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Regressions, short and long
Cross, Philip J.; Manski, Charles F. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 357-368
Persistent link: https://www.econbiz.de/10001648111
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Inferential theory for factor models of large dimensions
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 135-171
Persistent link: https://www.econbiz.de/10001731105
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Inference in ARCH and GARCH models with heavy-tailed errors
Hall, Peter; Yao, Qiwei - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 285-317
Persistent link: https://www.econbiz.de/10001731116
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Inference in censored models with endogenous regressors
Hong, Han; Tamer, Elie T. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 3, pp. 905-932
Persistent link: https://www.econbiz.de/10001769704
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Inference on regressions with interval data on a regressor or outcom
Manski, Charles F.; Tamer, Elie T. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 2, pp. 519-546
Persistent link: https://www.econbiz.de/10001660103
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Semiparametric Bayesian inference in autoregressive panel data models
Hirano, Keisuke - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 2, pp. 781-799
Persistent link: https://www.econbiz.de/10001661280
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A parametric approach to flexible nonlinear inference
Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 537-573
Persistent link: https://www.econbiz.de/10001580786
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A conditional likelihood ratio test for structural models
Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1027-1048
Persistent link: https://www.econbiz.de/10001792647
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Likelihood estimation and inference in a class of nonregular econometric models
Chernozhukov, Victor; Hong, Han - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1445-1480
Persistent link: https://www.econbiz.de/10002197458
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Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079