Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - 2020
Persistent link: https://www.econbiz.de/10012214073
Cover Image
Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
Persistent link: https://www.econbiz.de/10015183163
Cover Image
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