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On Uniform Inference in Nonlinear Models with Endogeneity

Khan, Shakeeb - 2013

unobservables is required. As a second example, we consider the well studied treatment effect model in program evaluation (Rosenbaum …

Persistent link: https://www.econbiz.de/10013075515

Partial identification of average treatment effects on the treated through difference-in-differences

Fan, Yanqin; Manzanares, Carlos A. - In: Econometric reviews 36 (2017) 6/9, pp. 1057-1080

Persistent link: https://www.econbiz.de/10011795566

Uniform nonparametric series inference for dependent data with an application to the search and matching model

Li, Jia; Liao, Zhipeng - 2018

broadly useful for forecast evaluation, empirical microstructure, dynamic stochastic equilibrium models and inference problems …–Pissarides search and matching model for equilibrium unemployment, and shed new light on the unemployment volatility puzzle from an …

Persistent link: https://www.econbiz.de/10012117544

Pairwise likelihood inference for general state space models

Varin, Cristiano; Vidoni, Paolo - In: Econometric reviews 28 (2009) 1/3, pp. 170-185

Persistent link: https://www.econbiz.de/10003800719

Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors

Zhang, Rongmao; Li, Chenxue; Peng, Liang - In: Econometric reviews 38 (2019) 2, pp. 151-169

Persistent link: https://www.econbiz.de/10012180711

Inference for the VEC(1) model with a heavy-tailed linear process errors

Guo, Feifei; Ling, Shiqing - In: Econometric reviews 42 (2023) 9/10, pp. 806-833

Persistent link: https://www.econbiz.de/10014420347

Bayes estimate and inference for entropy and information index of fit

Mazzuchi, Thomas A,; Soofi, Ehsan S.; Soyer, Refik - In: Econometric reviews 27 (2008) 4/6, pp. 428-456

Persistent link: https://www.econbiz.de/10003761309

Testing the significance of categorical preditor variables in nonparametric regression models

Racine, Jeffrey; Hart, Jeffrey D.; Li, Qi - In: Econometric reviews 25 (2006) 4, pp. 523-544

Persistent link: https://www.econbiz.de/10003403264

Quantile regression with interval data

Beresteanu, Arie; Sasaki, Yuya - In: Econometric reviews 40 (2021) 6, pp. 562-583

Persistent link: https://www.econbiz.de/10012624523

Inference on local average treatment effects for misclassified treatment

Yanagi, Takahide - In: Econometric reviews 38 (2019) 8, pp. 938-960

Persistent link: https://www.econbiz.de/10012181375