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Global identification in nonlinear models with moment restrictions
Komunjer, Ivana - In: Econometric theory 28 (2012) 4, pp. 719-729
Persistent link: https://www.econbiz.de/10009669750
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Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana; Vuong, Quang H. - In: Econometric theory 26 (2010) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10003968595
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Measurement errors in dynamic models
Komunjer, Ivana; Ng, Serena - In: Econometric theory 30 (2014) 1, pp. 150-175
Persistent link: https://www.econbiz.de/10010399783
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Existence and characterization of conditional density projections
Komunjer, Ivana; Ragusa, Giuseppe - In: Econometric theory 32 (2016) 4, pp. 947-987
Persistent link: https://www.econbiz.de/10011644223
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THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
Komunjer, Ivana; Vuong, Quang - In: Econometric theory 26 (2010) 2, pp. 369-383
Persistent link: https://www.econbiz.de/10008388026
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GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS
Komunjer, Ivana - In: Econometric theory 28 (2012) 4, pp. 719-730
Persistent link: https://www.econbiz.de/10009996865
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10009778510
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A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10010120926