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Specification test for spatial autoregressive models

Su, Liangjun; Qu, Xi - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 572-584

Persistent link: https://www.econbiz.de/10011893804

Inferences for partially conditional quantile treatment effect model

Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020

Persistent link: https://www.econbiz.de/10012203152

Common threshold in quantile regressions with an application to pricing for reputation

Su, Liangjun; Pai Xu - In: Econometric reviews 38 (2019) 4, pp. 417-450

Persistent link: https://www.econbiz.de/10012181309

A nonparametric specification test for the volatility functions of diffusion processes

Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576

Persistent link: https://www.econbiz.de/10012181335

A joint test for parametric specification and independence in nonlinear regression models

Li, Shuo; Tu, Yundong - In: Econometric reviews 38 (2019) 10, pp. 1202-1215

Persistent link: https://www.econbiz.de/10012181402

A note on intraday event studies

Marshall, Ben R.; Nguyen, Nick; Visaltanachoti, Nuttawat - In: The European accounting review 28 (2019) 3, pp. 605-619

Persistent link: https://www.econbiz.de/10012195354

Uniform nonparametric series inference for dependent data with an application to the search and matching model

Li, Jia; Liao, Zhipeng - 2018

This paper concerns the uniform inference for nonparametric series estimators in time-series applications. We develop a strong approximation theory of sample averages of serially dependent random vectors with dimensions growing with the sample size. The strong approximation is first proved for...

Persistent link: https://www.econbiz.de/10012117544

Jump regressions

Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 173-195

Persistent link: https://www.econbiz.de/10011738476

A specification test for nonparametric instrumental variable regression

Gagliardini, Patrick; Scaillet, Olivier - In: Annals of economics and statistics 128 (2017), pp. 151-202

Persistent link: https://www.econbiz.de/10011776891

Inference theory for volatility functional dependencies

Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Journal of econometrics 193 (2016) 1, pp. 17-34

Persistent link: https://www.econbiz.de/10011704756