Current Research

Working Papers

  1. Hill, J. B. (2024). Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting: Journal of Business and Economics Statistic: in press  (paperArXivappendix)
  2. Hill, J.B. and Li, T. (2022). A Bootstrapped Test of Covariance Stationarity Based on Orthonormal Transformations: Bernoulli (conditionally accepted) (paperArXivappendix)

WORK IN PROGRESS

  1. Hill, J. B. Inference in Linear Regression Models with Many Covariates and Many Nuisance Parameters
  2. Hill, J. B. Detecting the Presence of Significant Predictors in High Dimensional Models
  3. Hill, J. B. Testing Many Zero Restrictions in a High Dimensional Setting with Dependence and Nonlinearity
  4. Hill, J. B. Max-Laws of Large Numbers for High Dimensional Arrays with Appiclations
  5. Hill, J. B. A Max-Test of Second Order Stationarity based on the Discrete Fourier Transform