Similar Search Results

A nonparametric test for testing heterogeneity in conditional quantile treatment effects

Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2021

Persistent link: https://www.econbiz.de/10012663945

Chapter 6. Statistical Methods for Distributional Analysis

Cowell, Frank A.; Flachaire, Emmanuel - In: Handbook of income distribution : volume 2, (pp. 359-465). 2015

This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...

Persistent link: https://www.econbiz.de/10014025345

Testing the eigenvalue structure of spot and integrated covariance

Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395

Persistent link: https://www.econbiz.de/10013441888

A two-step method for testing many moment inequalities

Bai, Yuehao; Santos, Andres; Shaikh, Azeem M. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1070-1080

Persistent link: https://www.econbiz.de/10013539439

Minimax risk in estimating kink threshold and testing continuity

Hidalgo, Javier; Lee, Heejun; Lee, Jungyoon; Seo, Myung Hwan - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 233-259). 2023

Persistent link: https://www.econbiz.de/10014313688

A consistent nonparametric test for the structure change in quantile regression

Liu, Weiqiang - In: Economics letters 228 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014451308

Bootstrapping out-of-sample predictability tests with real-time data

Gonçalves, Sílvia; McCracken, Michael W.; Yao, Yongxu - 2023

Persistent link: https://www.econbiz.de/10014456879

Identification-robust inference with simulation-based pseudo-matching

Antoine, Bertille; Khalaf, Lynda; Kichian, Maral; Lin, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 321-338

Persistent link: https://www.econbiz.de/10014448156

Robust inference under time-varying volatility : a real-time evaluation of professional forecasters

Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030

Persistent link: https://www.econbiz.de/10013464645

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622

Persistent link: https://www.econbiz.de/10014288029

First
Prev
2
3
4
5
6
7
8
9
10
11