Narrow search
Showing 1 - 10 of 2,037
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A fast resample method for parametric and semiparametric models
Armstrong, Timothy B.; Bertanha, Marinho; Hong, Han - In: Journal of econometrics 179 (2014) 2, pp. 128-133
Persistent link: https://www.econbiz.de/10010372656
Cover Image
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - In: Journal of econometrics 189 (2015) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
Cover Image
On the bootstrap for Moran’s I test for spatial dependence
Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 184 (2015) 2, pp. 295-314
Persistent link: https://www.econbiz.de/10011339326
Cover Image
LM tests of spatial dependence based on bootstrap critical values
Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10011339908
Cover Image
Bootstrapping the GMM overidentification test under first-order underidentification
Dovonon, Prosper; Gonçalves, Sílvia - In: Journal of econometrics 201 (2017) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10011917415
Cover Image
Mixed-scale jump regressions with bootstrap inference
Li, Jia; Todorov, Viktor; Tauchen, George Eugene; Chen, Rui - In: Journal of econometrics 201 (2017) 2, pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Cover Image
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 196 (2017) 1, pp. 144-155
Persistent link: https://www.econbiz.de/10011743789