HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA

Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework

(2014) Yixiao Sun   ECONOMETRICA

FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS

(2014) C. Alan Bester et al.   ECONOMETRIC THEORY

Let’s fix it: Fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference

(2013) Yixiao Sun   JOURNAL OF ECONOMETRICS

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

(2011) Timothy J. Vogelsang   JOURNAL OF ECONOMETRICS

BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP

(2011) Sílvia Gonçalves et al.   ECONOMETRIC THEORY

Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing

(2008) Yixiao Sun et al.   ECONOMETRICA