Jonathan B. Hill | DeepAI

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Tianqi Li
8 publications

research

∙ 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...

0 Jonathan B. Hill, et al. ∙

research

∙ 10/25/2022

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity

We propose a covariance stationarity test for an otherwise dependent and...

0 Jonathan B. Hill, et al. ∙

research

∙ 11/03/2020

Testing (Infinitely) Many Zero Restrictions

We present a max-test statistic for testing (possibly infinitely) many z...

0 Jonathan B. Hill, et al. ∙

research

∙ 10/15/2018

Inference When There is a Nuisance Parameter under the Alternative and Some Parameters are Possibly Weakly Identified

We present a new robust bootstrap method for a test when there is a nuis...

0 Jonathan B. Hill, et al. ∙