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Semiparametric inference in correlated long memory signal plus noise models
Arteche, Josu - In: Econometric reviews 31 (2012) 4/6, pp. 440-474
Persistent link: https://www.econbiz.de/10009539724
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Inference for shared-frailty survival models with left-truncated data
Berg, Gerard J. van den; Drepper, Bettina - In: Econometric reviews 35 (2016) 5/7, pp. 1075-1098
Persistent link: https://www.econbiz.de/10011591020
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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao; Li, Chenxue; Peng, Liang - In: Econometric reviews 38 (2019) 2, pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
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Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud; Rombouts, Jeroen V. K. - In: Econometric reviews 38 (2019) 8, pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
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Inference on local average treatment effects for misclassified treatment
Yanagi, Takahide - In: Econometric reviews 38 (2019) 8, pp. 938-960
Persistent link: https://www.econbiz.de/10012181375
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Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Econometric reviews 36 (2017) 1/3, pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
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A consistent method for the selection of relevant instruments
Hall, Alastair R.; Peixe, Fernanda P. M. - In: Econometric reviews 22 (2003) 3, pp. 269-287
Persistent link: https://www.econbiz.de/10001786922
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Reliable inference for GMM estimators? : Finite sample properties of alternative test procedures in linear panel data models
Bond, Stephen; Windmeijer, Frank - In: Econometric reviews 24 (2005) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10002655586
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Robust asymptotic inference in autoregressive models with martingale difference errors
Gospodinov, Nikolaj - In: Econometric reviews 24 (2005) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10002655592