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Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Journal of econometrics 212 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
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Likelihood-based inference for cointegration with nonlinear error-correction
Kristensen, Dennis; Rahbek, Anders - In: Journal of econometrics 158 (2010) 1, pp. 78-94
Persistent link: https://www.econbiz.de/10008826874
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Robust inference in nonlinear models with mixed identification strength
Cheng, Xu - In: Journal of econometrics 189 (2015) 1, pp. 207-228
Persistent link: https://www.econbiz.de/10011502516
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Statistical inference for conditional quantiles in nonlinear time series models
So, Mike Ka-pui; Chung, Ray S. W. - In: Journal of econometrics 189 (2015) 2, pp. 457-472
Persistent link: https://www.econbiz.de/10011504625
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On uniform inference in nonlinear models with endogeneity
Khan, Shakeeb; Nekipelov, Denis N. - In: Journal of econometrics 240 (2024) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10015075090
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Identification-robust nonparametric inference in a linear IV model
Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 235 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014434375
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On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
Van de Sijpe, Nicolas; Windmeijer, Frank - In: Journal of econometrics 235 (2023) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10014434384
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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - In: Journal of econometrics 234 (2023) 1, pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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A test of non-identifying restrictions and confidence regions for partially identified parameters
Galichon, Alfred; Henry, Marc - In: Journal of econometrics 152 (2009) 2, pp. 186-196
Persistent link: https://www.econbiz.de/10003892741
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A new method of projection-based inference in GMM with weakly identified nuisance parameters
Chaudhuri, Saraswata; Zivot, Eric - In: Journal of econometrics 164 (2011) 2, pp. 239-251
Persistent link: https://www.econbiz.de/10009301935