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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010226787
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Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110
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Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.; Wang, Ying - 2019
Persistent link: https://www.econbiz.de/10012062413
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Robust tests for white noise and cross-correlation
Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012062428
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10014235297
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Foundations of demand estimation
Berry, Steven; Haile, Philip A. - 2021
Persistent link: https://www.econbiz.de/10012629945
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Incorporating search and sales information in demand estimation
Hortaçsu, Ali; Natan, Olivia R.; Parsley, Hayden; … - 2021
Persistent link: https://www.econbiz.de/10012807915
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Breaking ties : regression discontinuity design meets market design
Abdulkadiroğlu, Atila; Angrist, Joshua D.; Narita, Yusuke - 2019
Persistent link: https://www.econbiz.de/10012004168
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Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.; Kwon, Soonwoo - 2019 - Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
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A specification test for instrumental variables regression with many instruments
Lee, Yoonseok; Okui, Ryo - 2009
Persistent link: https://www.econbiz.de/10003906732