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Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo - In: Econometric theory 31 (2015) 6, pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
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Nonparametric two-step sieve m estimation and inference
Hahn, Jinyong; Liao, Zhipeng; Ridder, Geert - In: Econometric theory 34 (2018) 6, pp. 1281-1324
Persistent link: https://www.econbiz.de/10012038065
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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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Likelihood inference in an autoregression with fixed effects
Dhaene, Geert; Jochmans, Koen - In: Econometric theory 32 (2016) 5, pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738
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Identification and inference on regressions with missing covariate data
Aucejo, Esteban; Bugni, Federico A.; Hotz, Vincent Joseph - In: Econometric theory 33 (2017) 1, pp. 196-241
Persistent link: https://www.econbiz.de/10011665286
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On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel - In: Econometric theory 30 (2014) 6, pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
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Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia; Shum, Matthew - In: Econometric theory 31 (2015) 3, pp. 493-520
Persistent link: https://www.econbiz.de/10011341915
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Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao; Ling, Shiqing - In: Econometric theory 31 (2015) 4, pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
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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
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Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
Chen, Haiqiang; Fang, Ying; Li, Yingxing - In: Econometric theory 31 (2015) 4, pp. 753-777
Persistent link: https://www.econbiz.de/10011341928