16 citations · 17 across the 7 of their papers we have counts for
5 papers · 1 filter
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
Jonathan B. Hill
We propose a test of many zero parameter restrictions in a high dimensional linear iid regression model with regressors. The test statistic is formed by estimating key…
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
Jonathan B. Hill, Tianqi Li
We propose a covariance stationarity test for an otherwise dependent and possibly globally non-stationary time series. We work in a generalized version of the new setting in Jin, W…
Testing (Infinitely) Many Zero Restrictions
Jonathan B. Hill
This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating ke…
Weak-Identification Robust Wild Bootstrap applied to a Consistent Model Specification Test
Jonathan B. Hill
We present a new robust bootstrap method for a test when there is a nuisance parameter under the alternative, and some parameters are possibly weakly or non-identified. We focus on…
Asymptotic Theory for the Maximum of an Increasing Sequence of Parametric Functions
Jonathan B. Hill
\cite{HillMotegi2017} present a new general asymptotic theory for the maximum of a random array , where…