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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008656750
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Inference based on conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008656781
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Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2011
Persistent link: https://www.econbiz.de/10010217583
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2015
Persistent link: https://www.econbiz.de/10011312305