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Sharp bounds on the distribution of treatment effects and their statistical inference
Fan, Yanqin; Park, Sang Soo - In: Econometric theory 26 (2010) 3, pp. 931-951
Persistent link: https://www.econbiz.de/10003992443
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On using linear quantile regressions for causal inference
Kato, Ryutah; Sasaki, Yuya - In: Econometric theory 33 (2017) 3, pp. 664-690
Persistent link: https://www.econbiz.de/10011810181
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On nonparametric inference in the regression discontinuity design
Kamat, Vishal - In: Econometric theory 34 (2018) 3, pp. 694-703
Persistent link: https://www.econbiz.de/10011951020
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Automatic inference for infinite order vector autoregressions
Kuersteiner, Guido M. - In: Econometric theory 21 (2005) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10002674639
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Instrumental variables inference in a small-dimensional var model with dynamic latent factors
Carlini, Federico; Gagliardini, Patrick - In: Econometric theory 40 (2024) 4, pp. 705-751
Persistent link: https://www.econbiz.de/10015154304
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On GMM inference : partial identification, identification strength, and nonstandard asymptotics
Poskitt, Donald Stephen - In: Econometric theory 40 (2024) 4, pp. 875-925
Persistent link: https://www.econbiz.de/10015154309
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Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 25 (2009) 6, pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
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Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D. - In: Econometric theory 26 (2010) 2, pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
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Mixed normal inference on multicointegration
Boswijk, Herman Peter - In: Econometric theory 26 (2010) 5, pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656