Narrow search
Showing 1 - 10 of 3,246
Cover Image
Likelihood-based inference for cointegration with nonlinear error-correction
Kristensen, Dennis; Rahbek, Anders - In: Journal of econometrics 158 (2010) 1, pp. 78-94
Persistent link: https://www.econbiz.de/10008826874
Cover Image
Robust inference in nonlinear models with mixed identification strength
Cheng, Xu - In: Journal of econometrics 189 (2015) 1, pp. 207-228
Persistent link: https://www.econbiz.de/10011502516
Cover Image
Statistical inference for conditional quantiles in nonlinear time series models
So, Mike Ka-pui; Chung, Ray S. W. - In: Journal of econometrics 189 (2015) 2, pp. 457-472
Persistent link: https://www.econbiz.de/10011504625
Cover Image
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Journal of econometrics 212 (2019) 1, pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Cover Image
On uniform inference in nonlinear models with endogeneity
Khan, Shakeeb; Nekipelov, Denis N. - In: Journal of econometrics 240 (2024) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10015075090
Cover Image
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Journal of econometrics 110 (2002) 2, pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
Cover Image
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 232 (2023) 2, pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Cover Image
Large dimensional latent factor modeling with missing observations and applications to causal inference
Xiong, Ruoxuan; Pelger, Markus - In: Journal of econometrics 233 (2023) 1, pp. 271-301
Persistent link: https://www.econbiz.de/10014341054
Cover Image
Synthetic learner : model-free inference on treatments over time
Viviano, Davide; Bradic, Jelena - In: Journal of econometrics 234 (2023) 2, pp. 691-713
Persistent link: https://www.econbiz.de/10014434362
Cover Image
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis; Luo, Ye; Spindler, Martin; Wang, Zigan - In: Journal of econometrics 234 (2023) 2, pp. 714-731
Persistent link: https://www.econbiz.de/10014434364