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Hybrid generalized empirical likelihood estimators : instrument selection with adaptive lasso
Caner, Mehmet; Fan, Qingliang - In: Journal of econometrics 187 (2015) 1, pp. 256-274
Persistent link: https://www.econbiz.de/10011498940
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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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Robust inference on average treatment effects with possibly more covariates than observations
Farrell, Max H. - In: Journal of econometrics 189 (2015) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011502356
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Functional index coefficient models with variable selection
Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284
Persistent link: https://www.econbiz.de/10011504526
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On consistency of minimum description length model selection for piecewise autoregressions
Davis, Richard A.; Hancock, Stacey A.; Yao, Yi-Ching - In: Journal of econometrics 194 (2016) 2, pp. 360-368
Persistent link: https://www.econbiz.de/10011705206
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Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 197 (2017) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
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Least squares estimation of large dimensional threshold factor models
Massacci, Daniele - In: Journal of econometrics 197 (2017) 1, pp. 101-129
Persistent link: https://www.econbiz.de/10011818348
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Fixed-effects dynamic spatial panel data models and impulse response analysis
Li, Kunpeng - In: Journal of econometrics 198 (2017) 1, pp. 102-121
Persistent link: https://www.econbiz.de/10011818371
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Bonferroni-based size-correction for nonstandard testing problems
McCloskey, Adam - In: Journal of econometrics 200 (2017) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10011897687
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Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 220 (2021) 2, pp. 349-365
Persistent link: https://www.econbiz.de/10012618518