Jonathan B. Hill

发表

Heavy Tail Robust Estimation and Inference for Average Treatment Eects

Saraswata Chaudhuri, Jonathan B. Hill, 2015 .

Stochastically weighted average conditional moment tests of functional form

Jonathan B. Hill, 2013 .

Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form

Jonathan B. Hill, 2012 .

TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS

Jonathan B. Hill, 2011, Econometric Theory.

Robust Score and Portmanteau Tests of Volatility Spillover

Jonathan B. Hill, Mike Aguilar, 2013 .

Extremal memory of stochastic volatility with an application to tail shape inference

Jonathan B. Hill, 2011 .

Robust Estimation for Average Treatment Effects

Jonathan B. Hill, 2013 .

ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA

Jonathan B. Hill, 2010, Econometric Theory.

Expected Shortfall Estimation and Gaussian Inference for Infinite Variance Time Series

Jonathan B. Hill, 2013 .

Testing for Granger Causality with Mixed Frequency Data

Eric Ghysels, Kaiji Motegi, Jonathan B. Hill, 2013 .

Parameter Estimation Robust to Low-Frequency Contamination

Adam McCloskey, Jonathan B. Hill, Adam Mccloskey, 2015 .

Are there common values in first-price auctions? A tail-index nonparametric test

Jonathan B. Hill, Artyom Shneyerov, 2013 .

Robust Estimation and Inference for Heavy Tailed GARCH

Jonathan B. Hill, 2014 .

Robust Estimation and Inference for Heavy Tailed GARCH

Jonathan B. Hill, 2014, 1507.07653.

Simple Granger Causality Tests for Mixed Frequency Data

Eric Ghysels, Kaiji Motegi, Jonathan B. Hill, 2016 .

Robust Estimation and Inference for Heavy Tailed Nonlinear GARCH

Jonathan B. Hill, 2012 .

Variance Targeting for Heavy Tailed Time Series

Eric Renault, Jonathan B. Hill, É. Renault, 2012 .

Robust M-Estimation for Heavy Tailed Nonlinear AR-GARCH

Jonathan B. Hill, 2011 .

Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application ∗

Jonathan B. Hill, 2005 .

Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited

Jonathan B. Hill, 2004 .

Are There Common Values in BC Timber Sales? A Tail-Index Nonparametric Test

Jonathan B. Hill, Artyom Shneyerov, 2009 .

Regression-Based Mixed Frequency Granger Causality Tests

Jonathan B. Hill, E. Ghysels, Kaiji Motegi, 2015 .

Parameter Estimation Robust to Low-Frequency Contamination

Jonathan B. Hill, Adam Mccloskey, 2015 .

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity

Jonathan B. Hill, Tianqi Li, 2022, 2210.14086.

Royal African Company Share Prices during the South Sea Bubble

Jonathan B. Hill, N. Moyen, A. Carlos, 2002 .

Central Limit Theory for Kernel-Self Normalized Tail-Trimmed Sums of Dependent, Heterogeneous Data with Applications

Jonathan B. Hill, 2011 .

Mixture of Distribution Hypothesis

Jonathan B. Hill, 2010 .

A New Moment Bound and Weak Laws for Mixingale Arrays without Memory or Heterogeneity Restrictions , with Applications to Tail Trimmed Arrays

Jonathan B. Hill, 2010 .

Heavy Tails and Mixed Distribution Hypothesis

Jonathan B. Hill, 2009 .

Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money–income relationship

Jonathan B. Hill, 2007 .

Strong orthogonal decompositions and non‐linear impulse response functions for infinite‐variance processes

Jonathan B. Hill, 2006 .

WEAK-IDENTIFICATION ROBUST WILD BOOTSTRAP APPLIED TO A CONSISTENT MODEL SPECIFICATION TEST

Jonathan B. Hill, 2018, Econometric Theory.

Inference When There is a Nuisance Parameter under the Alternative and Some Parameters are Possibly Weakly Identified

Jonathan B. Hill, 2018 .

6-2005 Institutions and Growth Volatility

Jonathan B. Hill, Nejat Anbarcı, Hasan Kirmanoğlu, 2017 .

Institutions and Growth Volatility

Jonathan B. Hill, Nejat Anbarcı, Hasan Kirmanoğlu, 2011 .

Consistent Conditional Moment Tests of Functional Form

Jonathan B. Hill, 2012 .

A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES

Jonathan B. Hill, Kaiji Motegi, 2016, Econometric Theory.

Asymptotic Theory for the Maximum of an Increasing Sequence of Parametric Functions

Jonathan B. Hill, 2017, 1707.02555.

