Belotti, Federico; Casini, Alessandro; Catania, Leopoldo; Grassi, Stefano; Perron, Pierre Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings. (English) Zbl 07716499 Econom. Rev. 42, No. 3, 281-306 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Belotti} et al., Econom. Rev. 42, No. 3, 281--306 (2023; Zbl 07716499) Full Text: DOI arXiv
Casini, Alessandro Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (English) Zbl 07704456 J. Econom. 235, No. 2, 372-392 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Casini}, J. Econom. 235, No. 2, 372--392 (2023; Zbl 07704456) Full Text: DOI arXiv
Casini, Alessandro; Perron, Pierre Generalized Laplace inference in multiple change-points models. (English) Zbl 1493.62598 Econom. Theory 38, No. 1, 35-65 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{A. Casini} and \textit{P. Perron}, Econom. Theory 38, No. 1, 35--65 (2022; Zbl 1493.62598) Full Text: DOI arXiv
Casini, Alessandro; Perron, Pierre Continuous record Laplace-based inference about the break date in structural change models. (English) Zbl 07376505 J. Econom. 224, No. 1, 3-21 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Casini} and \textit{P. Perron}, J. Econom. 224, No. 1, 3--21 (2021; Zbl 07376505) Full Text: DOI arXiv
Mao, Mingzhi; Guo, Wanli Moderate deviations for quantile regression processes. (English) Zbl 07539684 Commun. Stat., Theory Methods 48, No. 12, 2879-2892 (2019). MSC: 62M10 60F10 60F05 PDFBibTeX XMLCite \textit{M. Mao} and \textit{W. Guo}, Commun. Stat., Theory Methods 48, No. 12, 2879--2892 (2019; Zbl 07539684) Full Text: DOI