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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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Robustness checks and robustness tests in applied economics
Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10010255444
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On the robustness of location estimators in models of firm growth under heavy-tailedness
Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33
Persistent link: https://www.econbiz.de/10010473439
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 222 (2021) 1,2, pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
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Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
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Dynamic conditional angular correlation
Jarjour, Riad; Chan, Kung-sik - In: Journal of econometrics 216 (2020) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
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Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter; Szőke, Bálint; Han, Lloyd S.; … - In: Journal of econometrics 216 (2020) 1, pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
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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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A robust test for network generated dependence
Liu, Xiaodong; Prucha, Ingmar R. - In: Journal of econometrics 207 (2018) 1, pp. 92-113
Persistent link: https://www.econbiz.de/10012116126
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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