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Inference under covariate-adaptive randomization with imperfect compliance
Bugni, Federico A.; Gao, Mengsi - In: Journal of econometrics 237 (2023) 1, pp. 1-51
Persistent link: https://www.econbiz.de/10014471468
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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152
Persistent link: https://www.econbiz.de/10003892732
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A simple test for regression specification with non-nested alternatives
Hagemann, Andreas - In: Journal of econometrics 166 (2012) 2, pp. 247-254
Persistent link: https://www.econbiz.de/10009509206
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Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
Breunig, Christoph - In: Journal of econometrics 184 (2015) 2, pp. 328-346
Persistent link: https://www.econbiz.de/10011339323
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 178 (2014) 2, pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
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Testing predictive regression models with nonstationary regressors
Cai, Zongwu; Wang, Yunfei - In: Journal of econometrics 178 (2014) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
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Model specification test with correlated but not cointegrated variables
Gan, Li; Hsiao, Cheng; Shu Xu - In: Journal of econometrics 178 (2014) 1, pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
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Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
Escanciano, Juan Carlos; Jacho-Chávez, David T.; … - In: Journal of econometrics 178 (2014) 1, pp. 426-443
Persistent link: https://www.econbiz.de/10010256201
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Tests based on t-statistics for IV regression with weak instruments
Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas P. - In: Journal of econometrics 182 (2014) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10010497752
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Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg; Demetrescu, Matei - In: Journal of econometrics 187 (2015) 1, pp. 358-375
Persistent link: https://www.econbiz.de/10011499478