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Robust Estimation with Discret...
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Phillips, Peter C. B.
42
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17
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17
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1
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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2
Semiparametric robust estimation of truncated and censored regression models
Čížek, Pavel
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 347-366
Persistent link: https://www.econbiz.de/10009612721
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3
Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco
;
Li, Degui
;
Tjostheim, Dag
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
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4
Robust uniform inference for quantile treatment effects in regression discontinuity designs
Chiang, Harold D.
;
Hsu, Yu-Chin
;
Sasaki, Yuya
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 589-618
Persistent link: https://www.econbiz.de/10012303853
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5
Robust econometric inference with mixed integrated and mildly explosive regressors
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10011704727
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6
Moment restriction-based econometric methods
Kunitomo, Naoto
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009374508
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7
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
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8
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
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9
Robust firm pricing with panel data
Handel, Benjamin R.
;
Misra, Kanishka
;
Roberts, James W.
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10009751233
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10
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
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