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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M. - In: The econometrics journal 12 (2009) 1, pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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Inference in limited dependent variable models robust to weak identification
Magnusson, Leandro M. - In: The econometrics journal 13 (2010) 3, pp. 56-79
Persistent link: https://www.econbiz.de/10009007400
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Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard; Kapetanios, George - In: The econometrics journal 16 (2013) 3, pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
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New inference methods for quantile regression based on resampling
Aguirre, Víctor M.; Domínguez, Manuel A. - In: The econometrics journal 16 (2013) 2, pp. 278-283
Persistent link: https://www.econbiz.de/10009783330
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Set inference in latent variables models
Henry, Marc; Mourifié, Ismael - In: The econometrics journal 16 (2013) 1, pp. 93-105
Persistent link: https://www.econbiz.de/10009722527
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Weak instrument inference in the presence of parameter instability
Li, Hong; Xiao, Zhijie - In: The econometrics journal 15 (2012) 3, pp. 395-419
Persistent link: https://www.econbiz.de/10009710136
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Statistical inference in the presence of heavy tails
Davidson, Russell - In: The econometrics journal 15 (2012) 1, pp. 31-53
Persistent link: https://www.econbiz.de/10009520552
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Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin; Dufour, Jean-Marie - In: The econometrics journal 17 (2014) 1, pp. 165-187
Persistent link: https://www.econbiz.de/10010498748
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Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
Andrews, Donald W. K.; Han, Sukjin - In: The econometrics journal 12 (2009), pp. 172-199
Persistent link: https://www.econbiz.de/10003876455
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Indirect inference in spatial autoregression
Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - In: The econometrics journal 20 (2017) 2, pp. 168-189
Persistent link: https://www.econbiz.de/10011757378