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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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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
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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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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
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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
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A practical asymptotic variance estimator for two-step semiparametric estimators
Ackerberg, Daniel A.; Chen, Xiaohong; Hahn, Jinyong - In: The review of economics and statistics 94 (2012) 2, pp. 481-498
Persistent link: https://www.econbiz.de/10009660727
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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
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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
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Semiparametric weak-instrument regressions with an application to rhe risk-return tradeoff
Perron, Benoit - In: The review of economics and statistics 85 (2003) 2, pp. 424-443
Persistent link: https://www.econbiz.de/10001762827
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Nonparametric estimation of average treatment effects under exogeneity : a review
Imbens, Guido - In: The review of economics and statistics 86 (2004) 1, pp. 4-29
Persistent link: https://www.econbiz.de/10002017279