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1
Optimal inference in regression models with nearly integrated regressors
Jansson, Michael
;
Moreira, Marcelo J.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
3
,
pp. 681-714
Persistent link: https://www.econbiz.de/10003329579
Saved in:
2
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
3
Inference in regression models with many regressors
Anatolyev, Stanislav
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003796113
Saved in:
4
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
Saved in:
5
Linear statistical inference for global and local minimum variance portfolios
Frahm, Gabriel
(
contributor
)
-
2007
of the estimated expected portfolio returns. -- Estimation risk ; linear regression
theory
; Markowitz portfolio …
Persistent link: https://www.econbiz.de/10003449380
Saved in:
6
A Bayesian nonparametric approach to inference for quantile regression
Taddy, Matthew A.
;
Kottas, Athanasios
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 357-369
Persistent link: https://www.econbiz.de/10008736209
Saved in:
7
Essays on model selection
Jeljazkov, Ivan G.
-
2003
Persistent link: https://www.econbiz.de/10003385302
Saved in:
8
Statistik für Wirtschaftswissenschaftler : Daten sinnvoll aufbereiten, analysieren und interpretieren
Piazolo, Marc
-
2007
Persistent link: https://www.econbiz.de/10003555372
Saved in:
9
A practitioner's guide to cluster-robust inference
Cameron, Adrian Colin
;
Miller, Douglas Lee
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 317-372
Persistent link: https://www.econbiz.de/10011305701
Saved in:
10
Nonparametric estimation and inference on conditional quantile processes
Qu, Zhongjun
;
Yoon, Jungmo
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011339911
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