Search Results - subject:"Uniform inference" - EconBiz

On local projection based inference

Xu, Ke-Li - 2022

Persistent link: https://www.econbiz.de/10012887606

Uniform and distribution-free inference with general autoregressive processes

Magdalinos, Tassos; Petrova, Katerina - 2022

Persistent link: https://www.econbiz.de/10013365457

Uniform and distribution-free inference with general autoregressive processes

Magdalinos, Tassos; Petrova, Katerina - 2022

Persistent link: https://www.econbiz.de/10013366052

Dynamic heterogeneous distribution regression panel models, with an application to labor income processes

Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022

We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of interest are functionals of these coefficients including linear projections on unit level covariates. We also consider predicted actual and stationary...

Persistent link: https://www.econbiz.de/10013187158

Dynamic heterogeneous distribution regression panel models, with an application to labor income processes

Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022

We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of interest are functionals of these coefficients including linear projections on unit level covariates. We also consider predicted actual and stationary...

Persistent link: https://www.econbiz.de/10013173197

Uniform inference for value functions

Firpo, Sergio; Galvao, Antonio Fialho <Jr.>; Parker, Thomas - 2022

Persistent link: https://www.econbiz.de/10013499397

Partial identification and inference for conditional distributions of treatment effects

Lee, Sungwon - In: Journal of applied econometrics 39 (2024) 1, pp. 107-127

Persistent link: https://www.econbiz.de/10014474442

Detecting identification failure in moment condition models

Forneron, Jean-Jacques - In: Journal of econometrics 238 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015073829

On uniform inference in nonlinear models with endogeneity

Khan, Shakeeb; Nekipelov, Denis N. - In: Journal of econometrics 240 (2024) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10015075090

Predictive ability tests with possibly overlapping models

Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 241 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015075140

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