-
1
-
-
0001681316
-
Two mixed normal densities from cointegration analysis
-
Abadir, K.M. & P. Paruolo (1997) Two mixed normal densities from cointegration analysis. Econometrica 65, 671-680.
-
(1997)
Econometrica
, vol.65
, pp. 671-680
-
-
Abadir, K.M.1
Paruolo, P.2
-
2
-
-
0036374719
-
Simple robust testing of regression hypotheses: A comment
-
Abadir, K.M. & P. Paruolo (2002) Simple robust testing of regression hypotheses: A comment. Econometrica 70, 2097-2099.
-
(2002)
Econometrica
, vol.70
, pp. 2097-2099
-
-
Abadir, K.M.1
Paruolo, P.2
-
3
-
-
0001758906
-
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
-
Andrews, D.W.K. (1991) Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica 59, 817-854.
-
(1991)
Econometrica
, vol.59
, pp. 817-854
-
-
Andrews, D.W.K.1
-
4
-
-
0000383942
-
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
-
Andrews, D.W.K. & J.C. Monahan (1992) An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator. Econometrica 60, 953-966.
-
(1992)
Econometrica
, vol.60
, pp. 953-966
-
-
Andrews, D.W.K.1
Monahan, J.C.2
-
6
-
-
0346162228
-
Panel data, local cuts, and OG models
-
Christensen, B. & N. Kiefer (2000) Panel data, local cuts, and OG models. Bernoulli 6, 4-12.
-
(2000)
Bernoulli
, vol.6
, pp. 4-12
-
-
Christensen, B.1
Kiefer, N.2
-
7
-
-
0001420299
-
Consistency of kernel estimators of heteroskedastic and autocorrelated covariance matrices
-
De Jong, R.M. & J. Davidson (2000) Consistency of kernel estimators of heteroskedastic and autocorrelated covariance matrices. Econometrica 68, 407-424.
-
(2000)
Econometrica
, vol.68
, pp. 407-424
-
-
De Jong, R.M.1
Davidson, J.2
-
8
-
-
70350303310
-
A practitioner's guide to robust covariance matrix estimation
-
G. Maddala & C. Rao (eds.), New York: Elsevier
-
den Haan, W.J. & A. Levin (1997) A practitioner's guide to robust covariance matrix estimation. In G. Maddala & C. Rao (eds.), Handbook of Statistics: Robust Inference, vol. 15, pp. 291-341. New York: Elsevier.
-
(1997)
Handbook of Statistics: Robust Inference
, vol.15
, pp. 291-341
-
-
Den Haan, W.J.1
Levin, A.2
-
11
-
-
0000383941
-
Consistent covariance matrix estimation for dependent heterogenous processes
-
Hansen, B.E. (1992) Consistent covariance matrix estimation for dependent heterogenous processes. Econometrica 60, 967-972.
-
(1992)
Econometrica
, vol.60
, pp. 967-972
-
-
Hansen, B.E.1
-
12
-
-
0036374707
-
Heteroskedasticity-autocorrelation robust standard errors using the bartlett kernel without truncation
-
Kiefer, N.M. & T.J. Vogelsang (2002) Heteroskedasticity-autocorrelation robust standard errors using the bartlett kernel without truncation. Econometrica 70, 2093-2095.
-
(2002)
Econometrica
, vol.70
, pp. 2093-2095
-
-
Kiefer, N.M.1
Vogelsang, T.J.2
-
13
-
-
0000328680
-
Simple robust testing of regression hypotheses
-
Kiefer, N.M., T.J. Vogelsang, & H. Bunzel (2000) Simple robust testing of regression hypotheses. Econometrica 68, 695-714.
-
(2000)
Econometrica
, vol.68
, pp. 695-714
-
-
Kiefer, N.M.1
Vogelsang, T.J.2
Bunzel, H.3
-
14
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
-
Kwiatkowski, D., P. Phillips, P. Schmidt, & Y. Shin (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics 54, 154-178.
-
(1992)
Journal of Econometrics
, vol.54
, pp. 154-178
-
-
Kwiatkowski, D.1
Phillips, P.2
Schmidt, P.3
Shin, Y.4
-
15
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W.K. & K.D. West (1987) A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
16
-
-
84963002108
-
Automatic lag selection in covariance estimation
-
Newey, W.K. & K.D. West (1994) Automatic lag selection in covariance estimation. Review of Economic Studies 61, 631-654.
-
(1994)
Review of Economic Studies
, vol.61
, pp. 631-654
-
-
Newey, W.K.1
West, K.D.2
-
17
-
-
0000956504
-
The exact error in estimating the spectral density at the origin
-
Ng, S. & P. Perron (1996) The exact error in estimating the spectral density at the origin. Journal of Time Series Analysis 17, 379-408.
-
(1996)
Journal of Time Series Analysis
, vol.17
, pp. 379-408
-
-
Ng, S.1
Perron, P.2
-
20
-
-
0000787377
-
Inference without smoothing in the presence of nonparametric autocorrelation
-
Robinson, P. (1998) Inference without smoothing in the presence of nonparametric autocorrelation. Econometrica 66, 1163-1182.
-
(1998)
Econometrica
, vol.66
, pp. 1163-1182
-
-
Robinson, P.1
-
21
-
-
0003875420
-
-
Working paper 01-12, Center for Analytic Economics, Cornell University
-
Vogelsang, T.J. (2000) Testing in GMM Models without Truncation. Working paper 01-12, Center for Analytic Economics, Cornell University.
-
(2000)
Testing in GMM Models Without Truncation
-
-
Vogelsang, T.J.1
|