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Isotonic regression discontinuity designs
Babii, Andrii; Kumar, Rohit - In: Journal of econometrics 234 (2023) 2, pp. 371-393
Persistent link: https://www.econbiz.de/10014434339
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Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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Specification analysis of linear quantile models
Escanciano, J. C.; Goh, Chuan - In: Journal of econometrics 178 (2014) 1, pp. 495-507
Persistent link: https://www.econbiz.de/10010256888
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Nonparametric analysis of covariance
Dette, Holger; Neumeyer, Natalie - 2000
In the problem of testing the equality of k regression curves from independent samples we discuss three methods using nonparametric estimation techniques of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the...
Persistent link: https://www.econbiz.de/10009783010
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Threshold regression with endogeneity
Yu, Ping; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464133
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Regression discontinuity designs with unknown discontinuity points : testing and estimation
Porter, Jack; Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 132-147
Persistent link: https://www.econbiz.de/10011502510
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Inference for time series regression models with weakly dependent and heteroscedastic errors
Rho, Yeonwoo; Shao, Xiaofeng - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 444-457
Persistent link: https://www.econbiz.de/10011391388
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International stock return predictability : evidence from new statistical tests
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
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Sustainability of European fiscal balances : just a statistical artifact?
Rengel, Malte - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1681-1712
Persistent link: https://www.econbiz.de/10012219682
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Modified variance ratio test for autocorrelation in the presence of heteroskedasticity
Chand, Sohail; Aftab, Nuzhat - In: The Lahore journal of economics 23 (2018) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011980462