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subject:"Panel"
~isPartOf:"Econometric theory"
~subject:"Statistical inference"
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1
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
4
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
Saved in:
5
Two-step estimation of quantile panel data models with interactive fixed effects
Chen, Liang
- In:
Econometric theory
40
(
2024
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10014485255
Saved in:
6
Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya
;
Ura, Takuya
- In:
Econometric theory
38
(
2022
)
1
,
pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
Saved in:
7
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
8
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
9
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
10
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
11
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
12
Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi
;
Lee, Lung-fei
;
Xu, Xingbai
- In:
Econometric theory
37
(
2021
)
4
,
pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
Saved in:
13
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
14
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
15
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
16
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl
;
Tang, Haihan
- In:
Econometric theory
35
(
2019
)
2
,
pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
Saved in:
17
Statistical inference for measurement equation selection in the log-RealGARCH model
Li, Yu-Ning
;
Zhang, Yi
;
Zhang, Caiya
- In:
Econometric theory
35
(
2019
)
5
,
pp. 943-977
Persistent link: https://www.econbiz.de/10012146188
Saved in:
18
Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
(
2019
)
4
,
pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
Saved in:
19
Nonparametric two-step sieve m estimation and inference
Hahn, Jinyong
;
Liao, Zhipeng
;
Ridder, Geert
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1281-1324
Persistent link: https://www.econbiz.de/10012038065
Saved in:
20
Identification and inference on regressions with missing covariate data
Aucejo, Esteban
;
Bugni, Federico A.
;
Hotz, Vincent Joseph
- In:
Econometric theory
33
(
2017
)
1
,
pp. 196-241
Persistent link: https://www.econbiz.de/10011665286
Saved in:
21
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
22
Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Horváth, Lajos
;
Hušková, Marie
;
Rice, Gregory
;
Wang, Jia
- In:
Econometric theory
33
(
2017
)
2
,
pp. 366-412
Persistent link: https://www.econbiz.de/10011665387
Saved in:
23
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
24
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
25
Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong
;
Sun, Yixiao
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994
Saved in:
26
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
27
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
28
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
Saved in:
29
Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao
;
Ling, Shiqing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
Saved in:
30
Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang
- In:
Econometric theory
31
(
2015
)
4
,
pp. 778-810
Persistent link: https://www.econbiz.de/10011341927
Saved in:
31
Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
Chen, Haiqiang
;
Fang, Ying
;
Li, Yingxing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 753-777
Persistent link: https://www.econbiz.de/10011341928
Saved in:
32
The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko
- In:
Econometric theory
31
(
2015
)
3
,
pp. 647-667
Persistent link: https://www.econbiz.de/10011290881
Saved in:
33
Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu
;
Ren, Yu
;
Sun, Linman
- In:
Econometric theory
31
(
2015
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
Saved in:
34
On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
Saved in:
35
Panel structural modeling with weak instrumentation and covariance restrictions
Chao, John C.
- In:
Econometric theory
30
(
2014
)
4
,
pp. 839-881
Persistent link: https://www.econbiz.de/10010502140
Saved in:
36
Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models
You, Jinhong
;
Zhou, Xian
- In:
Econometric theory
30
(
2014
)
2
,
pp. 407-435
Persistent link: https://www.econbiz.de/10010399756
Saved in:
37
Testing homogeneity in panel data models with interactive fixed effects
Su, Liangjun
;
Chen, Qihui
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1079-1135
Persistent link: https://www.econbiz.de/10010343735
Saved in:
38
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
39
Efficient estimation of factor models
Choi, In
- In:
Econometric theory
28
(
2012
)
2
,
pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
Saved in:
40
Locally stationary factor models : identification and nonparametric estimation
Motta, Giovanni
;
Hafner, Christian M.
;
Sachs, Rainer von
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1279-1319
Persistent link: https://www.econbiz.de/10009489713
Saved in:
41
The moving blocks bootstrap for panel linear regression models with individual fixed effects
Gonçalves, Sílvia
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1048-1082
Persistent link: https://www.econbiz.de/10009379757
Saved in:
42
Smooth varying-coefficient estimation and inference for qualitative and quantitative data
Li, Qi
;
Racine, Jeffrey
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1607-1637
Persistent link: https://www.econbiz.de/10008738352
Saved in:
43
Mixed normal inference on multicointegration
Boswijk, Herman Peter
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656
Saved in:
44
Estimation of unit root spatial dynamic panel data models
Yu, Jihai
;
Lee, Lung-fei
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
Saved in:
45
Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
Saved in:
46
Panel data models with finite number of multiple equilibria
Hahn, Jinyong
;
Moon, Hyungsik Roger
- In:
Econometric theory
26
(
2010
)
3
,
pp. 863-881
Persistent link: https://www.econbiz.de/10003992439
Saved in:
47
Testing for exogeneity in threshold models
Kapetanios, George
- In:
Econometric theory
26
(
2010
)
1
,
pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
Saved in:
48
Specification of variance matrices for panel data models
Magnus, Jan R.
;
Muris, Chris
- In:
Econometric theory
26
(
2010
)
1
,
pp. 301-310
Persistent link: https://www.econbiz.de/10003968583
Saved in:
49
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Saved in:
50
Nonstandard quantile-regression inference
Goh, S. C.
;
Knight, Keith
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1415-1432
Persistent link: https://www.econbiz.de/10003885783
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