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person:"Giles, David E. A."
~person:"Dufour, Jean-Marie"
~person:"Heckman, James J."
~person:"White, Halbert"
~subject:"Regression analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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103
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15
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15
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14
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Giles, David E. A.
Dufour, Jean-Marie
Heckman, James J.
White, Halbert
Phillips, Peter C. B.
20
Linton, Oliver
17
Su, Liangjun
16
Chen, Songnian
14
Cai, Zongwu
13
Li, Qi
13
Baltagi, Badi H.
11
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11
Tu, Yundong
11
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11
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10
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10
Otsu, Taisuke
10
Racine, Jeffrey
10
Chernozhukov, Victor
9
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
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9
Tsionas, Efthymios G.
9
Xiao, Zhijie
9
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9
Bera, Anil K.
8
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8
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8
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8
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8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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6
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6
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6
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2
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ECONIS (ZBW)
15
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1
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
2
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
3
On the inconsistency of instrumental variables estimators for the coefficients of certain dummy variables
Giles, David E. A.
- In:
Journal of quantitative economics
15
(
2017
)
1
,
pp. 15-26
Persistent link: https://www.econbiz.de/10012418247
Saved in:
4
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
5
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
Saved in:
6
Testing structural change in partially linear models
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
Saved in:
7
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
8
Bootstrap standard error estimates for linear regression
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 970-979
Persistent link: https://www.econbiz.de/10003107889
Saved in:
9
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
10
Simple estimators for treatment parameters in a latent-variable framework
Heckman, James J.
;
Tobias, Justin L.
;
Vytlacil, Edward
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 748-755
Persistent link: https://www.econbiz.de/10001791796
Saved in:
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