A Smoothed P-Value Test When There is a Nuisance Parameter under the Alternative

Jonathan B. Hill, 2015, Journal of Statistical Planning and Inference.

Generalized Method of Moments with Tail Trimming

Jonathan B. Hill, É. Renault, 2009 .

A "Reduced-Form" Nonparametric Test of Common Values in First-Price Auctions with a Binding Reserve Price

Jonathan B. Hill, Artyom Shneyerov, 2008 .

Robust Estimation and Inference for Extremal Dependence in Time Series

Jonathan B. Hill, 2009 .

Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference

Jonathan B. Hill, Artem Prokhorov, Jonathan B. Hill, 2015 .

GEL Estimation for Semi-Strong Non-Linear GARCH with Robust Empirical Likelihood Inference

Jonathan B. Hill, Artem Prokhorov, 2011 .

Growth in commodity investment : risks and challenges for commodity market participants

Jonathan B. Hill, I. Jack, Fsa, 2007 .

Uniform interval estimation for an AR(1) process with AR errors

Jonathan B. Hill, L. Peng, Deyuan Li, 2017 .

Moment Condition Tests for Heavy-Tailed Time Series

Jonathan B. Hill, Mike Aguilar, 2011 .

Appendix E for "Generalized Method of Moments with Tail Trimming"

Jonathan B. Hill, É. Renault, 2010 .

On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation

Jonathan B. Hill, 2009 .

Consistent and Non-Degenerate Model Speci…cation Tests Against Smooth Transition and Neural Network

Jonathan B. Hill, 2008 .

Consistent and Non Degenerate Model Specification Tests Against Smooth Transition and Neural Network Alternatives

Jonathan B. Hill, 2008 .

Super-Consistent Tests of Lp-Functional Form

Jonathan B. Hill, 2006 .

Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives

Jonathan B. Hill, 2004 .

Super-Consistent, Non-Degenerate Tests of Functional Form: Optimal CM Tests when Nuisance Parameters are Present under the Null

Jonathan B. Hill, 2004 .

Consistent Model Specification Tests Against Smooth Transition Alternatives

Jonathan B. Hill, 2004 .

The oil trading markets, 2003–10: analysis of market behaviour and possible policy responses

Jonathan B. Hill, A. Turner, Jon Farrimond, 2011 .

Gaussian Tests of "Extremal White Noise" for Heavy Tailed Time Series

Jonathan B. Hill, 2004 .

Tail Index Estimation for a Filtered Dependent Time Series

Jonathan B. Hill, 2014 .

Least tail‐trimmed squares for infinite variance autoregressions

Jonathan B. Hill, 2013 .

Supplemental Appendix for "Robust Estimation for Average Treatment Eects"

Saraswata Chaudhuri, Jonathan B. Hill, 2015 .

Heavy Tail Robust Frequency Domain Estimation

Jonathan B. Hill, Adam Mccloskey, 2014 .

Parameter Estimation Robust to Low-Frequency Contamination (Preliminary and Incomplete)

Jonathan B. Hill, Adam McCloskey, Jonathan B. Hill, 2013 .

Technical Appendix for " Gaussian Tests of Extremal White Noise for Dependent , Heterogeneous Processes with an Application "

Jonathan B. Hill, 2008 .

Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data

Jonathan B. Hill, 2007 .

Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Stochastic Process with an Application

Jonathan B. Hill, 2006 .

On Tail Index Estimation Using Dependent , Heterogeneous Data

Jonathan B. Hill, 2005 .

Testing a Large Set of Zero Restrictions in Regression Models, with an Application to Mixed Frequency Granger Causality

Jonathan B. Hill, Kaiji Motegi, Eric Ghysels, 2019, Journal of Econometrics.

LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study ∗

Jonathan B. Hill, 2004 .

Testing the White Noise Hypothesis of Stock Returns

Jonathan B. Hill, Kaiji Motegi, 2018, Economic Modelling.

Testing (Infinitely) Many Zero Restrictions

Jonathan B. Hill, 2020, 2011.01983.

GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference

Jonathan B. Hill, Artem Prokhorov, 2013 .

Robust Generalized Empirical Likelihood for Heavy Tailed Autoregressions with Conditionally Heteroscedastic Errors

Jonathan B. Hill, Jonathan B. Hill, 2015, J. Multivar. Anal..

Supplemental Material for “ Parameter Estimation Robust to Low-Frequency Contamination ”

Jonathan B. Hill, Adam Mccloskey, 2015 .

UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

Jonathan B. Hill, L. Peng, 2014 .

Empirical Distribution Distance Tail Index Inference for Dependent, Heterogeneous Data

Jonathan B. Hill, 2008 .