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Simple Robust Testing of Regression Hypotheses

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Author Info
Nicholas M. Kiefer
Timothy J. Vogelsang
Helle Bunzel

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Abstract

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Publisher Info
Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 68 (2000)
Issue (Month): 3 (May)
Pages: 695-714
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Handle: RePEc:ecm:emetrp:v:68:y:2000:i:3:p:695-714

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  1. Richard Smith, 2004. "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers CWP17/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  2. Bunzel, Helle, 2003. "Fixed-b Asymptotics in Single Equation Cointegration Models with Endogenous Regressors," Staff General Research Papers 10685, Iowa State University, Department of Economics.
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  3. Yongmiao Hong & Jin Lee, 2000. "Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices," Econometric Society World Congress 2000 Contributed Papers 1211, Econometric Society. [Downloadable!]
  4. James G. MacKinnon, 2001. "Computing Numerical Distribution Functions in Econometrics," Working Papers 1037, Queen's University, Department of Economics. [Downloadable!]
  5. Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation, Yale University. [Downloadable!]
  6. Wouter J. den Haan & Andrew T. Levin, 2000. "Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order," University of California at San Diego, Economics Working Paper Series 2000-11, Department of Economics, UC San Diego. [Downloadable!]
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  7. Hsieh Hsih-chia & Hsieh Pei-gin, 2004. "A Generalized Theory of Monetary and Macroeconomics," Money Macro and Finance (MMF) Research Group Conference 2004 50, Money Macro and Finance Research Group. [Downloadable!]
  8. Jean Imbs & Haroon Mumtaz & Morton O. Ravn & Helene Rey, 2002. "PPP Strikes Back: Aggregation and the Real Exchange Rate," NBER Working Papers 9372, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Ye Cai & Mototsugu Shintani, 2005. "On the Long-Run Variance Ratio Test for a Unit Root," Working Papers 0506, Department of Economics, Vanderbilt University. [Downloadable!]
  10. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation, Yale University. [Downloadable!]
  11. Kevin Carey, 2001. "Testing for Stabilizing Monetary Policy Rules: How Robust to Alternative Specifications?," Topics in Macroeconomics, Berkeley Electronic Press, vol. 1(topics/1/), pages 1023-1023. [Downloadable!] (restricted)
  12. Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2008. "Small Bandwidth Asymptotics for Density-Weighted Average Derivatives," CREATES Research Papers 2008-24, School of Economics and Management, University of Aarhus. [Downloadable!]
  13. Helle Bunzel, 2004. "Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand," Econometric Society 2004 North American Summer Meetings 219, Econometric Society. [Downloadable!]
  14. Jen-Je Su, 2005. "On the size and power of testing for no autocorrelation under weak assumptions," Applied Financial Economics, Taylor and Francis Journals, vol. 15(4), pages 247-257, February. [Downloadable!] (restricted)
  15. Peter C.B. Phillips, 2004. "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers 1469, Cowles Foundation, Yale University. [Downloadable!]
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  16. T.J. Vogelsang & P.H. Franses, 2001. "Testing for common deterministic trend slopes," Econometric Institute Report 224, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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This page was last updated on 2008-8-11.

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