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Robust tests for convergence clubs
Corrado, Luisa; Stengos, Thanasēs; Weeks, Melvyn; … - 2018
Persistent link: https://www.econbiz.de/10012672314
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A multiple testing approach to the regularisation of large sample correlation matrice
Bailey, Natalia; Peseran, Hashem; Smith, L. Vanessa - 2014
Persistent link: https://www.econbiz.de/10010366306
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Testing stochastic dominance with many conditioning variables
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10012793096
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Testing for time stochastic dominance
Lee, Kyungho; Linton, Oliver; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10013253442
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A unified framework for specification tests of continuous treatment effect models
Huang, Wei; Linton, Oliver; Zhang, Zheng - 2021
Persistent link: https://www.econbiz.de/10013254169
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Consistent testing for an implication of supermodular dominance
Chung, Danbi; Linton, Oliver; Whang, Yoon-jae - 2021
Persistent link: https://www.econbiz.de/10013257478
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Heteroskedasticity-robust inference in linear regression models with many covariates
Jochmans, Koen - 2020
Persistent link: https://www.econbiz.de/10013203213
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A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti; Linton, Oliver; Peng, Bin - 2022
Persistent link: https://www.econbiz.de/10013484997
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Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.; Satchell, Stephen - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
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General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484