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Bootstrap approach
Estimation theory
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MacKinnon, James G.
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Econometric reviews
23
Economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working paper series
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Working papers / Rutgers University, Department of Economics
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Working papers / TSE : WP
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Applied economics letters
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Birkbeck working papers in economics and finance : BWPEF
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1
EL inference for partially identified models : large deviations optimality and bootstrap validity
Canay, Ivan A.
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10008648802
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2
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet
;
Kock, Anders Bredahl
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
Saved in:
3
Local linearization based subvector inference in moment inequality models
Bei, Xinyue
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10015073793
Saved in:
4
Bayesian moment-based inference in a regression model with misclassification error
Bollinger, Christopher R.
;
Hasselt, Martijn van
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10011917254
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5
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
6
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
7
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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8
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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9
Inference in semiparametric conditional moment models with partial identification
Hong, Shengjie
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 156-179
Persistent link: https://www.econbiz.de/10011743790
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10
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
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