Reference health

Fixed-smoothing asymptotics for time series

https://doi.org/10.1214/13-aos1113
CiteStamped reference-health badge
31/31 checkable references clean · checked 2026-08-02

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 31 checked references that resolve
resolves10.2307/2938229
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
resolves10.1111/1468-0262.00271
Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
resolves10.1016/j.jeconom.2011.01.007
Inference with dependent data using cluster covariance estimators
resolves10.1017/S0266466610000496
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
resolves10.1214/aos/1069362303
Second-order correctness of the blockwise bootstrap for stationary observations
resolves10.2307/2171849
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
resolves10.1111/j.1751-5823.2003.tb00485.x
Bootstrap Methods for Time Series
resolves10.1198/jbes.2009.08046
<i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference
resolves10.1016/j.jeconom.2005.06.004
Bootstrapping GMM estimators for time series
resolves10.1111/j.1468-0262.2004.00517.x
The Error in Rejection Probability of Simple Autocorrelation Robust Tests
resolves10.1017/S0266466605050565
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
resolves10.1137/0151013
Asymptotic Properties of Eigenvalues of Integral Equations
resolves10.1198/016214506000000375
Robust<i>M</i>Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
resolves10.1006/jmva.1996.0003
On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models
resolves10.1214/009053607000000190
Asymptotic expansions for sums of block-variables under weak dependence
resolves10.1214/09-AOS722
Edgeworth expansions for studentized statistics under weak dependence
resolves10.1137/0515009
Eigenvalues of Analytic Kernels
resolves10.1198/016214501753208726
Testing That a Dependent Process Is Uncorrelated
resolves10.1080/01621459.1982.10477872
Symmetric Matrix Derivatives with Applications
resolves10.1111/j.1467-9892.2010.00679.x
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
resolves10.1016/j.jeconom.2007.01.019
A theory of robust long-run variance estimation
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1017/S0266466605050085
HAC ESTIMATION BY AUTOMATED REGRESSION
resolves10.1111/j.1467-9868.2009.00737.x
A Self-Normalized Approach to Confidence Interval Construction in Time Series
resolves10.1016/j.jeconom.2011.06.017
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
resolves10.1111/j.1368-423X.2012.00390.x
A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator
resolves10.1111/j.0012-9682.2008.00822.x
Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
resolves10.1017/S0266466601173019
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
resolves10.1007/978-1-4757-3803-2
Resampling Methods for Dependent Data
resolves10.2139/ssrn.1714697
Let's Fix it: Fixed-b Asymptotics Versus Small-b Asymptotics in Heteroscedasticity and Autocorrelation Robust Inference
The 3 references without a DOI — listed, not checked
no DOI — not checked[33] Wu, W. B. and Pourahmadi, M. (2009). Banding sample autocovariance matrices of stationary processes. <i>Statist. Sinica</i> <b>19</b> 1755–1768.
no DOI — not checked[4] Billingsley, P. (1999). <i>Convergence of Probability Measures</i>, 2nd ed. Wiley, New York.
no DOI — not checked[5] Chen, Y. and Qu, Z. (2013). M tests with a new normalization matrix. <i>Econometric Rev</i>. To appear.
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-02 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.1214/13-aos1113"><img src="https://citestamp.com/citestamped/10.1214/13-aos1113/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.1214/13-aos1113/badge.svg)](https://citestamp.com/citestamped/10.1214/13-aos1113)