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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
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Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich; Veliyev, Bezirgen - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao - In: The econometrics journal 19 (2016) 1, pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
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A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
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Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
Honoré, Bo E.; Hu, Luojia - In: The econometrics journal 21 (2018) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012166592
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Testing for constant correlation of filtered series under structural change
Demetrescu, Matei; Wied, Dominik - In: The econometrics journal 22 (2019) 1, pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
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A simple, graphical approach to comparing multiple treatments : editor's choice
Thompson, Brennan S.; Webb, Matthew - In: The econometrics journal 22 (2019) 2, pp. 188-205
Persistent link: https://www.econbiz.de/10012166727
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Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves - In: The econometrics journal 7 (2004) 1, pp. 32-54
Persistent link: https://www.econbiz.de/10002121938
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The tapered block bootstrap for general statistics from stationary sequences
Paparoditis, Efstathios; Politis, Dimitris N. - In: The econometrics journal 5 (2002) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10001683696
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Confidence sets based on inverting Anderson–Rubin tests
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 17 (2014) 2, pp. 39-58
Persistent link: https://www.econbiz.de/10010498734