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Inference on trending panel data
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
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A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 197 (2017) 2, pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
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Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 200 (2017) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T. K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
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Bayesian regression with heteroscedastic error density and parametric mean function
Pelenis, Justinas - In: Journal of econometrics 178 (2014) 1, pp. 624-638
Persistent link: https://www.econbiz.de/10010257372
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Quantiles via moments
Machado, José A. F.; Silva, João Santos - In: Journal of econometrics 213 (2019) 1, pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
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Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui; Lee, Ji Hyung - In: Journal of econometrics 213 (2019) 1, pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - In: Journal of econometrics 213 (2019) 2, pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
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Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
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Extensions to IVX methods of inference for return predictability
Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. - In: Journal of econometrics 237 (2023) 2,3, pp. 1-30
Persistent link: https://www.econbiz.de/10014471800