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Inference in regression models with many regressors
Anatolyev, Stanislav (contributor) - 2008
Persistent link: https://www.econbiz.de/10003796113
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Testing conditional uncorrelatedness
Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10003805419
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806845
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Vergleich alternativer Informationskriterien zur Auswahl eines parametrischen Hazard-Regressionsmodells
Iraki, Hanie - 2009
Persistent link: https://www.econbiz.de/10003808209
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Inferential methods for elasticity estimates
Hirschberg, Joseph G.; Lye, Jenny N.; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 299-315
Persistent link: https://www.econbiz.de/10003809353
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L1-penalized quantile regression in high dimensional sparse models
Chernozhukov, Victor; Belloni, Alexandre - 2009
Persistent link: https://www.econbiz.de/10003861820
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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Unconditional quantile regressions
Firpo, Sérgio Pinheiro; Fortin, Nicole Marie; Lemieux, … - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 953-973
Persistent link: https://www.econbiz.de/10003867003
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Confidence intervals for long-horizon predictive regressions via reverse regressions
Wei, Min; Wright, Jonathan H. - 2009
Persistent link: https://www.econbiz.de/10003867244
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Panel regression with random noise
Ronning, Gerd; Schneeweiß, Hans - 2009
The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we...
Persistent link: https://www.econbiz.de/10003824983