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Robust inference with GMM estimators
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10001545114
Saved in:
2
Robust estimators for simultaneous equations models
Krishnakumar, Jayalakshmi
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 295-314
Persistent link: https://www.econbiz.de/10001219973
Saved in:
3
Saddlepoint approximations for short and long memory time series : a frequency domain approach
La Vecchia, Davide
;
Ronchetti, Elvezio
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 578-592
Persistent link: https://www.econbiz.de/10012304589
Saved in:
4
Robust efficient method of moments
Ortelli, Claudio
;
Trojani, Fabio
- In:
Journal of econometrics
128
(
2005
)
1
,
pp. 69-97
Persistent link: https://www.econbiz.de/10003002292
Saved in:
5
Robust subsampling
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
Saved in:
6
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
Saved in:
7
Robust estimators for simultaneous equations models
Krishnakumar, J.
;
Ronchetti, E.
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 295-314
Persistent link: https://www.econbiz.de/10006792588
Saved in:
8
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10008143207
Saved in:
9
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008898208
Saved in:
10
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
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