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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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Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 202 (2018) 1, pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
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A time-varying parameter model for local explosions
Blasques, Francisco; Koopman, Siem Jan; Nientker, Marc - In: Journal of econometrics 227 (2022) 1, pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
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Maximum likelihood estimation for score-driven models
Blasques, Francisco; Brummelen, Janneke van; Koopman, … - In: Journal of econometrics 227 (2022) 2, pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
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Sample quantile analysis for long-memory stochastic volatility models
Ho, Hwai-chung - In: Journal of econometrics 189 (2015) 2, pp. 360-370
Persistent link: https://www.econbiz.de/10011504558
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 215 (2020) 2, pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
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Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 211 (2019) 2, pp. 507-538
Persistent link: https://www.econbiz.de/10012303834
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Subvector inference when the true parameter vector may be near or at the boundary
Ketz, Philipp - In: Journal of econometrics 207 (2018) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10012116352
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The large-sample distribution of the maximum Sharpe ratio with and without short sales
Maller, Ross A.; Roberts, Steven; Tourky, Rabee - In: Journal of econometrics 194 (2016) 1, pp. 138-152
Persistent link: https://www.econbiz.de/10011705073
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Nonparametric estimation in case of endogenous selection
Breunig, Christoph; Mammen, Enno; Simoni, Anna - In: Journal of econometrics 202 (2018) 2, pp. 268-285
Persistent link: https://www.econbiz.de/10011974570