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Estimation of heterogeneous autoregressive parameters with short panel data
Mavroeidis, Sophocles; Sasaki, Yuya; Welch, Ivo - In: Journal of econometrics 188 (2015) 1, pp. 219-235
Persistent link: https://www.econbiz.de/10011500332
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Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 177 (2013) 2, pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
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Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet; Kock, Anders Bredahl - In: Journal of econometrics 203 (2018) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
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A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 198 (2017) 1, pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
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Fixed-effects dynamic spatial panel data models and impulse response analysis
Li, Kunpeng - In: Journal of econometrics 198 (2017) 1, pp. 102-121
Persistent link: https://www.econbiz.de/10011818371
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Impossible inference in econometrics : theory and applications
Bertanha, Marinho; Moreira, Marcelo J. - In: Journal of econometrics 218 (2020) 2, pp. 247-270
Persistent link: https://www.econbiz.de/10012483000
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One instrument to rule them all : the bias and coverage of just-ID IV
Angrist, Joshua D.; Kolesár, Michal - In: Journal of econometrics 240 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015075117
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Inferential theory for generalized dynamic factor models
Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; … - In: Journal of econometrics 239 (2024) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10015074449
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A new approach to Bayesian hypothesis testing
Li, Yong; Zeng, Tao; Yu, Jun - In: Journal of econometrics 178 (2014) 1, pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
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A flexible parametric approach for estimating switching regime models and treatment effect parameters
Chen, Heng; Fan, Yanqin; Wu, Jisong - In: Journal of econometrics 181 (2014) 2, pp. 77-91
Persistent link: https://www.econbiz.de/10010473347