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Data-driven inference on sign restrictions in Bayesian structural vector autoregression
Lanne, Markku; Luoto, Jani - 2016
Persistent link: https://www.econbiz.de/10011421768
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
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Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - 2016
Persistent link: https://www.econbiz.de/10011524100
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Morten Ørregaard - 2016
Persistent link: https://www.econbiz.de/10011524104
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Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei; Hanck, Christoph; Kruse, Robinson - 2016
Persistent link: https://www.econbiz.de/10011409125
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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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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019
Persistent link: https://www.econbiz.de/10012063541
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999
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Inference in high-dimensional dynamic panel data models
Bredahl Kock, Anders; Tang, Haihan - 2014
Persistent link: https://www.econbiz.de/10010464715
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Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - 2018
Persistent link: https://www.econbiz.de/10011797489