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Dynamics of fiscal financing in the United States
Leeper, Eric M.; Plante, Michael; Traum, Nora - In: Journal of econometrics 156 (2010) 2, pp. 304-321
Persistent link: https://www.econbiz.de/10008648814
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Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 95 (2000) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - In: Journal of econometrics 180 (2014) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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Specification tests for the propensity score
Sant'Anna, Pedro H. C.; Song, Xiaojun - In: Journal of econometrics 210 (2019) 2, pp. 379-404
Persistent link: https://www.econbiz.de/10012303538
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Beliefs about public debt and the demand for government spending
Roth, Christopher; Settele, Sonja; Wohlfart, Johannes - In: Journal of econometrics 231 (2022) 1, pp. 165-187
Persistent link: https://www.econbiz.de/10013441975
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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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Smoothed quantile regression with large-scale inference
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
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Uniform confidence bands for nonparametric errors-in-variables regression
Kato, Kengo; Sasaki, Yuya - In: Journal of econometrics 213 (2019) 2, pp. 516-555
Persistent link: https://www.econbiz.de/10012304583
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Inference on the tail process with application to financial time series modeling
Davis, Richard A.; Drees, Holger; Segers, Johan; … - In: Journal of econometrics 205 (2018) 2, pp. 508-525
Persistent link: https://www.econbiz.de/10012110330