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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Hsu, Yu-Chin"
~person:"Taylor, Robert"
~subject:"Induktive Statistik"
~subject:"Robustes Verfahren"
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Hsu, Yu-Chin
Taylor, Robert
Nielsen, Morten Ørregaard
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Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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2
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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3
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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4
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
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5
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
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6
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
7
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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