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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Cavaliere, Giuseppe"
~person:"Hsu, Yu-Chin"
~person:"Yang, Zhenlin"
~subject:"Panel study"
~subject:"Robust statistics"
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Bootstrap approach
Panel study
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Estimation theory
22
Schätztheorie
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10
Estimation
8
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8
Heteroscedasticity
6
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Cavaliere, Giuseppe
Hsu, Yu-Chin
Yang, Zhenlin
Baltagi, Badi H.
21
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11
Lee, Lung-fei
10
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9
Hsiao, Cheng
9
Su, Liangjun
9
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8
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8
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8
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7
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6
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6
Nielsen, Morten Ørregaard
6
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6
Sun, Yiguo
6
Wooldridge, Jeffrey M.
6
Zhang, Yonghui
6
Ando, Tomohiro
5
Cai, Zongwu
5
Han, Chirok
5
Hounyo, Ulrich
5
Lam, Henry
5
Liu, Long
5
MacKinnon, James G.
5
Robinson, Peter M.
5
Sasaki, Yuya
5
Tu, Yiliu
5
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5
Wang, Taining
5
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5
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4
Bertsimas, Dimitris
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Bresson, Georges
4
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4
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Journal of econometrics
5
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3
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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2
Counterfactual treatment effects : estimation and inference
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 240-255
Persistent link: https://www.econbiz.de/10012804104
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3
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 22-50
Persistent link: https://www.econbiz.de/10013167577
Saved in:
4
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
5
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
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6
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
7
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity
Li, Liyao
;
Yang, Zhenlin
- In:
Regional science & urban economics
81
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012427840
Saved in:
8
Robust uniform inference for quantile treatment effects in regression discontinuity designs
Chiang, Harold D.
;
Hsu, Yu-Chin
;
Sasaki, Yuya
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 589-618
Persistent link: https://www.econbiz.de/10012303853
Saved in:
9
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun
;
Yang, Zhenlin
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 602-625
Persistent link: https://www.econbiz.de/10012040397
Saved in:
10
Unified M-estimation of fixed-effects spatial dynamic models with short panels
Yang, Zhenlin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012110313
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