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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 224 (2021) 1, pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro; Perron, Pierre - In: Journal of econometrics 224 (2021) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
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Covariate-adjusted Fisher randomization tests for the average treatment effect
Zhao, Anqi; Ding, Peng - In: Journal of econometrics 225 (2021) 2, pp. 278-294
Persistent link: https://www.econbiz.de/10013275439
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Impossible inference in econometrics : theory and applications
Bertanha, Marinho; Moreira, Marcelo J. - In: Journal of econometrics 218 (2020) 2, pp. 247-270
Persistent link: https://www.econbiz.de/10012483000
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Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda; Saunders, Charles J. - In: Journal of econometrics 218 (2020) 2, pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
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Randomization inference for difference-in-differences with few treated clusters
MacKinnon, James G.; Webb, Matthew - In: Journal of econometrics 218 (2020) 2, pp. 435-450
Persistent link: https://www.econbiz.de/10012483166
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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Inference on Difference-in-Differences average treatment effects : a fixed-b approach
Sun, Yu; Yan, Karen X. - In: Journal of econometrics 211 (2019) 2, pp. 560-588
Persistent link: https://www.econbiz.de/10012303843
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Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of econometrics 197 (2017) 2, pp. 368-381
Persistent link: https://www.econbiz.de/10011818364