Jonathan B. Hill

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All published works

Action	Title	Year	Authors
+	A bootstrapped test of covariance stationarity based on orthonormal transformations	2025	Jonathan B. Hill Tianqi Li
+	Heavy tail robust estimation and inference for average treatment effects	2025	Saraswata Chaudhuri Jonathan B. Hill
+ PDF Chat	Heavy Tail Robust Estimation and Inference for Average Treatment Effects	2024	Jonathan B. Hill Saraswata Chaudhuri
+ PDF Chat	Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2024	Jonathan B. Hill
+ PDF Chat	Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2024	Jonathan B. Hill
+ PDF Chat	A smoothed p-value test when there is a nuisance parameter under the alternative	2023	Jonathan B. Hill
+	Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting	2023	Jonathan B. Hill
+	A Global Wavelet Based Bootstrapped Test of Covariance Stationarity	2022	Jonathan B. Hill Tianqi Li
+	Testing (Infinitely) Many Zero Restrictions	2020	Jonathan B. Hill
+ PDF Chat	WEAK-IDENTIFICATION ROBUST WILD BOOTSTRAP APPLIED TO A CONSISTENT MODEL SPECIFICATION TEST	2020	Jonathan B. Hill
+	Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality	2020	Éric Ghysels Jonathan B. Hill Kaiji Motegi
+ PDF Chat	A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES	2020	Jonathan B. Hill Kaiji Motegi
+	Testing (Infinitely) Many Zero Restrictions	2020	Jonathan B. Hill
+	Inference When There is a Nuisance Parameter under the Alternative and Some Parameters are Possibly Weakly Identified	2018	Jonathan B. Hill
+	Weak-Identification Robust Wild Bootstrap applied to a Consistent Model Specification Test	2018	Jonathan B. Hill
+	Inference When There is a Nuisance Parameter under the Alternative and Some Parameters are Possibly Weakly Identified	2018	Jonathan B. Hill
+	Weak-Identification Robust Wild Bootstrap applied to a Consistent Model Specification Test	2018	Jonathan B. Hill
+	Asymptotic Theory for the Maximum of an Increasing Sequence of Parametric Functions	2017	Jonathan B. Hill
+ PDF Chat	A Max-Correlation White Noise Test for Weakly Dependent Time Series	2016	Jonathan B. Hill Kaiji Motegi
+	Uniform interval estimation for an AR(1) process with AR errors	2015	Jonathan B. Hill Liang Peng Deyuan Li
+	Robust estimation and inference for heavy tailed GARCH	2015	Jonathan B. Hill
+	Simple Granger Causality Tests for Mixed Frequency Data	2015	Éric Ghysels Jonathan B. Hill Kaiji Motegi
+	Supplemental Appendix for "Robust Estimation for Average Treatment Eects"	2015	Saraswata Chaudhuri Jonathan B. Hill
+ PDF Chat	Robust estimation and inference for heavy tailed GARCH	2015	Jonathan B. Hill
+	A Smoothed P-Value Test When There is a Nuisance Parameter under the Alternative	2015	Jonathan B. Hill
+	Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors	2014	Jonathan B. Hill
+	UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS	2014	Jonathan B. Hill Liang Peng
+	Testing for Granger Causality with Mixed Frequency Data	2013	Éric Ghysels Jonathan B. Hill Kaiji Motegi
+	Stochastically weighted average conditional moment tests of functional form	2013	Jonathan B. Hill
+ PDF Chat	Robust Estimation and Inference for Heavy Tailed GARCH	2013	Jonathan B. Hill
+	Robust Generalized Empirical Likelihood for Heavy Tailed Autoregressions with Conditionally Heteroscedastic Errors	2013	Jonathan B. Hill
+	Robust Estimation for Average Treatment Effects	2013	Jonathan B. Hill
+	An Empirical Process P-Value Test When a Nuisance Parameter is Present Under Either or Both Hypotheses	2013	Jonathan B. Hill
+	Least tail‐trimmed squares for infinite variance autoregressions	2012	Jonathan B. Hill
+	Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form	2012	Jonathan B. Hill
+	Least Tail-Trimmed Squares for Infinite Variance Autoregressions	2012	Jonathan B. Hill
+	Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form	2012	Jonathan B. Hill
+	Robust M-Estimation for Heavy Tailed Nonlinear AR-GARCH	2011	Jonathan B. Hill
+	Central Limit Theory for Kernel-Self Normalized Tail-Trimmed Sums of Dependent, Heterogeneous Data with Applications	2011	Jonathan B. Hill
+	Moment Condition Tests for Heavy-Tailed Time Series: Supplementary Appendix C	2011	Jonathan B. Hill Mike Aguilar
+	Generalized Method of Moments with Tail Trimming Appendix E : Omitted Proofs and Simulations	2010	Jonathan B. Hill Éric Renault
+	Consistent and Non Degenerate Model Specification Tests Against Smooth Transition and Neural Network Alternatives.	2008	Jonathan B. Hill
+	Strong orthogonal decompositions and non‐linear impulse response functions for infinite‐variance processes	2006	Jonathan B. Hill
+	Super-Consistent Tests of Lp-Functional Form	2006	Jonathan B. Hill
+	Asymptotically Nuisance-Parameter-Free Consistent Tests of -Functional Form	2006	Jonathan B. Hill
+	Consistent Model Specification Tests Against Smooth Transition Alternatives	2005	Jonathan B. Hill
+	LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study ∗	2004	Jonathan B. Hill
+	Consistent Model Specification Tests Against Smooth Transition Alternatives	2004	Jonathan B. Hill
+	Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives	2004	Jonathan B. Hill
+	LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study	2004	Jonathan B. Hill

