Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Donald W. K. Andrews | Sukjin Han

Estimation of discrete games with correlated types

JOURNAL ARTICLE published October 2014 in The Econometrics Journal

Authors: Haiqing Xu

Simulated maximum likelihood estimation in transition models

JOURNAL ARTICLE published 1 June 1998 in The Econometrics Journal

Authors: Thierry Kamionka

Semiparametric estimation of Value at Risk

JOURNAL ARTICLE published 1 December 2003 in The Econometrics Journal

Authors: Jianqing Fan | Juan Gu

An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy

JOURNAL ARTICLE published 1 December 1998 in The Econometrics Journal

Authors: Zhijie Xiao | Peter C.B. Phillips

Are apparent findings of nonlinearity due to structural instability in economic time series?

JOURNAL ARTICLE published 1 June 2001 in The Econometrics Journal

Authors: Gary Koop | Simon M. Potter

More reliable inference for the dissimilarity index of segregation

JOURNAL ARTICLE published February 2015 in The Econometrics Journal

Research funded by Economic and Social Research Council (RES-343-28-0001) | European Research Council (DEVHEALTH-269874)

Authors: Rebecca Allen | Simon Burgess | Russell Davidson | Frank Windmeijer

Nonparametric bootstrap tests for independence of generalized errors

JOURNAL ARTICLE published 1 February 2016 in The Econometrics Journal

Research funded by National Natural Science Foundation of China (71401140)

Authors: Zaichao Du

On the impact of error cross-sectional dependence in short dynamic panel estimation

JOURNAL ARTICLE published March 2009 in Econometrics Journal

Authors: Vasilis Sarafidis | Donald Robertson

Influential observations in cointegrated VAR models: Danish money demand 1973–2003

JOURNAL ARTICLE published March 2008 in The Econometrics Journal

Authors: Heino Bohn Nielsen

K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables

JOURNAL ARTICLE published July 2008 in Econometrics Journal

Authors: Rui Li | Guan Gong

Constructive data mining: modeling consumers' expenditurein Venezuela

JOURNAL ARTICLE published December 1999 in The Econometrics Journal

Authors: Julia Campos | Neil R. Ericsson

Discrete endogenous variables in weakly separable models

JOURNAL ARTICLE published 1 June 2012 in The Econometrics Journal

Authors: Sung Jae Jun | Joris Pinkse | Haiqing Xu

Explicit minimal representation of variance matrices, and its implication for dynamic volatility models

JOURNAL ARTICLE published 10 January 2023 in The Econometrics Journal

Authors: Karim M Abadir

BUGS for a Bayesian analysis of stochastic volatility models

JOURNAL ARTICLE published 1 December 2000 in The Econometrics Journal

Authors: Renate Meyer | Jun Yu

Robust modelling of DTARCH models

JOURNAL ARTICLE published 1 July 2005 in The Econometrics Journal

Authors: Yer Van Hui | Jiancheng Jiang

CCE in heterogenous fixed-T panels

JOURNAL ARTICLE published 14 September 2022 in The Econometrics Journal

Authors: Joakim Westerlund | Yousef Kaddoura

Multi-tail generalized elliptical distributions for asset returns

JOURNAL ARTICLE published July 2009 in Econometrics Journal

Authors: Sebastian Kring | Svetlozar T. Rachev | Markus Höchstötter | Frank J. Fabozzi | Michele Leonardo Bianchi

Heterogeneity in dynamic discrete choice models

JOURNAL ARTICLE published 1 February 2010 in The Econometrics Journal

Authors: Martin Browning | Jesus M. Carro

Double/debiased machine learning for logistic partially linear model

JOURNAL ARTICLE published 10 September 2021 in The Econometrics Journal

Authors: Molei Liu | Yi Zhang | Doudou Zhou