Jungbin Hwang
Statistics and Probability · 2018
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 15 citations into it
- Economics and Econometrics — 13 citations into it
- Finance — 8 citations into it
Whom Jungbin Hwang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter C. B. Phillips
- Yixiao Sun
- Timothy J. Vogelsang
- Sílvia Gonçalves
- N. Kiefer
- Ulrich K. Müller
- Michael Jansson
- Lars Peter Hansen
- Xiaofeng Shao
Papers from Jungbin Hwang's perspective
Ordered by how strongly the researchers Jungbin Hwang trusts endorse each paper. Same corpus, a different order for every researcher.
- The Error in Rejection Probability of Simple Autocorrelation Robust Tests
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Econometric Theory)
- A theory of robust long-run variance estimation
- THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Econometric Theory)
- A self‐normalized approach to confidence interval construction in time series
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- A Heteroskedasticity and Autocorrelation Robust F Test Using an Orthonormal Series Variance Estimator
- HAC ESTIMATION BY AUTOMATED REGRESSION (Econometric Theory)
- Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter