A comparison of some robust, adaptive, and partially adaptive estimators of regression models

JOURNAL ARTICLE published January 1993 in Econometric Reviews

Authors: James B. Mcdonald | Steven B. White

Finite sample properties of adaptive regression estimators

JOURNAL ARTICLE published January 1995 in Econometric Reviews

Authors: Pin T. Ng

ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS

JOURNAL ARTICLE published 9 March 2005 in Econometric Reviews

Authors: Nikolay Gospodinov

RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS

JOURNAL ARTICLE published 9 March 2005 in Econometric Reviews

Authors: Stephen Bond | Frank Windmeijer

Pairwise Difference Estimators for Nonlinear Models

BOOK CHAPTER published 17 June 2005 in Identification and Inference for Econometric Models

Authors: Bo E. Honoré | James L. Powell

SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS

JOURNAL ARTICLE published October 2001 in Econometric Theory

Authors: Oliver Linton | Zhijie Xiao

Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators

BOOK CHAPTER published 17 June 2005 in Identification and Inference for Econometric Models

Authors: Hidehiko Ichimura | Oliver Linton

Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models

JOURNAL ARTICLE published March 1996 in Econometric Theory

Authors: Oliver Linton

Selection buasubg parameters in adaptive ridge regression estimators

JOURNAL ARTICLE published January 1992 in Econometric Reviews

Authors: Derrick S. Tracy | Anil K. Srivastava

Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models

JOURNAL ARTICLE published 25 November 2016 in Econometric Reviews

Authors: Ulrike Schneider

Median Unbiasedness of Estimators of Panel Data Censored Regression Models

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Jeffrey R. Campbell | Bo E. Honoré

DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS

JOURNAL ARTICLE published December 2015 in Econometric Theory

Authors: Lorenzo Camponovo

Valid Edgeworth Expansions of M-Estimators in Regression Models with Weakly Dependent Resfduals

JOURNAL ARTICLE published June 1996 in Econometric Theory

Authors: Masanobu Taniguchi | Madan L. Puri

Dynamic Regression Models

BOOK CHAPTER published 6 January 2000 in Bayesian Inference in Dynamic Econometric Models

Authors: Luc Bauwens | Michel Lubrano | Jean-François Richard

Robust Confidence Intervals for Autoregressive Coefficients Near One

BOOK CHAPTER published 17 June 2005 in Identification and Inference for Econometric Models

Authors: Samuel B. Thompson

SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS

JOURNAL ARTICLE published April 2020 in Econometric Theory

Authors: Stanislav Volgushev

OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS

JOURNAL ARTICLE published February 2004 in Econometric Theory

Authors: Samuel B. Thompson

INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS

JOURNAL ARTICLE published August 2019 in Econometric Theory

Authors: Xinyu Zhang | Chu-An Liu

SOLUTIONS: Equivalence between OLS and GLS Estimators for Linear Regression Models with AR(1) and MA(1) Errors

JOURNAL ARTICLE published June 1996 in Econometric Theory

Authors: S.K. Sapra

Testing for Weak Instruments in Linear IV Regression

BOOK CHAPTER published 17 June 2005 in Identification and Inference for Econometric Models

Authors: James H. Stock | Motohiro Yogo