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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Improved inferences for spatial regression models
Liu, Shew Fan
;
Yang, Zhenlin
- In:
Regional science & urban economics
55
(
2015
),
pp. 55-67
Persistent link: https://www.econbiz.de/10011479842
Saved in:
6
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
Saved in:
7
Nonparametric
bootstrap
tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
Saved in:
8
Bootstrap
inference for linear dynamic panel data models with individual fixed effects
Gonçalves, Sílvia
;
Melou, Maximilien Kaffo
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 407-426
Persistent link: https://www.econbiz.de/10011349453
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9
A general method for third-order bias and variance corrections on a nonlinear estimator
Yang, Zhenlin
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 178-200
Persistent link: https://www.econbiz.de/10011349513
Saved in:
10
Bootstrap
testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
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