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Empirical likelihood-based inference for nonparametric recurrent diffusions
Xu, Ke-Li - In: Journal of econometrics 153 (2009) 1, pp. 56-82
Persistent link: https://www.econbiz.de/10003892654
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Finite sample inference for quantile regression models
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Journal of econometrics 152 (2009) 2, pp. 93-103
Persistent link: https://www.econbiz.de/10003892693
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A test of non-identifying restrictions and confidence regions for partially identified parameters
Galichon, Alfred; Henry, Marc - In: Journal of econometrics 152 (2009) 2, pp. 186-196
Persistent link: https://www.econbiz.de/10003892741
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Optimal comparison of misspecified moment restriction models
Marmer, Vadim; Otsu, Taisuke - 2009
Persistent link: https://www.econbiz.de/10003870339
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Jackknife empirical likelihood
Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
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Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 25 (2009) 6, pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
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Estimation and inference of the vector autoregressive process under heteroscedasticity
Bodnar, Taras; Zabolotskyy, Taras - 2009
Persistent link: https://www.econbiz.de/10003905996
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T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003480434
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Regression and weighting methods for causal inference using instrumental variables
Tan, Zhiqiang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1607-1618
Persistent link: https://www.econbiz.de/10003406820