3 papers
econ.EM2026
Fixed-smoothing Uniform Inference for Quantile Regression
Kaicheng Chen, Antonio F. Galvao, Seunghwa Rho +2
This paper develops fixed-smoothing (fixed-b, fixed-K) inference methods for time-series quantile regression that are robust to heteroskedasticity and autocorrelation. Our approach…
econ.EM2026
Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios
Timothy J. Vogelsang
This paper develops inference methods for ratios of deterministic trend slopes in systems of pairs of time series. Hypotheses based on linear cross-equation restrictions are consid…
econ.EM2023
Fixed-b Asymptotics for Panel Models with Two-Way Clustering
Kaicheng Chen, Timothy J. Vogelsang
This paper studies a cluster robust variance estimator proposed by Chiang, Hansen and Sasaki (2024) for linear panels. First, we show algebraically that this variance estimator (CH…