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20152026
most citedCovariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension

49 citations · 94 across the 12 of their papers we have counts for

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math.ST2022

Testing exogeneity in the functional linear regression model

Manuela Dorn, Melanie Birke, Carsten Jentsch

We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups…