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Nonparametric identification of accelerated failure time competing risks models
Lee, Sokbae; Lewbel, Arthur - In: Econometric theory 29 (2013) 5, pp. 905-919
Persistent link: https://www.econbiz.de/10010248323
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Nonparametric identification of latent competing risks models
Colby, Gordana; Rilstone, Paul - In: Econometric theory 20 (2004) 5, pp. 883-890
Persistent link: https://www.econbiz.de/10002265245
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Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 22 (2006) 1, pp. 69-97
Persistent link: https://www.econbiz.de/10003272610
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Model-free inference for tail risk measures
Xu, Ke-Li - In: Econometric theory 32 (2016) 1, pp. 122-153
Persistent link: https://www.econbiz.de/10011578447
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Econometric theory and practice
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 583-586
Persistent link: https://www.econbiz.de/10003864145
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Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 25 (2009) 3, pp. 669-709
Persistent link: https://www.econbiz.de/10003864159
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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Convergence to stochastic power integrals for dependent heterogeneous processes
Sandberg, Rickard - In: Econometric theory 25 (2009) 3, pp. 739-747
Persistent link: https://www.econbiz.de/10003864168
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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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Opening the black box: structural factor models with large cross sections
Forni, Mario; Giannone, Domenico; Lippi, Marco; … - In: Econometric theory 25 (2009) 5, pp. 1319-1347
Persistent link: https://www.econbiz.de/10003885772