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Consistent estimation of linear regression models using matched data
Hirukawa, Masayuki; Prokhorov, Artem - In: Journal of econometrics 203 (2018) 2, pp. 344-358
Persistent link: https://www.econbiz.de/10011974687
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How useful is yet another data-driven bandwidth in long-run variance estimation? : a simulation study on cointegrating regressions
Hirukawa, Masayuki - In: Economics letters 111 (2011) 2, pp. 170-172
Persistent link: https://www.econbiz.de/10009242383
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Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Drukker, David M.; Liu, Di - In: Econometric reviews 41 (2022) 9, pp. 1047-1076
Persistent link: https://www.econbiz.de/10013364941
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A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
Murtazashvili, Irina; Wooldridge, Jeffrey M. - In: Journal of econometrics 190 (2016) 2, pp. 252-266
Persistent link: https://www.econbiz.de/10011592263
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The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of banking & finance 36 (2012) 4, pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825