Common Coauthors

Coauthor	Papers Together
Kaiji Motegi	5
Éric Ghysels	3
Saraswata Chaudhuri	3
Tianqi Li	2
Éric Renault	1
Liang Peng	1
Mike Aguilar	1
Liang Peng	1
Deyuan Li	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Asymptotic Theory of Integrated Conditional Moment Tests	1997	Herman J. Bierens Werner Ploberger	14
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén	13
+	Hypothesis testing when a nuisance parameter is present only under the alternative	1987	Robert B. Davies	13
+	Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models	1994	Timo Teräsvirta	12
+	CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE	1998	Maxwell B. Stinchcombe Halbert White	12
+ PDF Chat	A Consistent Conditional Moment Test of Functional Form	1990	Herman J. Bierens	12
+ PDF Chat	Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative	1994	Donald W. K. Andrews Werner Ploberger	12
+	Consistent model specification tests	1982	Herman J. Bierens	11
+	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS	2002	Marine Carrasco Xiaohong Chen	10
+ PDF Chat	Stability of nonlinear AR‐GARCH models	2008	Mika Meitz Pentti Saikkonen	10
+	Maximum Likelihood Specification Testing and Conditional Moment Tests	1985	Whitney K. Newey	10
+	Consistent Specification Testing Via Nonparametric Series Regression	1995	Yongmiao Hong Halbert White	10
+	Stationarity and Persistence in the GARCH(1,1) Model	1990	Daniel B. Nelson	9
+	An Introduction to Fourier Analysis and Generalised Functions	1958	M. J. Lighthill	8
+	Uniform Central Limit Theorems	1999	R. M. Dudley	8
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	8
+ PDF Chat	A consistent test for the functional form of a regression based on a difference of variance estimators	1999	Holger Dette	8
+	Sums, Trimmed Sums and Extremes	1991	Marjorie G. Hahn David M. Mason Daniel C. Weiner	8
+ PDF Chat	Bootstrap Procedures under some Non-I.I.D. Models	1988	Regina Y. Liu	8
+	Central Limit Theorems for Dependent Heterogeneous Random Variables	1997	Robert M. de Jong	8
+	A consistent test of functional form via nonparametric estimation techniques	1996	John Xu Zheng	8
+ PDF Chat	Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models	2005	Shiqing Ling	7
+	Nonparametric Regression Tests Based on Least Squares	1992	Adonis Yatchew	7
+	Central limit theorems for empirical andU-processes of stationary mixing sequences	1994	Miguel A. Arcones Bin Yu	7
+ PDF Chat	GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS	2008	Pavel Čı́žek	7
+ PDF Chat	Bootstrapping General Empirical Measures	1990	Evarist Giné Joel Zinn	7
+	Information Criteria for Discriminating Among Alternative Regression Models	1978	Takamitsu Sawa	7
+ PDF Chat	A Simple General Approach to Inference About the Tail of a Distribution	1975	Bruce M. Hill	7
+	Testing linearity against smooth transition autoregressive models	1988	Ritva Luukkonen Pentti Saikkonen Timo Teräsvirta	6
+	ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS	1986	Kung‐Sik Chan H. Tong	6
+	Consistent and Non Degenerate Model Specification Tests Against Smooth Transition and Neural Network Alternatives.	2008	Jonathan B. Hill	6
+	Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models	2006	Shiqing Ling	6
+ PDF Chat	Limit Theorems for the Maximum Term in Stationary Sequences	1964	Simeon M. Berman	6
+ PDF Chat	A Maximal Inequality and Dependent Strong Laws	1975	D. L. McLeish	6
+ PDF Chat	Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices	2000	Robert M. de Jong James Davidson	6
+	Invariance principles for absolutely regular empirical processes	1995	Paul Doukhan Pascal Massart E. Rio	6
+ PDF Chat	Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time	1964	Herman Chernoff S. Zacks	6
+ PDF Chat	Portmanteau test and simultaneous inference for serial covariances	2013	Xiao Han Wei Biao Wu	6
+	Gaussian approximation for high dimensional time series	2017	Danna Zhang Wei Biao Wu	5
+	A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix	1986	Whitney K. Newey Kenneth D. West	5
+	Least tail‐trimmed squares for infinite variance autoregressions	2012	Jonathan B. Hill	5
+ PDF Chat	Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach	2006	Daniel Straumann Thomas Mikosch	5
+	Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests	2001	T.-H. Lee Hannah J. White	5
+	ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES	2006	Ji‐Chun Liu	5
+	Model specification testing of time series regressions	1984	Herman J. Bierens	5
+	Some Limit Theorems for Stationary Processes	1962	И. А. Ибрагимов	5
+	M-estimation for autoregressions with infinite variance	1992	Richard A. Davis Keith Knight Jian Liu	5
+ PDF Chat	Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative	1995	Donald W. K. Andrews Werner Ploberger	5
+	Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form	2012	Jonathan B. Hill	5
+	Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models	1997	Jean–Marie Dufour	5