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Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian; Tu, Yundong - In: Journal of econometrics 219 (2020) 1, pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
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Estimation for double-nonlinear cointegration
Lin, Yingqian; Tu, Yundong; Yao, Qiwei - In: Journal of econometrics 216 (2020) 1, pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
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Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Han, Dongxiao; Huang, Jian; Lin, Yuanyuan; Shen, Guohao - In: Journal of econometrics 230 (2022) 2, pp. 416-431
Persistent link: https://www.econbiz.de/10013464038