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Optimal inference in regression models with nearly integrated regressors
Jansson, Michael; Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 681-714
Persistent link: https://www.econbiz.de/10003329579
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Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Identification and inference in nonlinear difference-in-differences models
Athey, Susan; Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 2, pp. 431-497
Persistent link: https://www.econbiz.de/10003316411
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Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
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More on confidence intervals for partially identified parameters
Stoye, Jörg - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1299-1315
Persistent link: https://www.econbiz.de/10003881969
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Decision makers as statisticians : diversity, ambiguity, and learning
Najjar, Nabil I. al- - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1371-1401
Persistent link: https://www.econbiz.de/10003914898
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Inference for continuous semimartingales observed at high frequency
Mykland, Per A.; Zhang, Lan - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1403-1445
Persistent link: https://www.econbiz.de/10003914908
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Inference in dynamic discrete choice models with serially correlated unobserved state variables
Norets, Andriy - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1665-1682
Persistent link: https://www.econbiz.de/10003914945
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Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441