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Modellierung
114
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114
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ECONIS (ZBW)
114
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1
Model selection tests for moment inequality models
Shi, Xiaoxia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011498717
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2
Hybrid generalized empirical likelihood estimators : instrument selection with adaptive lasso
Caner, Mehmet
;
Fan, Qingliang
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 256-274
Persistent link: https://www.econbiz.de/10011498940
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3
Jackknife model averaging for quantile regressions
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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4
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
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5
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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6
Robust inference on average treatment effects with possibly more covariates than observations
Farrell, Max H.
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011502356
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7
Identification of mixture models using support variations
D'Haultfœuille, Xavier
;
Février, Philippe
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 70-82
Persistent link: https://www.econbiz.de/10011502492
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8
Asymptotic analysis of the squared estimation error in misspecified factor models
Onatski, Alexei
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 388-406
Persistent link: https://www.econbiz.de/10011349455
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9
Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu
;
Hansen, Bruce E.
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
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10
Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011743481
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