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7
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5
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5
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1
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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
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
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