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Inference in non-linear panels...
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Estimation theory
268
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268
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79
Panel study
79
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67
Theory
67
Nichtparametrisches Verfahren
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Phillips, Peter C. B.
6
Hadri, Kaddour
5
Lee, Lung-fei
5
Abrevaya, Jason
4
Baltagi, Badi H.
4
Perron, Pierre
4
Preminger, Arie
4
Sarafidis, Vasilis
4
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4
Westerlund, Joakim
4
Yamagata, Takashi
4
Bai, Jushan
3
Bravo, Francesco
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Davidson, Russell
3
Gørgens, Tue
3
Honoré, Bo E.
3
Hsu, Yu-Chin
3
Jochmans, Koen
3
Larsson, Rolf
3
MacKinnon, James G.
3
Mammen, Enno
3
Moon, Hyungsik Roger
3
Otsu, Taisuke
3
Windmeijer, Frank
3
Wu, Ximing
3
Xiao, Zhijie
3
Zhang, Zhengyu
3
Čížek, Pavel
3
Ai, Chunrong
2
Blevins, Jason R.
2
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2
Camponovo, Lorenzo
2
Canay, Ivan A.
2
Carrion i Silvestre, Josep Lluís
2
Chen, Le-Yu
2
Corradi, Valentina
2
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2
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2
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The econometrics journal
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1,221
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777
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
663
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591
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223
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219
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207
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198
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194
International economic review
184
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180
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ECONIS (ZBW)
320
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1
The asymptotic distribution of the F-test statistics fro individual effects
Orme, Chris D.
;
Yamagata, Takashi
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 404-422
Persistent link: https://www.econbiz.de/10003390160
Saved in:
2
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Bravo, Francesco
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 208-231
Persistent link: https://www.econbiz.de/10003875624
Saved in:
3
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
Andrews, Donald W. K.
;
Han, Sukjin
- In:
The econometrics journal
12
(
2009
),
pp. 172-199
Persistent link: https://www.econbiz.de/10003876455
Saved in:
4
Weak instrument inference in the presence of parameter instability
Li, Hong
;
Xiao, Zhijie
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 395-419
Persistent link: https://www.econbiz.de/10009710136
Saved in:
5
Set inference in latent variables models
Henry, Marc
;
Mourifié, Ismael
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 93-105
Persistent link: https://www.econbiz.de/10009722527
Saved in:
6
New inference methods for quantile regression based on resampling
Aguirre, Víctor M.
;
Domínguez, Manuel A.
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 278-283
Persistent link: https://www.econbiz.de/10009783330
Saved in:
7
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
8
Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 165-187
Persistent link: https://www.econbiz.de/10010498748
Saved in:
9
Statistical inference in the presence of heavy tails
Davidson, Russell
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10009520552
Saved in:
10
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
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