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ECONIS (ZBW)
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
3
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:
4
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
5
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
6
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
7
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
8
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:
9
Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
Saved in:
10
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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11
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
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12
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
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13
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
14
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
15
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
16
Impossible inference in econometrics : theory and applications
Bertanha, Marinho
;
Moreira, Marcelo J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 247-270
Persistent link: https://www.econbiz.de/10012483000
Saved in:
17
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
18
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin
;
Grabarczyk, Peter
;
Hong, Seung Hyun
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
Saved in:
19
Semiparametric estimation of a censored regression model with endogeneity
Chen, Songnian
;
Wang, Qian
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 239-256
Persistent link: https://www.econbiz.de/10012439452
Saved in:
20
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
21
On the estimation of treatment effects with endogenous misreporting
Nguimkeu, Pierre
;
Denteh, Augustine
;
Tchernis, Rusty
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 487-506
Persistent link: https://www.econbiz.de/10012145072
Saved in:
22
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:
23
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
24
Quantiles via moments
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
Saved in:
25
Comparing distributions by multiple testing across quantiles or CDF values
Goldman, Matt
;
Kaplan, David M.
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 143-166
Persistent link: https://www.econbiz.de/10012110372
Saved in:
26
A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Xu, Ke-Li
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 258-278
Persistent link: https://www.econbiz.de/10012110379
Saved in:
27
Nonparametric regression with multiple thresholds : estimation and inference
Chiou, Yan-Yu
;
Chen, Mei-yuan
;
Chen, Jau-er
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 472-514
Persistent link: https://www.econbiz.de/10012110406
Saved in:
28
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
29
Sparse linear models and l1-regularized 2SLS with high-dimensional endogenous regressors and instruments
Zhu, Ying
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 196-213
Persistent link: https://www.econbiz.de/10011974561
Saved in:
30
Threshold regression with endogeneity
Yu, Ping
;
Phillips, Peter C. B.
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011974610
Saved in:
31
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet
;
Kock, Anders Bredahl
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
Saved in:
32
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo
;
Malikov, Emir
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
Saved in:
33
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:
34
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Saved in:
35
Testing a single regression coefficient in high dimensional linear models
Lan, Wei
;
Zhong, Ping-Shou
;
Li, Runze
;
Wang, Hansheng
; …
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011705246
Saved in:
36
Sieve instrumental variable quantile regression estimation of functional coefficient models
Su, Liangjun
;
Hoshino, Tadao
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011598110
Saved in:
37
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
38
Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
Breunig, Christoph
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 328-346
Persistent link: https://www.econbiz.de/10011339323
Saved in:
39
Modeling and testing smooth structural changes with endogenous regressors
Chen, Bin
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 196-215
Persistent link: https://www.econbiz.de/10011339872
Saved in:
40
Nonlinear regressions with nonstationary time series
Chan, Nigel
;
Wang, Qiying
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 182-195
Persistent link: https://www.econbiz.de/10011339876
Saved in:
41
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
42
Instrumental variables estimation with many weak instruments using regularized JIVE
Hansen, Christian Bailey
;
Kozbur, Damian
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 290-308
Persistent link: https://www.econbiz.de/10010497082
Saved in:
43
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 226-234
Persistent link: https://www.econbiz.de/10010497086
Saved in:
44
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:
45
Tests based on t-statistics for IV regression with weak instruments
Mills, Benjamin
;
Moreira, Marcelo J.
;
Vilela, Lucas P.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10010497752
Saved in:
46
Testing predictive regression models with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
Saved in:
47
Model specification test with correlated but not cointegrated variables
Gan, Li
;
Hsiao, Cheng
;
Shu Xu
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
Saved in:
48
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
Escanciano, Juan Carlos
;
Jacho-Chávez, David T.
; …
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 426-443
Persistent link: https://www.econbiz.de/10010256201
Saved in:
49
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
Saved in:
50
Finite-sample exact tests for linear regressions with bounded dependent variables
Gossner, Olivier
;
Schlag, Karl H.
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 75-84
Persistent link: https://www.econbiz.de/10010189877
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