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Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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Nonparametric IV estimation of local average treatment effects with covariates
Frölich, Markus - In: Journal of econometrics 139 (2007) 1, pp. 35-75
Persistent link: https://www.econbiz.de/10003516664
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Heiler, Phillip; Kazak, Ekaterina - In: Journal of econometrics 222 (2021) 2, pp. 1083-1108
Persistent link: https://www.econbiz.de/10012619820
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Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of econometrics 225 (2021) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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Partial identification of the treatment effect distribution and its functionals
Firpo, Sérgio Pinheiro; Ridder, Geert - In: Journal of econometrics 213 (2019) 1, pp. 210-234
Persistent link: https://www.econbiz.de/10012304549
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Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan; Imbens, Guido - In: Journal of econometrics 226 (2022) 1, pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
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Identification and nonparametric estimation of a transformed additively separable model
Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver - In: Journal of econometrics 156 (2010) 2, pp. 392-407
Persistent link: https://www.econbiz.de/10008648803
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac; Park, Joon Y. - In: Journal of econometrics 155 (2010) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10003965416