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Bootstrap approach
Regression analysis
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1
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
4
Isotonic regression discontinuity designs
Babii, Andrii
;
Kumar, Rohit
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10014434339
Saved in:
5
Smoothed quantile regression with large-scale inference
He, Xuming
;
Pan, Xiaoou
;
Tan, Kean Ming
;
Zhou, Wen-Xin
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
Saved in:
6
Residual bootstrap tests in linear models with many regressors
Richard, Patrick
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 367-394
Persistent link: https://www.econbiz.de/10012145036
Saved in:
7
Robust inference for threshold regression models
Hidalgo, Javier
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012303525
Saved in:
8
A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao
;
Hong, Yongmiao
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 206-242
Persistent link: https://www.econbiz.de/10012303616
Saved in:
9
Conditional quantile processes based on series or many regressors
Belloni, Alexandre
;
Chernozhukov, Victor
;
Četverikov, …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 4-29
Persistent link: https://www.econbiz.de/10012304540
Saved in:
10
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
11
Uniform confidence bands for nonparametric errors-in-variables regression
Kato, Kengo
;
Sasaki, Yuya
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 516-555
Persistent link: https://www.econbiz.de/10012304583
Saved in:
12
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
13
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
14
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
15
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim
;
Horowitz, Joel
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
Saved in:
16
Regression discontinuity designs with unknown discontinuity points : testing and estimation
Porter, Jack
;
Yu, Ping
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011502510
Saved in:
17
Bootstrapping factor-augmented regression models
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
Saved in:
18
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
Saved in:
19
Specification analysis of linear quantile models
Escanciano, J. C.
;
Goh, Chuan
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 495-507
Persistent link: https://www.econbiz.de/10010256888
Saved in:
20
Specification tests in nonparametric regression
Einmahl, John H. J.
;
Van Keilegom, Ingrid
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 88-102
Persistent link: https://www.econbiz.de/10003722593
Saved in:
21
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
22
Bootstrapping cointegrating regressions
Chang, Yoosoon
;
Park, Joon Y.
;
Song, Kyungchul
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 703-739
Persistent link: https://www.econbiz.de/10003359625
Saved in:
23
Unified approach to testing functional hypotheses in semiparametric contexts
Hall, Peter
;
Yatchew, Adonis John
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 225-252
Persistent link: https://www.econbiz.de/10002905742
Saved in:
24
Testing for structural change in regression with long memory processes
Lazarová, Stěpána
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 329-372
Persistent link: https://www.econbiz.de/10003172800
Saved in:
25
How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach
Giersbergen, Noud P. A. van
;
Kiviet, J. F.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 133-156
Persistent link: https://www.econbiz.de/10001656607
Saved in:
26
Bootstrap "J" tests of nonnested linear regression models
Davidson, Russell
;
MacKinnon, James G.
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001663896
Saved in:
27
Testing for structural change in conditional models
Hansen, Bruce E.
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001487315
Saved in:
28
Consistent bootstrap tests of parametric regression functions
Whang, Yoon-jae
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10001497671
Saved in:
29
Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
Saved in:
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