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Linear censored quantile regression : a novel minimum-distance approach
De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid - 2018
Persistent link: https://www.econbiz.de/10012050854
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Goodness-of-fit test for a parametric survival function with cure fraction
Geerdens, Candida; Janssen, Paul; Van Keilegom, Ingrid - 2018
Persistent link: https://www.econbiz.de/10012050828
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A general approach for cure models in survival analysis
Patilea, Valentin; Van Keilegom, Ingrid - 2019
Persistent link: https://www.econbiz.de/10012050908
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi; Kilian, Lutz - 2019
Persistent link: https://www.econbiz.de/10012033739
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi; Kilian, Lutz - 2019 - This version: August 11, 2019
bootstrap inference about individual impulse responses and vectors of impulse responses when the horizon is fixed with respect … (1999). The conventional bootstrap percentile interval for impulse responses based on this approach remains accurate even at …
Persistent link: https://www.econbiz.de/10012227499
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Monotonicity-constrained nonparametric estimation and inference for first-price auctions
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom; Pai Xu - In: Econometric reviews 40 (2021) 10, pp. 944-982
Persistent link: https://www.econbiz.de/10012624567
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Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 211 (2019) 2, pp. 507-538
Persistent link: https://www.econbiz.de/10012303834
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 215 (2020) 2, pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
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Confidence intervals of the premiums of optimal bonus malus systems
Karlis, Dimitris; Tzougas, George; Frangos, Nicholas - In: Scandinavian actuarial journal (2018) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10011880840
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Regularization based Anderson Rubin tests for many instruments
Carrasco, Marine; Tchuente, Guy - 2016
distribution depend on unknown nuisance parameters. A bootstrap method is used to obtain more reliable inference. The regularized …
Persistent link: https://www.econbiz.de/10011547613