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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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Testing for changing volatility
Wu, Jilin; Xiao, Zhijie - In: The econometrics journal 21 (2018) 2, pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
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Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang; Liu, Zhi - In: The econometrics journal 27 (2024) 2, pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
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Inference in limited dependent variable models robust to weak identification
Magnusson, Leandro M. - In: The econometrics journal 13 (2010) 3, pp. 56-79
Persistent link: https://www.econbiz.de/10009007400
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Double/debiased machine learning for logistic partially linear model
Liu, Molei; Zhang, Yi; Zhou, Doudou - In: The econometrics journal 24 (2021) 3, pp. 559-588
Persistent link: https://www.econbiz.de/10012620738
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Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil; Peters, Jonas - In: The econometrics journal 25 (2022) 2, pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
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Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
Calonico, Sebastian; Cattaneo, Matias D.; Farrell, Max H. - In: The econometrics journal 23 (2020) 2, pp. 192-210
Persistent link: https://www.econbiz.de/10012236234
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Semiparametric estimation of single-index hazard functions without proportional hazards
Gørgens, Tue - In: The econometrics journal 9 (2006) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003320189
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Uniform convergence rate of the semiparametric density estimator and testing for similarity of two unknown densities
Kim, Kyoo Il - In: The econometrics journal 10 (2007) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10003451745
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Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: The econometrics journal 13 (2010) 1, pp. 40-62
Persistent link: https://www.econbiz.de/10003975647