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Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
Chen, Heng; Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 195 (2016) 2, pp. 255-270
Persistent link: https://www.econbiz.de/10011705260
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 196 (2017) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10011818293
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Partial identification and inference in censored quantile regression
Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 206 (2018) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012110350
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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich; Lahiri, Kajal - In: Journal of econometrics 232 (2023) 2, pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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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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Bootstrap analysis of mutual fund performance
Huang, Haitao; Jiang, Lei; Leng, Xuan; Peng, Liang - In: Journal of econometrics 235 (2023) 1, pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
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Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas; Paparoditis, Efstathios; Trenkler, Carsten - In: Journal of econometrics 234 (2023) 1, pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179
Persistent link: https://www.econbiz.de/10010255448
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Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory
Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 177 (2013) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10010189879