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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesran, M. Hashem; Smith, L. Vanessa - In: Journal of econometrics 208 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
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Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi; Guo, Bin; Qiu, Yumou - In: Journal of econometrics 235 (2023) 2, pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
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Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Kock, Anders Bredahl - In: Journal of econometrics 195 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011705233
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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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Instrumental variables and the sign of the average treatment effect
Machado, Cecilia; Shaikh, Azeem M.; Vytlacil, Edward - In: Journal of econometrics 212 (2019) 2, pp. 522-555
Persistent link: https://www.econbiz.de/10012304090
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Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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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
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Testing for parameter instability in predictive regression models
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 204 (2018) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
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Testing super-diagonal structure in high dimensional covariance matrices
He, Jing; Chen, Song Xi - In: Journal of econometrics 194 (2016) 2, pp. 283-297
Persistent link: https://www.econbiz.de/10011705144