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Inference from high-frequency data : a subsampling approach
Christensen, Kim; Podolskij, Mark; Thamrongrat, Nopporn; … - 2015
Persistent link: https://www.econbiz.de/10011343488
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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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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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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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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2022
Persistent link: https://www.econbiz.de/10013189456
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Polynomial regressions and nonsense inference
Ventosa-Santaulària, Daniel; Rodríguez-Caballero, … - 2013
Persistent link: https://www.econbiz.de/10010206202
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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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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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Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben; Varneskov, Rasmus Tangsgaard - 2018
Persistent link: https://www.econbiz.de/10011797682
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Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
Persistent link: https://www.econbiz.de/10012317779