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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - In: Journal of econometrics 222 (2021) 1,2, pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
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Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
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Intraday cross-sectional distributions of systematic risk
Andersen, Torben; Riva, Raul; Thyrsgaard, Martin; … - In: Journal of econometrics 235 (2023) 2, pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack - In: Economics letters 157 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
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Estimation and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu - In: Journal of econometrics 202 (2018) 2, pp. 125-147
Persistent link: https://www.econbiz.de/10011974557
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Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
Wang, Fa - In: Journal of econometrics 229 (2022) 1, pp. 180-200
Persistent link: https://www.econbiz.de/10013441851
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Inference in sparsity-induced weak factor models
Uematsu, Yoshimasa; Yamagata, Takashi - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 126-139
Persistent link: https://www.econbiz.de/10013540652
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Statistical inference for the factor model approach to estimate causal effects in quasi-experimental settings
Li, Kathleen T.; Sonnier, Garrett P. - In: Journal of marketing research 60 (2023) 3, pp. 449-472
Persistent link: https://www.econbiz.de/10014294942
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Inference in semiparametric binary response models with interval data
Wan, Yuanyuan; Haiqing Xu - In: Journal of econometrics 184 (2015) 2, pp. 347-360
Persistent link: https://www.econbiz.de/10011339318
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Nonparametric estimation of causal effects in observational studies
Barros, Ricardo Paes de - In: Brazilian review of econometrics : BRE ; the review of … 30 (2010) 2, pp. 229-260
Persistent link: https://www.econbiz.de/10009705485