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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - In: Journal of econometrics 222 (2021) 1,2, pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
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Bidding frictions in ascending auctions
Barkley, Aaron; Groeger, Joachim R.; Miller, Robert Allen - In: Journal of econometrics 223 (2021) 2, pp. 376-400
Persistent link: https://www.econbiz.de/10012619976
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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Journal of econometrics 212 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - In: Journal of econometrics 212 (2019) 2, pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
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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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Regression discontinuity inference with specification error
Lee, David S.; Card, David E. - In: Journal of econometrics 142 (2008) 2, pp. 655-674
Persistent link: https://www.econbiz.de/10003645622
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Specification testing in discretized diffusion models : theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003783793