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A robust test for weak instruments
Olea, José Luis Montiel; Pflueger, Carolin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
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Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya; Zhu, Fukang; Zhu, Ke - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
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Wild bootstrap tests for IV regression
Davidson, Russell; MacKinnon, James G. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 128-144
Persistent link: https://www.econbiz.de/10003992817
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A corrected plug-in method for quantile interval construction through a transformed regression
Yang, Z. L.; Tse, Yiu Kuen - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 3, pp. 356-376
Persistent link: https://www.econbiz.de/10003497043
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Using heteroscedasticity to identify and estimate mismeasured and endogenous regressor models
Lewbel, Arthur - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 67-80
Persistent link: https://www.econbiz.de/10009558965
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Testing instantaneous causality in presence of nonconstant unconditional covariance
Gianetto, Quentin Giai; Rai͏̈ssi, Hamdi - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10011389673
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Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
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Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
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Unit root testing in heteroscedastic panels using the Cauchy estimator
Demetrescu, Matei; Hanck, Christoph - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 256-264
Persistent link: https://www.econbiz.de/10009657345
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HAR inference : recommendations for practice
Lazarus, Eben; Lewis, Daniel J.; Stock, James H.; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 541-559
Persistent link: https://www.econbiz.de/10012249208