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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 232 (2023) 2, pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
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Large dimensional latent factor modeling with missing observations and applications to causal inference
Xiong, Ruoxuan; Pelger, Markus - In: Journal of econometrics 233 (2023) 1, pp. 271-301
Persistent link: https://www.econbiz.de/10014341054
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Synthetic learner : model-free inference on treatments over time
Viviano, Davide; Bradic, Jelena - In: Journal of econometrics 234 (2023) 2, pp. 691-713
Persistent link: https://www.econbiz.de/10014434362
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Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis; Luo, Ye; Spindler, Martin; Wang, Zigan - In: Journal of econometrics 234 (2023) 2, pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
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Identification-robust nonparametric inference in a linear IV model
Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 235 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014434375
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On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
Van de Sijpe, Nicolas; Windmeijer, Frank - In: Journal of econometrics 235 (2023) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10014434384
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Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
Guo, Xu; Li, Runze; Liu, Jingyuan; Zeng, Mudong - In: Journal of econometrics 235 (2023) 1, pp. 166-179
Persistent link: https://www.econbiz.de/10014434388
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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
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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - In: Journal of econometrics 234 (2023) 1, pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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Sequential conditional correlations : inference and evaluation
Palandri, Alessandro - In: Journal of econometrics 153 (2009) 2, pp. 122-132
Persistent link: https://www.econbiz.de/10003920281