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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
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State dependence and heterogeneity in health using a bias-corrected fixed-effects estimator
Carro, Jesus M.; Traferri, Alejandra - In: Journal of applied econometrics 29 (2014) 2, pp. 181-207
Persistent link: https://www.econbiz.de/10010414902
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The millennium peak in club convergence : a new look at distributional changes in the wealth of nations
Krause, Melanie - In: Journal of applied econometrics 32 (2017) 3, pp. 621-642
Persistent link: https://www.econbiz.de/10011694772
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Missing in asynchronicity : a Kalman-EM approach for multivariate realized covariance estimation
Corsi, Fulvio; Peluso, Stefano; Audrino, Francesco - In: Journal of applied econometrics 30 (2015) 3, pp. 377-397
Persistent link: https://www.econbiz.de/10011327583
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo; Billé, Anna Gloria - In: Journal of applied econometrics 32 (2017) 6, pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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Wild bootstrap inference for wildly different cluster sizes
MacKinnon, James G.; Webb, Matthew - In: Journal of applied econometrics 32 (2017) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10011689759
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A maximum likelihood bunching estimator of the elasticity of taxable income
Aronsson, Thomas; Jenderny, Katharina; Lanot, Gauthier - In: Journal of applied econometrics 39 (2024) 1, pp. 200-216
Persistent link: https://www.econbiz.de/10014474453
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of applied econometrics 38 (2023) 5, pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
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Doubly robust uniform confidence band for the conditional average treatment effect function
Lee, Sokbae; Okui, Ryo; Whang, Yoon-jae - In: Journal of applied econometrics 32 (2017) 7, pp. 1207-1225
Persistent link: https://www.econbiz.de/10011862589