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Efficient estimation with many weak instruments using regularization techniques
Carrasco, Marine; Tchuente, Guy - In: Econometric reviews 35 (2016) 8/10, pp. 1609-1637
Persistent link: https://www.econbiz.de/10011592380
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Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad; Florens, Jean-Pierre; Lapenta, Elia; Van … - In: Econometric reviews 43 (2024) 7, pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
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State Space Models and MIDAS Regressions
Bai, Jennie; Ghysels, Eric; Wright, Jonathan H. - In: Econometric reviews 32 (2013) 7, pp. 779-813
Persistent link: https://www.econbiz.de/10010088587
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MIDAS Regressions: Further Results and New Directions
Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen - In: Econometric reviews 26 (2007) 1, pp. 53-90
Persistent link: https://www.econbiz.de/10007609583
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State space models and MIDAS regression
Bai, Jennie; Ghysels, Eric; Wright, Jonathan H. - In: Econometric reviews 32 (2013) 7, pp. 779-813
Persistent link: https://www.econbiz.de/10009758619
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Midas regressions : further results and new directions
Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen I. - In: Econometric reviews 26 (2007) 1, pp. 53-90
Persistent link: https://www.econbiz.de/10003509012