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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Kock, Anders Bredahl - In: Journal of econometrics 195 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011705233
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Regression with imputed covariates : a generalized missing-indicator approach
Dardanoni, Valentino; Modica, Salvatore; Peracchi, Franco - In: Journal of econometrics 162 (2011) 2, pp. 362-368
Persistent link: https://www.econbiz.de/10009270623
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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert P. - In: Journal of econometrics 188 (2015) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10011500272
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Optimal weighted average power similar tests for the covariance structure in the linear regression model
Forchini, Giovanni - In: Journal of econometrics 124 (2005) 2, pp. 253-267
Persistent link: https://www.econbiz.de/10002515539
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On the robustness of the pooled CCE estimator
Juodis, Artūras; Karabiyik, Hande; Westerlund, Joakim - In: Journal of econometrics 220 (2021) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
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Examples of L2-complete and boundedly-complete distributions
Andrews, Donald W. K. - In: Journal of econometrics 199 (2017) 2, pp. 213-220
Persistent link: https://www.econbiz.de/10011897680
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No star is good news : a unified look at rerandomization based on p-values from covariate balance tests
Zhao, Anqi; Ding, Peng - In: Journal of econometrics 241 (2024) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10015075139
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Cross-section bootstrap for CCE regressions
Vos, Ignace de; Stauskas, Ovidijus - In: Journal of econometrics 240 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10015074614
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Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 239 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10003783788