36 citations · 36 across the 2 of their papers we have counts for
2 papers
math.ST2015
A new approach for analyzing panel AR(1) series with application to the unit root test
Yu-Pin Hu, J. T. Gene Hwang
This paper derives several novel tests to improve on the t-test for testing AR(1) coefficients of panel time series, i.e., of multiple time series, when each has a small number of…
stat.ME2012★ 36 cited
Shrinkage Confidence Procedures
George Casella, J. T. Gene Hwang
The possibility of improving on the usual multivariate normal confidence was first discussed in Stein (1962). Using the ideas of shrinkage, through Bayesian and empirical Bayesian…