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A new robust inference for predictive quantile regression
Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai - In: Journal of econometrics 234 (2023) 1, pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
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Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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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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Robust econometric inference with mixed integrated and mildly explosive regressors
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 192 (2016) 2, pp. 433-450
Persistent link: https://www.econbiz.de/10011704727
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The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 222 (2021) 1,2, pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
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Robust uniform inference for quantile treatment effects in regression discontinuity designs
Chiang, Harold D.; Hsu, Yu-Chin; Sasaki, Yuya - In: Journal of econometrics 211 (2019) 2, pp. 589-618
Persistent link: https://www.econbiz.de/10012303853
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Semiparametric robust estimation of truncated and censored regression models
Čížek, Pavel - In: Journal of econometrics 168 (2012) 2, pp. 347-366
Persistent link: https://www.econbiz.de/10009612721
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Robust nonlinear regression estimation in null recurrent time series
Bravo, Francesco; Li, Degui; Tjostheim, Dag - In: Journal of econometrics 224 (2021) 2, pp. 416-438
Persistent link: https://www.econbiz.de/10013275395
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Retire: robust expectile regression in high dimensions
Man, Rebeka; Tan, Kean Ming; Wang, Zian; Zhou, Wen-Xin - In: Journal of econometrics 239 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015074533
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Robust inference with GMM estimators
Ronchetti, Elvezio; Trojani, Fabio - In: Journal of econometrics 101 (2001) 1, pp. 37-69
Persistent link: https://www.econbiz.de/10001545114