Working Papers

  1. Hill, J. B. (2020). Testing (Infinitely) Many Zero Restrictions, revised and resubmitted to Journal of Econometrics (pdf (arXiv), appendix)
  2. Hill, J. B. (2022). A Smoothed P-Value Test When There is a Nuisance Parameter under the Alternative: submitted (pdf, pdf (arXiv),appendix)


  1. Hill, J. B.  Inference in High Dimensional Nonlinear Semi-Nonparametric Regression Models
  2. Hill, J. B.  A Wavelet Based Bootstrapped Test of Covariance Stationarity
  3. Hill, J. B.  Parametric Bootstrap under Possible Weak Identification