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1
How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.
;
Preinerstorfer, David
- In:
Econometric theory
39
(
2023
)
4
,
pp. 789-847
Persistent link: https://www.econbiz.de/10014342265
Saved in:
2
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:
3
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:
4
Optimizing the technology pathway of China's liquid fuel production considering uncertain oil prices : a robust programming model
Ding, Bingqing
;
Makowski, Marek
;
Nahorski, Zbigniew
; …
- In:
Energy economics
115
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013542044
Saved in:
5
Robust transmission network expansion planning considering non-convex operational constraints
García-Cerezo, Álvaro
;
Baringo, Luis
; …
- In:
Energy economics
98
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012872533
Saved in:
6
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
7
Day-ahead energy market as adjustable robust optimization : spatio-temporal pricing of dispatchable generators, storage batteries, and uncertain renewable resources
Ishizaki, Takayuki
;
Koike, Masakazu
;
Yamaguchi, Nobuyuki
; …
- In:
Energy economics
91
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012518656
Saved in:
8
Replication and robustness analysis of "energy and economic growth in the USA: a multivariate approach"
Bruns, Stephan B.
;
Koenig, Johannes
;
Stern, David I.
- In:
Energy economics
82
(
2019
),
pp. 100-113
Persistent link: https://www.econbiz.de/10012173862
Saved in:
9
Leverage effect in energy futures revisited
Carnero, M. Angeles
;
Pérez, Ana
- In:
Energy economics
82
(
2019
),
pp. 237-252
Persistent link: https://www.econbiz.de/10012173930
Saved in:
10
Robust self-scheduling of a price-maker energy storage facility in the New York electricity market
Barbry, Adrien
;
Anjos, Miguel F.
;
Delage, Erick
; …
- In:
Energy economics
78
(
2019
),
pp. 629-646
Persistent link: https://www.econbiz.de/10012160049
Saved in:
11
Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
Rothe, Christoph
;
Firpo, Sérgio Pinheiro
- In:
Econometric theory
35
(
2019
)
5
,
pp. 1048-1087
Persistent link: https://www.econbiz.de/10012146223
Saved in:
12
A general double robustness result for estimating average treatment effects
Słoczyński, Tymon
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
34
(
2018
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10011950928
Saved in:
13
Towards more resilient integrated power grid capacity expansion : a robust optimization approach with operational flexibility
Caunhye, Aakil M.
;
Cardin, Michel-Alexandre
- In:
Energy economics
72
(
2018
),
pp. 20-34
Persistent link: https://www.econbiz.de/10011972269
Saved in:
14
Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix
Costa, Oswaldo Luiz do Valle
;
Oliveira Ribeiro, Celma de
; …
- In:
Energy economics
64
(
2017
),
pp. 158-169
Persistent link: https://www.econbiz.de/10011758103
Saved in:
15
Robust forecast comparison
Jin, Sainan
;
Corradi, Valentina
;
Swanson, Norman R.
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1306-1351
Persistent link: https://www.econbiz.de/10011810422
Saved in:
16
The strategic robustness of oligopoly electricity market models
Newbery, David M. G.
;
Greve, Thomas
- In:
Energy economics
68
(
2017
),
pp. 124-132
Persistent link: https://www.econbiz.de/10011905026
Saved in:
17
Robust bidding and offering strategies of electricity retailer under multi-tariff pricing
Nojavan, Sayyad
;
Zare, Kazem
;
Mohammadi-Ivatloo, Behnam
- In:
Energy economics
68
(
2017
),
pp. 359-372
Persistent link: https://www.econbiz.de/10011905791
Saved in:
18
Fixed-b asymptotics for spatially dependent robust nonparametric coveriance matrix estimators
Bester, C. Alan
;
Conley, Timothy G.
;
Hansen, Christian …
- In:
Econometric theory
32
(
2016
)
1
,
pp. 154-186
Persistent link: https://www.econbiz.de/10011578451
Saved in:
19
On size and power of heteroskedasticity and autocorrelation robust tests
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 261-358
Persistent link: https://www.econbiz.de/10011578481
Saved in:
20
Bayesian interval robust optimization for sustainable energy system planning in Qiqihar City, China
Dong, Cong
;
Huang, Guo H.
;
Cai, Yanpeng
;
Cheng, Guanhui
; …
- In:
Energy economics
60
(
2016
),
pp. 357-376
Persistent link: https://www.econbiz.de/10011700360
Saved in:
21
Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1054-1077
Persistent link: https://www.econbiz.de/10011545519
Saved in:
22
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:
23
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
- In:
Econometric theory
31
(
2015
)
4
,
pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
Saved in:
24
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
25
Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Nowotarski, Jakub
;
Tomczyk, Jakub
;
Weron, Rafał
- In:
Energy economics
39
(
2013
),
pp. 13-27
Persistent link: https://www.econbiz.de/10010235039
Saved in:
26
Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna
;
Trück, Stefan
;
Weron, Rafał
;
Wolff, …
- In:
Energy economics
38
(
2013
),
pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
Saved in:
27
An inexact robust optimization method for supporting carbon dioxide emissions management in regional electric-power systems
Chen, C.
;
Li, Y. P.
;
Huang, Guo H.
- In:
Energy economics
40
(
2013
),
pp. 441-456
Persistent link: https://www.econbiz.de/10010351661
Saved in:
28
Fitting semiparametric Markov regime-switching models to electricity spot prices
Eichler, Michael
;
Türk, D.
- In:
Energy economics
36
(
2013
),
pp. 614-624
Persistent link: https://www.econbiz.de/10009724626
Saved in:
29
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
30
Block bootstrap hac robust tests : the sophistication of naive bootstrap
Gonçalves, Sílvia
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 745-791
Persistent link: https://www.econbiz.de/10009311754
Saved in:
31
What trends in energy efficiencies? : evidence from a robust test
LePen, Yannick
;
Sévi, Benoît
- In:
Energy economics
32
(
2010
)
3
,
pp. 702-708
Persistent link: https://www.econbiz.de/10008652207
Saved in:
32
General trimmed estimation : robust approach to nonlinear and limited dependent variable models
Čížek, Pavel
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1500-1529
Persistent link: https://www.econbiz.de/10003771780
Saved in:
33
A robust Bayesian approach for unit root testing
Conigliani, Caterina
;
Spezzaferri, Fulvio
- In:
Econometric theory
23
(
2007
)
3
,
pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
Saved in:
34
A new asymptotic theory for heteroskedasticity : autocorrelation robust tests
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1130-1164
Persistent link: https://www.econbiz.de/10003193574
Saved in:
35
Optimal versus robust inference in nearly integrated non-Gaussian models
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
1
,
pp. 23-55
Persistent link: https://www.econbiz.de/10001904742
Saved in:
36
Robust tests of the unit root hypothesis should not be "modified"
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
2
,
pp. 360-381
Persistent link: https://www.econbiz.de/10001988191
Saved in:
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