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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - In: Econometric theory 31 (2015) 5, pp. 1054-1077
Persistent link: https://www.econbiz.de/10011545519
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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A general double robustness result for estimating average treatment effects
Słoczyński, Tymon; Wooldridge, Jeffrey M. - In: Econometric theory 34 (2018) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10011950928
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Fixed-b asymptotics for spatially dependent robust nonparametric coveriance matrix estimators
Bester, C. Alan; Conley, Timothy G.; Hansen, Christian … - In: Econometric theory 32 (2016) 1, pp. 154-186
Persistent link: https://www.econbiz.de/10011578451
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Tail and nontail memory with applications to extreme value and robust statistics
Hill, Jonathan B. - In: Econometric theory 27 (2011) 4, pp. 844-884
Persistent link: https://www.econbiz.de/10009311730
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Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
Rothe, Christoph; Firpo, Sergio - In: Econometric theory 35 (2019) 5, pp. 1048-1087
Persistent link: https://www.econbiz.de/10012146223
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Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.; Kleibergen, Frank - In: Econometric theory 38 (2022) 4, pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya; Ura, Takuya - In: Econometric theory 38 (2022) 1, pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
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Instrumental variable estimation of structural var models robust to possible nonstationarity
Cheng, Xu; Han, Xu; Inoue, Atsushi - In: Econometric theory 38 (2022) 5, pp. 845-874
Persistent link: https://www.econbiz.de/10013469680
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373