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Exact inference in long-horizon predictive quantile regressions with an application to stock returns

Gungor, Sermin; Luger, Richard - In: Journal of financial econometrics 19 (2021) 4, pp. 746-788

Persistent link: https://www.econbiz.de/10012654991

Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves

Kang, Byunguk; Dufour, Jean-Marie - In: Econometric reviews 40 (2021) 7, pp. 657-687

Persistent link: https://www.econbiz.de/10012624528

Identification-robust nonparametric inference in a linear IV model

Antoine, Bertille; Lavergne, Pascal - 2021

Persistent link: https://www.econbiz.de/10012627835

Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form

Dufour, Jean-Marie; Nguyen, Vinh - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 337-). 2022

Persistent link: https://www.econbiz.de/10013194682

Inference with Difference-in-Differences Revisited

Brewer, Mike - 2014

A growing literature on inference in difference-in-differences (DiD) designs with grouped errors has been pessimistic about obtaining hypothesis tests of the correct size, particularly with few groups. We provide Monte Carlo evidence for three points: (i) it is possible to obtain tests of the...

Persistent link: https://www.econbiz.de/10013061928