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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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Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003903437
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A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821
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The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen - 2018
Persistent link: https://www.econbiz.de/10011913657
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Comparing tests for identification of bubbles
Bertelsen, Kristoffer Pons - 2019 - This version: October 9, 2019
Persistent link: https://www.econbiz.de/10012316443
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Efficient estimation of non-linear dynamic panel data models with application to smooth transition models
Gørgens, Tue; Skeels, Christopher L.; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003892563
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The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin M.; Christensen, Bent Jesper - 2010
Persistent link: https://www.econbiz.de/10003939421
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Bootstrap-based inference for cube root consistent estimators
Cattaneo, Matias D.; Jansson, Michael; Nagasawa, Kenichi - 2017
Persistent link: https://www.econbiz.de/10011648638
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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