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person:"Craig, Ben R."
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andrews, Donald W. K."
~person:"Fan, Jianqing"
~person:"Francq, Christian"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Endogeneity"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Estimation theory
66
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16
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16
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14
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Craig, Ben R.
Andrews, Donald W. K.
Fan, Jianqing
Francq, Christian
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
6
Sun, Yixiao
6
Cai, Zongwu
4
Demetrescu, Matei
4
Gao, Jiti
4
Hsiao, Cheng
4
Su, Liangjun
4
White, Halbert
4
Escanciano, Juan Carlos
3
Georgiev, Iliyan
3
Kristensen, Dennis
3
Lavergne, Pascal
3
Li, Qi
3
Moreira, Marcelo J.
3
Robinson, Peter M.
3
Rodrigues, Paulo M. M.
3
Shi, Xiaoxia
3
Varneskov, Rasmus Tangsgaard
3
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2
Ando, Tomohiro
2
Armstrong, Timothy B.
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Caner, Mehmet
2
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2
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2
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2
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2
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2
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2
Hoderlein, Stefan
2
Hong, Yongmiao
2
Hsu, Yu-Chin
2
Kim, Min Seong
2
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2
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation Discussion Paper
7
Cowles Foundation discussion paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
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2
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1
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1
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1
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ECONIS (ZBW)
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1
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
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
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
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
8
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
Saved in:
9
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
10
Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10010258282
Saved in:
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