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Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi; Guo, Bin; Qiu, Yumou - In: Journal of econometrics 235 (2023) 2, pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
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Econometrics of first-price auctions with entry and binding reservation prices
Li, Tong - In: Journal of econometrics 126 (2005) 1, pp. 173-200
Persistent link: https://www.econbiz.de/10002538649
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Identification of first-price auctions with non-separable unobserved heterogeneity
Hu, Yingyao; McAdams, David; Shum, Matthew - In: Journal of econometrics 174 (2013) 2, pp. 186-193
Persistent link: https://www.econbiz.de/10009751226
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Identification of dynamic games with unobserved heterogeneity and multiple equilibria
Luo, Yao; Xiao, Ping; Xiao, Ruli - In: Journal of econometrics 226 (2022) 2, pp. 343-367
Persistent link: https://www.econbiz.de/10013461532
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Identification and estimation of sequential games of incomplete information with multiple equilibria
Yoon, Jangsu - In: Journal of econometrics 238 (2024) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10015073905
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Econometric inference on a large Bayesian game with heterogeneous beliefs
Kojevnikov, Denis; Song, Kyungchul - In: Journal of econometrics 237 (2023) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014471483
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How better monetary statistics could have signaled the financial crisis
Barnett, William A.; Chauvet, Marcelle - In: Journal of econometrics 161 (2011) 1, pp. 6-23
Persistent link: https://www.econbiz.de/10009242218
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Robust out-of-sample inference
McCracken, Michael W. - In: Journal of econometrics 99 (2000) 2, pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A. - In: Journal of econometrics 99 (2000) 2, pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001511971