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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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Quantile treatment effects in regression kink designs
Chen, Heng; Chiang, Harold D.; Sasaki, Yuya - In: Econometric theory 36 (2020) 6, pp. 1167-1191
Persistent link: https://www.econbiz.de/10012404097
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Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 15 (1999) 1, pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
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Automatic inference of the contemporaneous causal order of a system of equations
Hoover, Kevin D. - In: Econometric theory 21 (2005) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10002674573
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Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki - In: Econometric theory 39 (2023) 4, pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
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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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Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
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Combining estimates of conditional treatment effects
Rolling, Craig A.; Yang, Yuhong; Velez, Dagmar - In: Econometric theory 35 (2019) 6, pp. 1089-1110
Persistent link: https://www.econbiz.de/10012149278
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Cointegrating regressions with time varying coefficients
Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703
Persistent link: https://www.econbiz.de/10001483394