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Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness
Armstrong, Timothy B.; Kolesár, Michal - 2017
Persistent link: https://www.econbiz.de/10011797261
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A simple counterexample to the bootstrap
Andrews, Donald W. K. - 1997
Persistent link: https://www.econbiz.de/10000673157
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Inference and speci cation testing in threshold regression with endogeneity
Yu, Ping; Liao, Qin; Phillips, Peter C. B. - 2019 - This Version: November 2019
Persistent link: https://www.econbiz.de/10012131978
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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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Consistent testing for stochastic dominance : a subsampling approach
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-jae - 2002
Persistent link: https://www.econbiz.de/10001650718
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The block-block bootstrap : improved asymptotic refinements
Andrews, Donald W. K. - 2002
Persistent link: https://www.econbiz.de/10001671289
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Bootstrapping macroeconomic models
Fair, Ray C. - 2001
Persistent link: https://www.econbiz.de/10001637155
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On the number of bootstrap repetitions for BC a confidence intervals
Andrews, Donald W. K.; Buchinsky, Moshe - 2000
Persistent link: https://www.econbiz.de/10001453387
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Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K. - 2001 - Rev
Persistent link: https://www.econbiz.de/10001557980
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Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer; Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148145