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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009
Persistent link: https://www.econbiz.de/10003883600
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Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis; Rahbek, Anders - 2010
Persistent link: https://www.econbiz.de/10008663980
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Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2010
Persistent link: https://www.econbiz.de/10003968433
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008651700
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina; Teräsvirta, Timo - 2015
Persistent link: https://www.econbiz.de/10011373232
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Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo; Yang, Yukai - 2014
Persistent link: https://www.econbiz.de/10010250617
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Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.; Caner, Mehmet; Kock, Anders Bredahl; … - 2016
Persistent link: https://www.econbiz.de/10011474717
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei; Kruse-Becher, Robinson - 2021
Persistent link: https://www.econbiz.de/10012620758
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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003878806
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2021
Persistent link: https://www.econbiz.de/10012434016