Working Papers
- Hill, J. B. (2024). Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting: Journal of Business and Economics Statistic: in press (paper, ArXiv, appendix)
- Hill, J.B. and Li, T. (2022). A Bootstrapped Test of Covariance Stationarity Based on Orthonormal Transformations: Bernoulli (conditionally accepted) (paper, ArXiv, appendix)
WORK IN PROGRESS
- Hill, J. B. Inference in Linear Regression Models with Many Covariates and Many Nuisance Parameters
- Hill, J. B. Detecting the Presence of Significant Predictors in High Dimensional Models
- Hill, J. B. Testing Many Zero Restrictions in a High Dimensional Setting with Dependence and Nonlinearity
- Hill, J. B. Max-Laws of Large Numbers for High Dimensional Arrays with Appiclations
- Hill, J. B. A Max-Test of Second Order Stationarity based on the Discrete Fourier Transform