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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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Causality effects in return volatility measures with random times
Renault, Eric; Werker, Bas J. M. - In: Journal of econometrics 160 (2011) 1, pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
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A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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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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An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10003485356