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Induktive Statistik
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1
Inference in the presence of unknown rates
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
-
2023
Persistent link: https://www.econbiz.de/10014430123
Saved in:
2
Nonparametric causal inference with functional covariates
Kurisu, Daisuke
;
Otsu, Taisuke
;
Xu, Mengshan
-
2023
Persistent link: https://www.econbiz.de/10014430124
Saved in:
3
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:
4
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:
5
Post-selection inference in three-dimensional panel data
Chiang, Harold D.
;
Rodrigue, Joel
;
Sasaki, Yuya
- In:
Econometric theory
39
(
2023
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10014306655
Saved in:
6
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
-
2022
Persistent link: https://www.econbiz.de/10012806699
Saved in:
7
Nonparametric inference for extremal conditional quantiles
Kurisu, Daisuke
;
Otsu, Taisuke
-
2021
Persistent link: https://www.econbiz.de/10012627480
Saved in:
8
Multiway empirical likelihood
Chang, Harold D.
;
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2021
Persistent link: https://www.econbiz.de/10012806696
Saved in:
9
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
10
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:
11
Bootstrap inference for multiple change-points in time series
Ng, Wai Leong
;
Pan, Shenyi
;
Yau, Chun Yip
- In:
Econometric theory
38
(
2022
)
4
,
pp. 752-792
Persistent link: https://www.econbiz.de/10013366926
Saved in:
12
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:
13
Causal inference on regression discontinuity designs by high-dimensional methods
Arai, Yoici
;
Otsu, Taisuke
;
Seo, Myung Hwan
-
2019
Persistent link: https://www.econbiz.de/10012491603
Saved in:
14
Likelihood ratio inference for missing data models
Adusumilli, Karun
;
Otsu, Taisuke
-
2018
Persistent link: https://www.econbiz.de/10012491598
Saved in:
15
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:
16
Inference in dynamic, nonparametric models of production : central limit theorems for Malmquist indices
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 537-572
Persistent link: https://www.econbiz.de/10012593447
Saved in:
17
Inference on distribution functions under measurement error
Adusumilli, Karun
;
Otsu, Taisuke
;
Whang, Yoon-jae
-
2017
Persistent link: https://www.econbiz.de/10011889204
Saved in:
18
Likelihood inference on semiparametric models : average derivative and treatment effect
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2017
Persistent link: https://www.econbiz.de/10011672027
Saved in:
19
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:
20
Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2015
Persistent link: https://www.econbiz.de/10011280123
Saved in:
21
Bootstrap inference of matching estimators for average treatment effects
Otsu, Taisuke
;
Rai, Yoshiyasu
-
2015
Persistent link: https://www.econbiz.de/10011280126
Saved in:
22
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:
23
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:
24
The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey
;
Liao, Yuan
- In:
Econometric theory
35
(
2019
)
3
,
pp. 465-509
Persistent link: https://www.econbiz.de/10012146146
Saved in:
25
Inference for option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
35
(
2019
)
5
,
pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
Saved in:
26
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:
27
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:
28
On nonparametric inference in the regression discontinuity design
Kamat, Vishal
- In:
Econometric theory
34
(
2018
)
3
,
pp. 694-703
Persistent link: https://www.econbiz.de/10011951020
Saved in:
29
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:
30
On using linear quantile regressions for causal inference
Kato, Ryutah
;
Sasaki, Yuya
- In:
Econometric theory
33
(
2017
)
3
,
pp. 664-690
Persistent link: https://www.econbiz.de/10011810181
Saved in:
31
Model-free inference for tail risk measures
Xu, Ke-Li
- In:
Econometric theory
32
(
2016
)
1
,
pp. 122-153
Persistent link: https://www.econbiz.de/10011578447
Saved in:
32
Likelihood inference in an autoregression with fixed effects
Dhaene, Geert
;
Jochmans, Koen
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1178-1215
Persistent link: https://www.econbiz.de/10011661738
Saved in:
33
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:
34
Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia
;
Shum, Matthew
- In:
Econometric theory
31
(
2015
)
3
,
pp. 493-520
Persistent link: https://www.econbiz.de/10011341915
Saved in:
35
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:
36
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:
37
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:
38
Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia
;
Shum, Matthew
- In:
Econometric theory
31
(
2015
)
3
,
pp. 493-520
Persistent link: https://www.econbiz.de/10011290909
Saved in:
39
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:
40
Inference about realized volatility using infill subsampling
Kalnina, Ilze
(
contributor
);
Linton, Oliver
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535624
Saved in:
41
Moment-based inference with stratified data
Tripathi, Gautam
- In:
Econometric theory
27
(
2011
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10009127143
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
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:
45
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
Saved in:
46
Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
Saved in:
47
Automatic inference for infinite order vector autoregressions
Kuersteiner, Guido M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10002674639
Saved in:
48
Nonparametric inference for unbalanced time series data
Linton, Oliver
- In:
Econometric theory
21
(
2005
)
1
,
pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
Saved in:
49
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
50
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
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