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A simple adjustment for bandwidth snooping
Armstrong, Timothy B.; Kolesár, Michal - 2014
Persistent link: https://www.econbiz.de/10010463726
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Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong; Christensen, Timothy M. - 2013
Persistent link: https://www.econbiz.de/10010199075
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009625937
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Sieve inference on semi-nonparametric time series models
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao - 2012
Persistent link: https://www.econbiz.de/10009501898
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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
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - 2015
Persistent link: https://www.econbiz.de/10011312300
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Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph; Chen, Xiaohong - 2020 - Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
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Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000835912
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003
Persistent link: https://www.econbiz.de/10001741372
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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008656750