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Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
Garcia, Tanya P.; Ma, Yanyuan - In: Journal of econometrics 200 (2017) 2, pp. 194-206
Persistent link: https://www.econbiz.de/10011917181
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High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long; Lan, Wei; Liu, Binghui; Ma, Yanyuan - In: Journal of econometrics 229 (2022) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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Rank-based max-sum tests for mutual independence of high-dimensional random vectors
Wang, Hongfei; Liu, Binghui; Feng, Long; Ma, Yanyuan - In: Journal of econometrics 238 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015073817
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Estimation in choice-based sampling with measurement error and bootstrap analysis
Wang, C. Y. - In: Journal of econometrics 77 (1997) 1, pp. 65-86
Persistent link: https://www.econbiz.de/10001335091
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Nonparametric estimation and testing of fixed effects panel data models
Henderson, Daniel J.; Carroll, Raymond J.; Li, Qi - In: Journal of econometrics 144 (2008) 1, pp. 257-275
Persistent link: https://www.econbiz.de/10003723660
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Predictive functional linear models with diverging number of semiparametric single-index interactions
Liu, Yanghui; Li, Yehua; Carroll, Raymond J.; Wang, Naisyin - In: Journal of econometrics 230 (2022) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10013463776