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Estimation theory
272
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Baltagi, Badi H.
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ECONIS (ZBW)
272
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1
Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke
;
Pesendorfer, Martin
- In:
The econometrics journal
26
(
2023
)
1
,
pp. C26-C42
Persistent link: https://www.econbiz.de/10013543266
Saved in:
2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
3
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
4
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
5
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
6
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
7
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel
;
Sadıkoğlu, S.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
Saved in:
8
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
9
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong
;
Yu, Jisang
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10012878909
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10
Augmented two-step estimating equations with nuisance functionals and complex survey data
Zhao, Puying
;
Wu, Changbao
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10014528089
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11
Identifying the elasticity of substitution with biased technical change : a structural panel GMM estimator
Brasch, Thomas von
;
Raknerud, Arvid
;
Vigtel, Trond C.
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 84-106
Persistent link: https://www.econbiz.de/10014528094
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12
Estimation of large covariance matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
;
Matsuda, Yasumasa
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 62-83
Persistent link: https://www.econbiz.de/10014528099
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13
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
14
A new method for generating random correlation matrices
Archakov, Ilya
;
Hansen, Peter Reinhard
;
Luo, Yiyao
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 188-212
Persistent link: https://www.econbiz.de/10015046370
Saved in:
15
Weak identification with many instruments
Mikusheva, Anna
;
Sun, Liyang
- In:
The econometrics journal
27
(
2024
)
2
,
pp. C1-C28
Persistent link: https://www.econbiz.de/10015046374
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16
A new test for unit roots with a partial quadratic trend
Li, Yanglin
;
Wang, Shaoping
;
Jin, Sainan
;
Xiao, Zhijie
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 258-277
Persistent link: https://www.econbiz.de/10015046376
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17
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
18
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
19
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun
;
Liu, Yan
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
Saved in:
20
Testing for quantile sample selection
Corradi, Valentina
;
Gutknecht, Daniel
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10014319284
Saved in:
21
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
22
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects : a survey
Chaisemartin, Clément de
;
D'Haultfœuille, Xavier
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C1-C30
Persistent link: https://www.econbiz.de/10014391670
Saved in:
23
Simple approaches to nonlinear difference-in-differences with panel data
Wooldridge, Jeffrey M.
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C31-C66
Persistent link: https://www.econbiz.de/10014391676
Saved in:
24
Model selection for varying coefficient nonparametric transformation model
Zhang, Xiao
;
Liu, Xu
;
Shi, Xingjie
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 492-512
Persistent link: https://www.econbiz.de/10014391717
Saved in:
25
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
26
Optimal minimax rates against nonsmooth alternatives
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 322-339
Persistent link: https://www.econbiz.de/10013253837
Saved in:
27
Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei
;
Norkutė, Milda
;
Sarafidis, Vasilis
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10013253838
Saved in:
28
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
29
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
30
Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra
;
Rodríguez Poo, Juan Manuel
; …
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
Saved in:
31
Factor-augmented forecasting regressions with threshold effects
Yan, Yayi
;
Cheng, Tingting
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
Saved in:
32
Estimation of nonstationary nonparametric regression model with multiplicative structure
Chen, Likai
;
Smetanina, Ekaterina
;
Wu, Wei Biao
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 176-214
Persistent link: https://www.econbiz.de/10012878905
Saved in:
33
Regularised orthogonal machine learning for nonlinear semiparametric models
Nekipelov, Denis N.
;
Semenova, Vira
;
Syrgkanis, Vasilis
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 233-255
Persistent link: https://www.econbiz.de/10012878911
Saved in:
34
Partially linear models with endogeneity : a conditional moment-based approach
Antoine, Bertille
;
Sun, Xiaolin
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 256-275
Persistent link: https://www.econbiz.de/10012878912
Saved in:
35
Estimation and inference on treatment effects under treatment-based sampling designs
Song, Kyungchul
;
Yu, Zhengfei
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 554-575
Persistent link: https://www.econbiz.de/10013399762
Saved in:
36
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
37
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
Saved in:
38
On reduced form estimation of the effect of policy interventions on the COVID-19 pandemic
Korolev, Ivan
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 762-780
Persistent link: https://www.econbiz.de/10013399867
Saved in:
39
Instrument-based estimation with binarised treatments : issues and tests for the exclusion restriction
Andresen, Martin Eckhoff
;
Huber, Martin
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012620733
Saved in:
40
Double/debiased machine learning for logistic partially linear model
Liu, Molei
;
Zhang, Yi
;
Zhou, Doudou
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 559-588
Persistent link: https://www.econbiz.de/10012620738
Saved in:
41
Exact computation of maximum rank correlation estimator
Shin, Youngki
;
Todorov, Zvezdomir
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 589-607
Persistent link: https://www.econbiz.de/10012620739
Saved in:
42
Sparse covariance estimation in logit mixture models
Aboutaleb, Youssef M.
;
Danaf, Mazen
;
Xie, Yifei
; …
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 377-398
Persistent link: https://www.econbiz.de/10012620708
Saved in:
43
Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
Saved in:
44
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
45
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
46
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
47
Panel VAR models with interactive fixed effects
Tuğan, Mustafa
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 225-246
Persistent link: https://www.econbiz.de/10012594989
Saved in:
48
A simple estimator for quantile panel data models using smoothed quantile regressions
Chen, Liang
;
Huo, Yulong
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 247-263
Persistent link: https://www.econbiz.de/10012594992
Saved in:
49
Complete subset averaging with many instruments
Lee, Seojeong
;
Shin, Youngki
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 290-314
Persistent link: https://www.econbiz.de/10012594999
Saved in:
50
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
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