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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
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022
Persistent link: https://www.econbiz.de/10013170015
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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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A unified theory of extreme Expected Shortfall inference
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2024
Persistent link: https://www.econbiz.de/10015097279
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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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Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023
Persistent link: https://www.econbiz.de/10014286699
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Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2022
Persistent link: https://www.econbiz.de/10013170008
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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