Threshold effects in non-dynamic panels: Estimation, testing, and inference

JOURNAL ARTICLE published December 1999 in Journal of Econometrics

Authors: Bruce E. Hansen

Robust estimation and inference in panels with interactive fixed effects

REPORT published 7 July 2023

An Implementation of Empirical Bayesian Inference and Non-Null Bootstrapping for Threshold Selection and Power Estimation in Multiple and Single Statistical Testing

POSTED CONTENT published

Authors: Bahman Nasseroleslami

Fixed-b Estimation and Inference in Heterogenous Dynamic Cointegrated Panels

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Samuel J. Sender

Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures

JOURNAL ARTICLE published 11 August 2022 in Econometrics

Research funded by National Natural Science Foundation of China (11861014) | Guangxi Natural Science Foundation (2020JJA110013,2018GXNSFBA281185)

Authors: Shiyun Cao | Qiankun Zhou

On the estimation and inference of a cointegrated regression in panel data

BOOK CHAPTER published in Advances in Econometrics

Authors: Chihwa Kao | Min-Hsien Chiang

Threshold Effects of Capital Account Liberalization on Productivity: Bootstrap Method in Non-dynamic Panels

JOURNAL ARTICLE published September 2018 in Wireless Personal Communications

Research funded by National Social Science Foundation of China (15ZDC020,15BJY172) | National Natural Science Foundation of China (71373187)

Authors: Chun Jiang | Pei Zhang

Estimation and inference for heavy-tailed threshold time series models

DISSERTATION published

Authors: Yaxing Yang

Inference and testing breaks in large dynamic panels with strong cross sectional dependence

JOURNAL ARTICLE published February 2017 in Journal of Econometrics

Authors: Javier Hidalgo | Marcia Schafgans

Estimation and inference for multivariate heavey-tailed and threshold time series models

DISSERTATION published

Authors: Feifei Guo

Parametric Inference and Dynamic State Recovery from Option Panels

REPORT published May 2012

Authors: Torben Andersen | Nicola Fusari | Viktor Todorov

Hypothesis Testing and Asymptotic Covariance Matrix Estimation

BOOK CHAPTER published 30 September 1994 in Estimation, Inference and Specification Analysis

Statistical inference and hypothesis testing for change-point and threshold in time series models

DISSERTATION published

Authors: Zhaoxing Gao

Information Matrix Testing

BOOK CHAPTER published 30 September 1994 in Estimation, Inference and Specification Analysis

Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence

JOURNAL ARTICLE published 2023 in Quantitative Economics

Authors: Vira Semenova | Matt Goldman | Victor Chernozhukov | Matt Taddy

Non-adaptive algorithms for threshold group testing with consecutive positives

JOURNAL ARTICLE published 27 April 2023 in Information and Inference: A Journal of the IMA

Authors: Thach V Bui | Jonathan Scarlett

On the estimation and testing of some threshold models

DISSERTATION published

Authors: Xuan Zhou

Estimation Accuracy

BOOK CHAPTER published 5 August 2010 in Large-Scale Inference

Median-Unbiased Estimation in Fixed-Effects Dynamic Panels

JOURNAL ARTICLE published 1999 in Annales d'Économie et de Statistique

Significance Testing Algorithms

BOOK CHAPTER published 5 August 2010 in Large-Scale Inference