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Second order expansion of t-statistic in autoregressive models

Mikusheva, Anna (contributor) - 2007

Persistent link: https://www.econbiz.de/10003605137

Inference with weak instruments

Andrews, Donald W. K.; Stock, James H. - 2007

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Empirical likelihood inference in nonlinear errors-in-covariables models with validation data

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Estimation and inference by the method of projection minimum distance

Jordà, Òscar (contributor); Kozicki, Sharon (contributor) - 2007

A covariance-stationary vector of variables has a Wold representation whose coefficients can be semi-parametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of...

Persistent link: https://www.econbiz.de/10003596975