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Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin; Han, Fang; Park, Hyeonseok - In: Journal of econometrics 237 (2023) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
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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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Robust and efficient estimation for the treatment effect in causal inference and missing data problems
Lin, Huazhen; Zhou, Fanyin; Wang, Qiuxia; Zhou, Ling; … - In: Journal of econometrics 205 (2018) 2, pp. 363-380
Persistent link: https://www.econbiz.de/10012110304
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Confidence intervals of treatment effects in panel data models with interactive fixed effects
Li, Xingyu; Shen, Yan; Zhou, Qiankun - In: Journal of econometrics 240 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10015075049
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Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Han, Dongxiao; Huang, Jian; Lin, Yuanyuan; Shen, Guohao - In: Journal of econometrics 230 (2022) 2, pp. 416-431
Persistent link: https://www.econbiz.de/10013464038
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Identification of unobserved distribution factors and preferences in the collective household model
Hubner, Stefan - In: Journal of econometrics 234 (2023) 1, pp. 301-326
Persistent link: https://www.econbiz.de/10014364839
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Binary response correlated random coefficient panel data models
Gao, Yichen; Li, Cong; Liang, Zhongwen - In: Journal of econometrics 188 (2015) 2, pp. 421-434
Persistent link: https://www.econbiz.de/10011503222
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Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
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Identification of additive and polynomial models of mismeasured regressors without instruments
Ben-Moshe, Dan; D'Haultfœuille, Xavier; Lewbel, Arthur - In: Journal of econometrics 200 (2017) 2, pp. 207-222
Persistent link: https://www.econbiz.de/10011917184