Skip to Main Content

Advertisement

MIT Press Direct, home
header search
Search
Advanced Search
Skip Nav Destination

Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence

The Review of Economics and Statistics (2015) 97 (1): 210–223.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
Spatial Unit Roots and Spurious Regression
  • Ulrich K. Müller
  • Mark W. Watson
Econometrica (2024) 92 (5): 1661.
Bootstrap inference under cross‐sectional dependence
  • Timothy G. Conley
  • Sílvia Gonçalves
  • Min Seong Kim
  • Benoit Perron
Quantitative Economics (2023) 14 (2): 511.
Spatial Correlation Robust Inference
  • Ulrich K. Müller
  • Mark W. Watson
Econometrica (2022) 90 (6): 2901.
Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data
  • Min Seong Kim
Journal of Business & Economic Statistics (2022) 40 (3): 1153.
Simple and trustworthy cluster-robust GMM inference
  • Jungbin Hwang
Journal of Econometrics (2021) 222 (2): 993.
A simple and trustworthy asymptotic t test in difference-in-differences regressions
  • Cheng Liu
  • Yixiao Sun
Journal of Econometrics (2019) 210 (2): 327.
Inference on Difference-in-Differences average treatment effects: A fixed-b approach
  • Yu Sun
  • Karen X. Yan
Journal of Econometrics (2019) 211 (2): 560.
SIMPLE, ROBUST, AND ACCURATEFANDtTESTS IN COINTEGRATED SYSTEMS
  • Jungbin Hwang
  • Yixiao Sun
Econometric Theory (2018) 34 (5): 949.
Comment
  • Yixiao Sun
Journal of Business & Economic Statistics (2018) 36 (4): 565.
Heteroskedasticity- and Autocorrelation-robust F and t Tests in Stata
  • Xiaoqing Ye
  • Yixiao Sun
The Stata Journal: Promoting communications on statistics and Stata (2018) 18 (4): 951.
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
  • Min Seong Kim
  • Yixiao Sun
  • Jingjing Yang
Journal of Econometrics (2017) 197 (2): 298.
AsymptoticFandttests in an efficient GMM setting
  • Jungbin Hwang
  • Yixiao Sun
Journal of Econometrics (2017) 198 (2): 277.
Should We Go One Step Further? An Accurate Comparison of One-Step and Two-Step Procedures in a Generalized Method of Moments Framework
  • Jungbin Hwang
  • Yixiao Sun
SSRN Electronic Journal (2015)
Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework
  • Yixiao Sun
Econometrica (2014) 82 (6): 2327.

Advertisement

  • Online ISSN 1530-9142
  • Print ISSN 0034-6535
A product of The MIT Press
Newsletter sign up

MIT Press Direct

Information

MIT Press

Contact Us

© 2024 The MIT Press
Close Modal
This Feature Is Available To Subscribers Only

or Create an Account

Close Modal
Close Modal
This site uses cookies. By continuing to use our website, you are agreeing to our privacy policy. No content on this site may be used to train artificial intelligence systems without permission in writing from the MIT Press.
Accept