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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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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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Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming; Hsu, Yu-Chin; Kuan, Chung-ming - In: The econometrics journal 18 (2015) 1, pp. 95-116
Persistent link: https://www.econbiz.de/10011345990
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Testing for structural change under non-stationary variances
Xu, Ke-Li - In: The econometrics journal 18 (2015) 2, pp. 274-305
Persistent link: https://www.econbiz.de/10011378499
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Double/debiased machine learning for logistic partially linear model
Liu, Molei; Zhang, Yi; Zhou, Doudou - In: The econometrics journal 24 (2021) 3, pp. 559-588
Persistent link: https://www.econbiz.de/10012620738
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Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
Calonico, Sebastian; Cattaneo, Matias D.; Farrell, Max H. - In: The econometrics journal 23 (2020) 2, pp. 192-210
Persistent link: https://www.econbiz.de/10012236234
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Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals
He, Yang; Bartalotti, Otávio - In: The econometrics journal 23 (2020) 2, pp. 211-231
Persistent link: https://www.econbiz.de/10012236235
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Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil; Peters, Jonas - In: The econometrics journal 25 (2022) 2, pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
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Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
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Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760