Narrow search
Showing 1 - 10 of 37
Cover Image
Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.; Phillips, Peter C. B. - 1986
Persistent link: https://www.econbiz.de/10000951483
Cover Image
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
Cover Image
Some higher order theory for a consistent nonparametric model specification test
Fan, Yanqin; Linton, Oliver - 1997
Persistent link: https://www.econbiz.de/10000974397
Cover Image
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - 2017
Persistent link: https://www.econbiz.de/10011797227
Cover Image
Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness
Armstrong, Timothy B.; Kolesár, Michal - 2017
Persistent link: https://www.econbiz.de/10011797261
Cover Image
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.; Fan, Zhenhong; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001548868
Cover Image
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.; Swanson, Norman R. - 2003 - Rev.
Persistent link: https://www.econbiz.de/10001759427
Cover Image
Consistent estimation with a large number of weak instruments
Chao, John C.; Swanson, Norman R. - 2003 - Rev.
Persistent link: https://www.econbiz.de/10001759428
Cover Image
Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955
Cover Image
Equivalence of the higher-order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K. - 2000
Persistent link: https://www.econbiz.de/10001525927