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Estimation with weak instruments : accuracy of higher-order bias and MSE approximations
Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - In: The econometrics journal 7 (2004) 1, pp. 272-306
Persistent link: https://www.econbiz.de/10002122089
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Estimating option implied risk-neutral densities using spline and hypergeometric functions
Bu, Ruijun; Hadri, Kaddour - In: The econometrics journal 10 (2007) 2, pp. 216-244
Persistent link: https://www.econbiz.de/10003559945
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Bubble testing under polynomial trends
Wang, Xiaohu; Yu, Jun - In: The econometrics journal 26 (2023) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
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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
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Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng; Li, Pengfei; Wu, Changbao - In: The econometrics journal 26 (2023) 2, pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
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Bootstrap inference in a linear equation estimated by instrumental variables
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 11 (2008) 3, pp. 443-477
Persistent link: https://www.econbiz.de/10003802333
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Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
Kawakatsu, Hiroyuki - In: The econometrics journal 10 (2007) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10003560004
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An overview of the estimation of large covariance and precision matrices
Fan, Jianqing; Liao, Yuan; Liu, Han - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
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Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich; Veliyev, Bezirgen - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo - In: The econometrics journal 19 (2016) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10011487564