 2, pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - 2020
Persistent link: https://www.econbiz.de/10012214073
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Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
Persistent link: https://www.econbiz.de/10015183163
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A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin; Kang, Byunghoon; Lee, Seojeong - In: Journal of econometrics 229 (2022) 2, pp. 276-298
Persistent link: https://www.econbiz.de/10013441882
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Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin; Valdés, Gonzalo - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 160-173
Persistent link: https://www.econbiz.de/10014449847