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Finite sample inference for quantile regression models
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Journal of econometrics 152 (2009) 2, pp. 93-103
Persistent link: https://www.econbiz.de/10003892693
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Instrumental quantile regression inference for structural and treatment effect models
Chernozhukov, Victor; Hansen, Christian Bailey - In: Journal of econometrics 132 (2006) 2, pp. 491-525
Persistent link: https://www.econbiz.de/10003348786
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Instrumental variable quantile regression : a robust inference approach
Chernozhukov, Victor; Hansen, Christian Bailey - In: Journal of econometrics 142 (2008) 1, pp. 379-398
Persistent link: https://www.econbiz.de/10003608207
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Variable selection in panel models with breaks
Smith, Simon C.; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 212 (2019) 1, pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
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Likelihood ratio testing in linear state space models : an application to dynamic stochastic general equilibrium models
Komunjer, Ivana; Zhu, Yinchu - In: Journal of econometrics 218 (2020) 2, pp. 561-586
Persistent link: https://www.econbiz.de/10012483171
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Conditional rotation between forecasting models
Zhu, Yinchu; Timmermann, Allan - In: Journal of econometrics 231 (2022) 2, pp. 329-347
Persistent link: https://www.econbiz.de/10013464796
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Comparing forecasting performance in cross-sections
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
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Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 200 (2017) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
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Efficient estimation of approximate factor models via penalized maximum likelihood
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 191 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011594307
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Risks of large portfolios
Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng - In: Journal of econometrics 186 (2015) 2, pp. 367-387
Persistent link: https://www.econbiz.de/10011349458