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Statistical inference on regression with spatial dependence
Robinson, Peter M.; Thawornkaiwong, Supachoke - In: Journal of econometrics 168 (2012) 2, pp. 521-542
Persistent link: https://www.econbiz.de/10009614584
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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Kock, Anders Bredahl - In: Journal of econometrics 195 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011705233
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Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong; Liang, Han-Ying; Wang, Qiying - In: Journal of econometrics 230 (2022) 2, pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
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Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
Guo, Xu; Li, Runze; Liu, Jingyuan; Zeng, Mudong - In: Journal of econometrics 235 (2023) 1, pp. 166-179
Persistent link: https://www.econbiz.de/10014434388
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Inference in regression models with many regressors
Anatolyev, Stanislav - In: Journal of econometrics 170 (2012) 2, pp. 368-382
Persistent link: https://www.econbiz.de/10009686793
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Likelihood estimation and inference in threshold regression
Yu, Ping - In: Journal of econometrics 167 (2012) 1, pp. 274-294
Persistent link: https://www.econbiz.de/10009551419
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Optimal inference for instrumental variables regression with non-Gaussian errors
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - In: Journal of econometrics 167 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009551452
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Identification robust inference in cointegrating regressions
Khalaf, Lynda; Urga, Giovanni - In: Journal of econometrics 182 (2014) 2, pp. 385-396
Persistent link: https://www.econbiz.de/10010497745
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Finite-sample simulation-based inference in VAR models with application to Granger causality testing
Dufour, Jean-Marie; Jouini, Tarek - In: Journal of econometrics 135 (2006) 1/2, pp. 229-254
Persistent link: https://www.econbiz.de/10003376083
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Instrumental variable quantile regression : a robust inference approach
Chernozhukov, Victor; Hansen, Christian Bailey - In: Journal of econometrics 142 (2008) 1, pp. 379-398
Persistent link: https://www.econbiz.de/10003608207