42
H index
67
i10 index
12753
Citations
Yale University (50% share) | 42 H index 67 i10 index 12753 Citations RESEARCH PRODUCTION: 83 Articles 109 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Donald W. K. Andrews. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometrica | 35 |
Journal of Econometrics | 18 |
Econometric Theory | 15 |
Journal of Business & Economic Statistics | 5 |
Review of Economic Studies | 4 |
Working Papers Series with more than one paper published | # docs |
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Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 102 |
Yale School of Management Working Papers / Yale School of Management | 2 |
Year | Title of citing document | |
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2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16. Full description at Econpapers || Download paper | |
2020 | Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/010. Full description at Econpapers || Download paper | |
2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Adeosun, Opeoluwa A ; Fagbemi, Fisayo ; Oladejo, Babafemi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099. Full description at Econpapers || Download paper | |
2020 | Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2020). Kim, Hyeongwoo ; Lin, Ying ; Thompson, Henry. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-03. Full description at Econpapers || Download paper | |
2020 | Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04. Full description at Econpapers || Download paper | |
2020 | Semiparametric Identification and Estimation of Discrete Choice Models for Bundles. (2020). Yang, Thomas Tao ; Ouyang, FU ; Zhang, Hanghui. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2020-672. Full description at Econpapers || Download paper | |
2020 | Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02. Full description at Econpapers || Download paper | |
2020 | On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03. Full description at Econpapers || Download paper | |
2020 | Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05. Full description at Econpapers || Download paper | |
2020 | Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934. Full description at Econpapers || Download paper | |
2020 | Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010. Full description at Econpapers || Download paper | |
2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099. Full description at Econpapers || Download paper | |
2020 | Investments of publicly traded versus privately held firms: evidence from stranded growth options in the U.S. shale gas industry.. (2020). Zaynutdinova, Gulnara ; Elbakidze, Levan ; Mugabe, Douglas. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304361. Full description at Econpapers || Download paper | |
2020 | Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769. Full description at Econpapers || Download paper | |
2020 | Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037. Full description at Econpapers || Download paper | |
2020 | Populist Leaders and the Economy. (2020). Funke, Manuel ; Trebesch, Christoph ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:036. Full description at Econpapers || Download paper | |
2020 | Is Tourism a Key Factor for Economic Growth? Fresh Evidence from South Europe Using Panel Cointegration and PVAR Analyses. (2020). Kostakis, Ioannis. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:123-138. Full description at Econpapers || Download paper | |
2020 | Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161. Full description at Econpapers || Download paper | |
2020 | The Relationship between Unemployment Rates and Renewable Energy Consumption: Evidence from Fourier ADL Cointegration Test. (2020). Author-Nameemel, Veli Yilanci. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:8:y:2020:i:1:p:17-28. Full description at Econpapers || Download paper | |
2020 | Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28. Full description at Econpapers || Download paper | |
2020 | Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977. Full description at Econpapers || Download paper | |
2020 | Towards a General Large Sample Theory for Regularized Estimators. (2019). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248. Full description at Econpapers || Download paper | |
2020 | An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089. Full description at Econpapers || Download paper | |
2020 | Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332. Full description at Econpapers || Download paper | |
2021 | Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871. Full description at Econpapers || Download paper | |
2020 | Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1804.00232. Full description at Econpapers || Download paper | |
2020 | Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1806.00666. Full description at Econpapers || Download paper | |
2020 | State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
