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Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim; Francq, Christian - In: Journal of econometrics 237 (2023) 2,2, pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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Detecting groups in large Vector Autoregressions
Guðmundsson, Guðmundur Stefán; Brownlees, Christian - In: Journal of econometrics 225 (2021) 1, pp. 2-26
Persistent link: https://www.econbiz.de/10013279003
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Model selection tests for moment inequality models
Shi, Xiaoxia - In: Journal of econometrics 187 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011498717
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Hybrid generalized empirical likelihood estimators : instrument selection with adaptive lasso
Caner, Mehmet; Fan, Qingliang - In: Journal of econometrics 187 (2015) 1, pp. 256-274
Persistent link: https://www.econbiz.de/10011498940
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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo; Seo, Myung Hwan - In: Journal of econometrics 188 (2015) 1, pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
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Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias; Mammen, Enno; Vogt, Michael - In: Journal of econometrics 188 (2015) 1, pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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Robust inference on average treatment effects with possibly more covariates than observations
Farrell, Max H. - In: Journal of econometrics 189 (2015) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011502356
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Identification of mixture models using support variations
D'Haultfœuille, Xavier; Février, Philippe - In: Journal of econometrics 189 (2015) 1, pp. 70-82
Persistent link: https://www.econbiz.de/10011502492
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Asymptotic analysis of the squared estimation error in misspecified factor models
Onatski, Alexei - In: Journal of econometrics 186 (2015) 2, pp. 388-406
Persistent link: https://www.econbiz.de/10011349455