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Author ID: hill.jonathan-b Recent zbMATH articles by "Hill, Jonathan B."
Published as: Hill, Jonathan B.
Documents Indexed: 27 Publications since 2001, including 4 Additional arXiv Preprints
Co-Authors: 4 Co-Authors with 6 Joint Publications
62 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

21 Publications have been cited 129 times in 73 Documents Cited by Year
On tail index estimation for dependent, heterogeneous data. Zbl 1198.62042
Hill, Jonathan B.
23
2010
Fundamental matrices and Green matrices for non-homogeneous elliptic systems. Zbl 1400.35098
Davey, Blair; Hill, Jonathan; Mayboroda, Svitlana
18
2018
On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation. Zbl 1159.60321
Hill, Jonathan B.
14
2009
Testing for Granger causality with mixed frequency data. Zbl 1419.62229
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
13
2016
Robust estimation and inference for heavy tailed GARCH. Zbl 1319.62192
Hill, Jonathan B.
12
2015
Least tail-trimmed squares for infinite variance autoregressions. Zbl 1273.62064
Hill, Jonathan B.
11
2013
Tail and nontail memory with applications to extreme value and robust statistics. Zbl 1401.62156
Hill, Jonathan B.
10
2011
Unified interval estimation for random coefficient autoregressive models. Zbl 1302.62187
Hill, Jonathan; Peng, Liang
9
2014
Extremal memory of stochastic volatility with an application to tail shape inference. Zbl 1209.62245
Hill, Jonathan B.
9
2011
Moment condition tests for heavy tailed time series. Zbl 1443.62266
Hill, Jonathan B.; Aguilar, Mike
7
2013
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference. Zbl 1419.62231
Hill, Jonathan B.; Prokhorov, Artem
6
2016
Uniform interval estimation for an AR(1) process with AR errors. Zbl 1419.62232
Hill, Jonathan; Li, Deyuan; Peng, Liang
6
2016
Tail index estimation for a filtered dependent time series. Zbl 06503813
Hill, Jonathan B.
5
2015
Robust score and portmanteau tests of volatility spillover. Zbl 1332.62294
Aguilar, Mike; Hill, Jonathan B.
5
2015
Are there common values in first-price auctions? A tail-index nonparametric test. Zbl 1283.91151
Hill, Jonathan B.; Shneyerov, Artyom
5
2013
Strong orthogonal decompositions and nonlinear impulse response functions for infinite-variance processes. Zbl 1109.60033
Hill, Jonathan B.
2
2006
Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. Zbl 1307.62054
Hill, Jonathan B.
2
2015
Consistent GMM residuals-based tests of functional form. Zbl 1491.62220
Hill, Jonathan B.
2
2013
A max-correlation white noise test for weakly dependent time series. Zbl 1462.62534
Hill, Jonathan B.; Motegi, Kaiji
1
2020
Stochastically weighted average conditional moment tests of functional form. Zbl 1506.62509
Hill, Jonathan B.
1
2013
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality. Zbl 1464.62384
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
1
2020
A max-correlation white noise test for weakly dependent time series. Zbl 1462.62534
Hill, Jonathan B.; Motegi, Kaiji
1
2020
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality. Zbl 1464.62384
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
1
2020
Fundamental matrices and Green matrices for non-homogeneous elliptic systems. Zbl 1400.35098
Davey, Blair; Hill, Jonathan; Mayboroda, Svitlana
18
2018
Testing for Granger causality with mixed frequency data. Zbl 1419.62229
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji
13
2016
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference. Zbl 1419.62231
Hill, Jonathan B.; Prokhorov, Artem
6
2016
Uniform interval estimation for an AR(1) process with AR errors. Zbl 1419.62232
Hill, Jonathan; Li, Deyuan; Peng, Liang
6
2016
Robust estimation and inference for heavy tailed GARCH. Zbl 1319.62192
Hill, Jonathan B.
12
2015
Tail index estimation for a filtered dependent time series. Zbl 06503813
Hill, Jonathan B.
5
2015
Robust score and portmanteau tests of volatility spillover. Zbl 1332.62294
Aguilar, Mike; Hill, Jonathan B.
5
2015
Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. Zbl 1307.62054
Hill, Jonathan B.
2
2015
Unified interval estimation for random coefficient autoregressive models. Zbl 1302.62187
Hill, Jonathan; Peng, Liang
9
2014
Least tail-trimmed squares for infinite variance autoregressions. Zbl 1273.62064
Hill, Jonathan B.
11
2013
Moment condition tests for heavy tailed time series. Zbl 1443.62266
Hill, Jonathan B.; Aguilar, Mike
7
2013
Are there common values in first-price auctions? A tail-index nonparametric test. Zbl 1283.91151
Hill, Jonathan B.; Shneyerov, Artyom
5
2013
Consistent GMM residuals-based tests of functional form. Zbl 1491.62220
Hill, Jonathan B.
2
2013
Stochastically weighted average conditional moment tests of functional form. Zbl 1506.62509
Hill, Jonathan B.
1
2013
Tail and nontail memory with applications to extreme value and robust statistics. Zbl 1401.62156
Hill, Jonathan B.
10
2011
Extremal memory of stochastic volatility with an application to tail shape inference. Zbl 1209.62245
Hill, Jonathan B.
9
2011
On tail index estimation for dependent, heterogeneous data. Zbl 1198.62042
Hill, Jonathan B.
23
2010
On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation. Zbl 1159.60321
Hill, Jonathan B.
14
2009
Strong orthogonal decompositions and nonlinear impulse response functions for infinite-variance processes. Zbl 1109.60033
Hill, Jonathan B.
2
2006
all top 5

