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Testing conditional moment restriction models using empirical likelihood
Berger, Yves G. - In: The econometrics journal 25 (2022) 2, pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
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Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine; Doukali, Mohamed - In: The econometrics journal 25 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
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Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
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A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao - In: The econometrics journal 16 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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Weighted composite quantile regression estimation of DTARCH models
Jiang, Jiancheng; Jiang, Xuejun; Song, Xinyuan - In: The econometrics journal 17 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010498763
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel; Härdle, Wolfgang; Spokojnyj, Vladimir G. - In: The econometrics journal 12 (2009) 2, pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
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Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan; Fiebig, Denzil G.; Cripps, Edward; Kohn, … - In: The econometrics journal 12 (2009) 2, pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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Identification and estimation of partially linear censored regression models with unknown heteroscedasticity
Zhang, Zhengyu; Liu, Bing - In: The econometrics journal 18 (2015) 2, pp. 242-273
Persistent link: https://www.econbiz.de/10011378496
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Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter; Zu, Yang - In: The econometrics journal 21 (2018) 2, pp. 87-113
Persistent link: https://www.econbiz.de/10012166602