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Reduced forms and weak instrumentation

Phillips, Peter C. B. - In: Econometric reviews 36 (2017) 6/9, pp. 818-839

Persistent link: https://www.econbiz.de/10011795504

New distribution theory for the estimation of structural break point in mean

Jiang, Liang; Wang, XiaoHu; Yu, Jun - In: Journal of econometrics 205 (2018) 1, pp. 156-176

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In-fill asymptotic theory for structural break point in autoregressions

Jiang, Liang; Wang, Xiaohu; Yu, Jun - In: Econometric reviews 40 (2021) 4, pp. 359-386

Persistent link: https://www.econbiz.de/10012515605

The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model

Forchini, Giovanni; Jiang, Bin - In: Econometric reviews 38 (2019) 2, pp. 208-247

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Unit root tests considering initial values and a concise method for computing powers

Hitomi, Kohtaro; Jin, Jianwei; Nagai, Keiji; Nishiyama, … - 2022

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Conditional inference with a functional nuisance parameter

Andrews, Isaiah; Mikusheva, Anna - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1571-1612

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Statistical decision functions with judgment

Manganelli, Simone - 2021

A decision maker tests whether the gradient of the loss function evaluated at a judgmental decision is zero. If the test does not reject, the action is the judgmental decision. If the test rejects, the action sets the gradient equal to the boundary of the rejection region. This statistical...

Persistent link: https://www.econbiz.de/10012418852

Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model

Bartolucci, Francesco; Nigro, Valentina; Pigini, Claudia - In: Econometric reviews 37 (2018) 1/5, pp. 61-88

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Efficient size correct subset inference in homoskedastic linear instrumental variables regression

Kleibergen, Frank - In: Journal of econometrics 221 (2021) 1, pp. 78-96

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The statistics of time varying cross-sectional information coefficients

Ding, Zhuanxin; Sun, Yixiao - In: The journal of asset management : a major new, … 24 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013556592