Cited by 117 Authors

14 Hill, Jonathan B.
5 Hecq, Alain W.
4 Hoga, Yannick
3 Götz, Thomas B.
3 Mikosch, Thomas
3 Motegi, Kaiji
2 Aguilar, Mike
2 Dominicy, Yves
2 Ghysels, Eric
2 Ilić, Ivana D.
2 Ilmonen, Pauliina
2 Shneyerov, Artyom A.
2 Stupfler, Gilles
1 Anderson, Brian David Outram
1 Arslan, Olcay
1 Asai, Manabu
1 Bai, Shuyang
1 Bollerslev, Tim
1 Brito, Margarida
1 Camponovo, Lorenzo
1 Carnero, M. Angeles
1 Cavaliere, Giuseppe
1 Cheng, Raymond
1 Choi, Jieun
1 Clémençon, Stéphan
1 Crosato, Lisa
1 Cui, Yunwei
1 Davis, Richard A.
1 Deistler, Manfred
1 del Barrio Castro, Tomas
1 Dematteo, Antoine
1 Dergiades, Theologos
1 Dufour, Jean-Marie
1 Dung, Le Viet
1 Freitas, Ana Cristina Moreira
1 Fries, Sébastien
1 Gao, Yuxuan
1 Georgiev, Iliyan
1 Girard, Stéphane
1 Grossi, Luigi
1 Gu, Changgui
1 Güney, Yeşim
1 Harris, Charles B.
1 Heikkilä, Matias
1 Heiny, Johannes
1 Hotta, Luiz Koodi
1 Jiang, Feiyu
1 Jondeau, Eric
1 Kaibuchi, H.
1 Kim, Donggyu
1 Kim, Jihyun
1 Kim, Moosup
1 Kithinji, Martin M.
1 Kube, Ananda O.
1 Lee, Sangyeol
1 Li, Chenxue
1 Li, Dong
1 Li, Shuo
1 Li, Sophia Zhengzi
1 Linton, Oliver Bruce
1 Lu, Wanbo
1 Ma, Jun
1 Marmer, Vadim
1 Meddahi, Nour
1 Milas, Costas
1 Mwita, Peter Nyamuhanga
1 Ng, Wai Leong
1 Nicolau, João
1 Otsu, Taisuke
1 Panagiotidis, Theodore
1 Peng, Liang
1 Peng, Liuhua
1 Prono, Todd
1 Rice, Gregory
1 Rodrigues, Paulo M. M.
1 Ruiz, Esther
1 Sasaki, Yuya
1 Schluter, Christian
1 Şenoğlu, Birdal
1 Shen, Liming
1 Shin, Dongwan
1 Shin, Minseok
1 Smeekes, Stephan
1 So, Mike K. P.
1 Song, Xiaojun
1 Stoykov, Marian Z.
1 Taylor, A. M. Robert
1 Ternes, Marie
1 Todorov, Viktor
1 Trapani, Lorenzo
1 Trede, Mark
1 Triacca, Umberto
1 Trucíos, Carlos
1 Tuaç, Yetkin
1 Usseglio-Carleve, Antoine
1 Veličković, Vladica M.
1 Veredas, David
1 Wang, Haiying
1 Wang, Ping
1 Wang, Yanfeng
...and 17 more Authors

Citations by Year