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01/22/2023
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
We propose a test of many zero parameter restrictions in a high dimensio...
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10/25/2022
A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
We propose a covariance stationarity test for an otherwise dependent and...
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11/03/2020
Testing (Infinitely) Many Zero Restrictions
We present a max-test statistic for testing (possibly infinitely) many z...
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10/15/2018
