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Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua - In: Econometric theory 20 (2004) 3, pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
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Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Econometric theory 32 (2016) 5, pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
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Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 22 (2006) 1, pp. 69-97
Persistent link: https://www.econbiz.de/10003272610
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On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - In: Econometric theory 18 (2002) 4, pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
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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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Empirical likelihood confidence intervals for dependent duration data
El Ghouch, Anouar; Van Keilegom, Ingrid; McKeague, Ian W. - In: Econometric theory 27 (2011) 1, pp. 178-198
Persistent link: https://www.econbiz.de/10009127135
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The moving blocks bootstrap for panel linear regression models with individual fixed effects
Gonçalves, Sílvia - In: Econometric theory 27 (2011) 5, pp. 1048-1082
Persistent link: https://www.econbiz.de/10009379757
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10009778510
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The bootstrap in threshold regression
Yu, Ping - In: Econometric theory 30 (2014) 3, pp. 676-714
Persistent link: https://www.econbiz.de/10010500881
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Bootstrapping density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Econometric theory 30 (2014) 6, pp. 1125-1164
Persistent link: https://www.econbiz.de/10010502126