estimators proposed are consistent and asymptotically normal. In a simulation study, we compare the finite sample performance of … a better finite sample performance both in terms of bias and mean square error. An application to general insurance data …

parameters. Our theory provides finite-sample lower bounds on the coverage probabilities of the confidence intervals under three …

In this paper, we provide an exact finite sample analysis of predictive regressions with overlapping long … finite samples. In addition, our finite sample analysis sheds lights on the long outstanding question of whether a predictive …

parameters. Our theory provides finite-sample lower bounds on the coverage probabilities of the confidence intervals under three …

We provide a finite sample inference method for the structural parameters of a semiparametric binary response model …

confidence intervals for the structural parameters. Our theory provides a finite-sample bound on the difference between the true …

We provide a finite sample inference method for the structural parameters of a semiparametric binary response model …