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Inference on stochastic time-varying coefficient models
Giraitis, Liudas; Kapetanios, George; Yates, Anthony - In: Journal of econometrics 179 (2014) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
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Nonparametric inference for counterfactual means : bias-correction, confidence sets, and weak IV
Fan, Yanqin; Park, Sang Soo - In: Journal of econometrics 178 (2014) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10010254988
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Model specification test with correlated but not cointegrated variables
Gan, Li; Hsiao, Cheng; Xu, Shu - In: Journal of econometrics 178 (2014) 1, pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
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A flexible semiparametric forecasting model for time series
Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 187 (2015) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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Nonparametric identification and estimation of transformation models
Chiappori, Pierre-André; Komunjer, Ivana; Kristensen, … - In: Journal of econometrics 188 (2015) 1, pp. 22-39
Persistent link: https://www.econbiz.de/10011500244
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Kernel estimation of hazard functions when observations have dependent and common covariates
Wolter, James Lewis - In: Journal of econometrics 193 (2016) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011704746
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Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao; Peng, Bin; Li, Degui; Leng, Chenlei - In: Journal of econometrics 223 (2021) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
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Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye; Park, Joon Y. - In: Journal of econometrics 210 (2019) 2, pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
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Confidence regions for entries of a large precision matrix
Chang, Jinyuan; Qiu, Yumou; Yao, Qiwei; Zou, Tao - In: Journal of econometrics 206 (2018) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10012110361
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A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den; Janys, Lena; Mammen, Enno; … - In: Journal of econometrics 221 (2021) 1, pp. 43-67
Persistent link: https://www.econbiz.de/10012618795