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Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander; Wied, Dominik - In: Journal of econometrics 235 (2023) 2, pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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Sequential conditional correlations : inference and evaluation
Palandri, Alessandro - In: Journal of econometrics 153 (2009) 2, pp. 122-132
Persistent link: https://www.econbiz.de/10003920281
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Inference with dependent data using cluster covariance estimators
Bester, C. Alan; Conley, Timothy G.; Hansen, Christian … - In: Journal of econometrics 165 (2011) 2, pp. 137-151
Persistent link: https://www.econbiz.de/10009409702
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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J. - In: Journal of econometrics 166 (2012) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10009511326
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Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 200 (2017) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
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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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Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
Chen, Heng; Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 195 (2016) 2, pp. 255-270
Persistent link: https://www.econbiz.de/10011705260
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Overlap in observational studies with high-dimensional covariates
D'Amour, Alexander; Ding, Peng; Feller, Avi; Lei, Lihua; … - In: Journal of econometrics 221 (2021) 2, pp. 644-654
Persistent link: https://www.econbiz.de/10012619253
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Post-processed posteriors for sparse covariances
Lee, Kwangmin; Lee, Jaeyong - In: Journal of econometrics 236 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. - In: Journal of econometrics 240 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015075086