Narrow search
Showing 1 - 10 of 840
Cover Image
General trimmed estimation : robust approach to nonlinear and limited dependent variable models
Čížek, Pavel - In: Econometric theory 24 (2008) 6, pp. 1500-1529
Persistent link: https://www.econbiz.de/10003771780
Cover Image
Subset hypotheses testing and instrument exclusion in the linear IV regression
Doko Tchatoka, Firmin - In: Econometric theory 31 (2015) 6, pp. 1192-1228
Persistent link: https://www.econbiz.de/10011545535
Cover Image
Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang - In: Econometric theory 31 (2015) 4, pp. 778-810
Persistent link: https://www.econbiz.de/10011341927
Cover Image
Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - In: Econometric theory 31 (2015) 5, pp. 1054-1077
Persistent link: https://www.econbiz.de/10011545519
Cover Image
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
Cover Image
A general double robustness result for estimating average treatment effects
Słoczyński, Tymon; Wooldridge, Jeffrey M. - In: Econometric theory 34 (2018) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10011950928
Cover Image
Fixed-b asymptotics for spatially dependent robust nonparametric coveriance matrix estimators
Bester, C. Alan; Conley, Timothy G.; Hansen, Christian … - In: Econometric theory 32 (2016) 1, pp. 154-186
Persistent link: https://www.econbiz.de/10011578451
Cover Image
Tail and nontail memory with applications to extreme value and robust statistics
Hill, Jonathan B. - In: Econometric theory 27 (2011) 4, pp. 844-884
Persistent link: https://www.econbiz.de/10009311730
Cover Image
Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
Rothe, Christoph; Firpo, Sergio - In: Econometric theory 35 (2019) 5, pp. 1048-1087
Persistent link: https://www.econbiz.de/10012146223
Cover Image
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.; Kleibergen, Frank - In: Econometric theory 38 (2022) 4, pp. 689-751
Persistent link: https://www.econbiz.de/10013366924