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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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Specification tests for partially identified models defined by moment inequalities
Bugni, Federico A.; Canay, Ivan A.; Shi, Xiaoxia - In: Journal of econometrics 185 (2015) 1, pp. 259-282
Persistent link: https://www.econbiz.de/10011339857
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Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of econometrics 197 (2017) 2, pp. 368-381
Persistent link: https://www.econbiz.de/10011818364
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Bonferroni-based size-correction for nonstandard testing problems
McCloskey, Adam - In: Journal of econometrics 200 (2017) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10011897687
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Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet; Kock, Anders Bredahl - In: Journal of econometrics 203 (2018) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
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EL inference for partially identified models : large deviations optimality and bootstrap validity
Canay, Ivan A. - In: Journal of econometrics 156 (2010) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10008648802
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A new method of projection-based inference in GMM with weakly identified nuisance parameters
Chaudhuri, Saraswata; Zivot, Eric - In: Journal of econometrics 164 (2011) 2, pp. 239-251
Persistent link: https://www.econbiz.de/10009301935
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Estimation and inference for distribution functions and quantile functions in treatment effect models
Donald, Stephen G.; Hsu, Yu-Chin - In: Journal of econometrics 178 (2014) 1, pp. 383-397
Persistent link: https://www.econbiz.de/10010256214
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Nonparametric inference based on conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 179 (2014) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10010258282
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Weighted KS statistics for inference on conditional moment inequalities
Armstrong, Timothy B. - In: Journal of econometrics 181 (2014) 2, pp. 92-116
Persistent link: https://www.econbiz.de/10010473336