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Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong; Wang, Nianling; Yu, Jun - In: Journal of econometrics 234 (2023) 1, pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
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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 Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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Robustness checks and robustness tests in applied economics
Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10010255444
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On the robustness of location estimators in models of firm growth under heavy-tailedness
Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33
Persistent link: https://www.econbiz.de/10010473439
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Robust econometric inference with mixed integrated and mildly explosive regressors
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 192 (2016) 2, pp. 433-450
Persistent link: https://www.econbiz.de/10011704727
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 222 (2021) 1,2, pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
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Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
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Robust uniform inference for quantile treatment effects in regression discontinuity designs
Chiang, Harold D.; Hsu, Yu-Chin; Sasaki, Yuya - In: Journal of econometrics 211 (2019) 2, pp. 589-618
Persistent link: https://www.econbiz.de/10012303853