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On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 3, pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
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Risk of Bayesian infernece in misspecified models, and the sandwich covariance matrix
Müller, Ulrich K. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 5, pp. 1805-1849
Persistent link: https://www.econbiz.de/10010230633
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A test for instrument validity
Kitagawa, Toru - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 5, pp. 2043-2063
Persistent link: https://www.econbiz.de/10011417104
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Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
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Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
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A practical two-step method for testing moment inequalities
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 5, pp. 1979-2002
Persistent link: https://www.econbiz.de/10011556973
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Poor (wo)man's bootstrap
Honoré, Bo E.; Hu, Luojia - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1277-1301
Persistent link: https://www.econbiz.de/10011791260
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Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 119-162
Persistent link: https://www.econbiz.de/10001647798
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391
Persistent link: https://www.econbiz.de/10001648114
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Consistent tests for stochastic dominance
Barrett, Garry F.; Donald, Stephen G. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 71-104
Persistent link: https://www.econbiz.de/10001731099