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A fast resample method for parametric and semiparametric models
Armstrong, Timothy B.; Bertanha, Marinho; Hong, Han - In: Journal of econometrics 179 (2014) 2, pp. 128-133
Persistent link: https://www.econbiz.de/10010372656
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On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
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Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
Horowitz, Joel - In: Journal of econometrics 180 (2014) 2, pp. 158-173
Persistent link: https://www.econbiz.de/10010433394
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A corrected Clarke test for model selection and beyond
Brück, Florian; Fermanian, Jean-David; Min, Aleksey - In: Journal of econometrics 235 (2023) 1, pp. 105-132
Persistent link: https://www.econbiz.de/10014434386
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - In: Journal of econometrics 189 (2015) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
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Inference on individual treatment effects in nonseparable triangular models
Ma, Jun; Marmer, Vadim; Yu, Zhengfei - In: Journal of econometrics 235 (2023) 2, pp. 2096-2124
Persistent link: https://www.econbiz.de/10014471446
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Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie; Su, Liangjun - In: Journal of econometrics 207 (2018) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
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Asymptotic properties of correlation-based principal component analysis
Choi, Jungjun; Yang, Xiye - In: Journal of econometrics 229 (2022) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10013441823
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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 177 (2013) 1, pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
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Estimating spot volatility with high-frequency financial data
Zu, Yang; Boswijk, Herman Peter - In: Journal of econometrics 181 (2014) 2, pp. 117-135
Persistent link: https://www.econbiz.de/10010473332