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isPartOf:"Cowles Foundation discussion paper"
~subject:"Instrumental variables"
~subject:"Theorie"
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Cowles Foundation discussion paper
Journal of econometrics
139
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
2
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
3
Uniform inference in panel autoregression
Chao, John C.
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011647633
Saved in:
4
A note on optimal inference in the linear IV model
Andrews, Donald W. K.
;
Marmer, Vadim
;
Yu, Zhengfei
-
2017
-
Revised: January 30, 2017
Persistent link: https://www.econbiz.de/10011647646
Saved in:
5
Inference in near singular regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312307
Saved in:
6
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong
;
Christensen, Timothy M.
-
2013
Persistent link: https://www.econbiz.de/10010199075
Saved in:
7
Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010190205
Saved in:
8
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
9
Testing for multiple bubbles
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2011
Persistent link: https://www.econbiz.de/10009412282
Saved in:
10
Nonparametric tests of conditional treatment effects
Lee, Sokbae
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003900595
Saved in:
11
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003860925
Saved in:
12
A specification test for instrumental variables regression with many instruments
Lee, Yoonseok
;
Okui, Ryo
-
2009
Persistent link: https://www.econbiz.de/10003906732
Saved in:
13
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke
(
contributor
);
Seo, Myung Hwan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767429
Saved in:
14
Tests of independence in separable econometric models : theory and application
Brown, Donald J.
(
contributor
);
Deb, Rahul
(
contributor
); …
-
2006
-
[Rev.]
Persistent link: https://www.econbiz.de/10003461656
Saved in:
15
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W. K.
;
Marmer, Vadim
-
2005
Persistent link: https://www.econbiz.de/10002770850
Saved in:
16
Testing for non-nested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke
(
contributor
);
Whang, Yoon-jae
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003468414
Saved in:
17
Tests of independence in separable econometric models
Brown, Donald J.
;
Wegkamp, Marten H.
-
2003
Persistent link: https://www.econbiz.de/10001735081
Saved in:
18
End-of-sample cointegration breakdown tests
Andrews, Donald W. K.
;
Kim, Chae-yŏng
-
2002
Persistent link: https://www.econbiz.de/10001739950
Saved in:
19
End-of-sample instability tests
Andrews, Donald W. K.
-
2002
Persistent link: https://www.econbiz.de/10001671906
Saved in:
20
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618852
Saved in:
21
Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
-
1999
-
Rev
Persistent link: https://www.econbiz.de/10001445444
Saved in:
22
Adaptive testing in ARCH models
Linton, Oliver B.
;
Steigerwald, Douglas G.
-
1995
Persistent link: https://www.econbiz.de/10000585298
Saved in:
23
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
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