2020 | Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338. Full description at Econpapers || Download paper | |
2020 | Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387. Full description at Econpapers || Download paper | |
2020 | Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180. Full description at Econpapers || Download paper | |
2020 | Prices, Profits, and Production: Identification and Counterfactuals. (2019). Kashaev, Nail ; Aguiar, Victor ; Allen, Roy. In: Papers. RePEc:arx:papers:1810.04697. Full description at Econpapers || Download paper | |
2020 | Limit Theorems for Network Dependent Random Variables. (2019). Marmer, Vadim ; Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:1903.01059. Full description at Econpapers || Download paper | |
2020 | Exact Testing of Many Moment Inequalities Against Multiple Violations. (2019). Bekker, Paul ; Koning, Nick. In: Papers. RePEc:arx:papers:1904.12775. Full description at Econpapers || Download paper | |
2020 | Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation. (2019). Apfel, Nicolas. In: Papers. RePEc:arx:papers:1907.00222. Full description at Econpapers || Download paper | |
2021 | Heterogeneous Choice Sets and Preferences. (2019). Teitelbaum, Joshua ; Molinari, Francesca ; Barseghyan, Levon ; Coughlin, Maura. In: Papers. RePEc:arx:papers:1907.02337. Full description at Econpapers || Download paper | |
2020 | A Simple Uniformly Valid Test for Inequalities. (2019). Shi, Xiaoxia ; Cox, Gregory. In: Papers. RePEc:arx:papers:1907.06317. Full description at Econpapers || Download paper | |
2020 | A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821. Full description at Econpapers || Download paper | |
2020 | Constraint Qualifications in Partial Identification. (2019). Stoye, Jörg ; Kaido, Hiroaki ; Molinari, Francesca. In: Papers. RePEc:arx:papers:1908.09103. Full description at Econpapers || Download paper | |
2020 | Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478. Full description at Econpapers || Download paper | |
2020 | Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2019). Kang, Byunghoon. In: Papers. RePEc:arx:papers:1909.12162. Full description at Econpapers || Download paper | |
2021 | A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689. Full description at Econpapers || Download paper | |
2020 | The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529. Full description at Econpapers || Download paper | |
2020 | A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867. Full description at Econpapers || Download paper | |
2020 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
2020 | Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586. Full description at Econpapers || Download paper | |
2020 | Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Papers. RePEc:arx:papers:2002.09982. Full description at Econpapers || Download paper | |
2020 | Econometric issues with Laubach and Williams estimates of the natural rate of interest. (2020). Buncic, Daniel. In: Papers. RePEc:arx:papers:2002.11583. Full description at Econpapers || Download paper | |
2020 | Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682. Full description at Econpapers || Download paper | |
2020 | A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity. (2020). Laage, Louise. In: Papers. RePEc:arx:papers:2003.09367. Full description at Econpapers || Download paper | |
2020 | Multi-frequency-band tests for white noise under heteroskedasticity. (2020). Zhu, Ke ; Liu, Mengya. In: Papers. RePEc:arx:papers:2004.09161. Full description at Econpapers || Download paper | |
2020 | Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445. Full description at Econpapers || Download paper | |
2020 | Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929. Full description at Econpapers || Download paper | |
2021 | A Negative Correlation Strategy for Bracketing in Difference-in-Differences with Application to the Effect of Voter Identification Laws on Voter Turnout. (2020). Small, Dylan S ; Hasegawa, Raiden ; Keele, Luke ; Ye, Ting. In: Papers. RePEc:arx:papers:2006.02423. Full description at Econpapers || Download paper | |
2020 | Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780. Full description at Econpapers || Download paper | |
2020 | A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity. (2020). Candelaria, Luis E. In: Papers. RePEc:arx:papers:2007.05403. Full description at Econpapers || Download paper | |
2020 | On the Size Control of the Hybrid Test for Predictive Ability. (2020). Kim, Deborah. In: Papers. RePEc:arx:papers:2008.02318. Full description at Econpapers || Download paper | |
2020 | Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares. (2020). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Papers. RePEc:arx:papers:2008.05507. Full description at Econpapers || Download paper | |
2020 | Inference for Moment Inequalities: A Constrained Moment Selection Procedure. (2020). Walker, Christopher D ; Tabri, Rami V. In: Papers. RePEc:arx:papers:2008.09021. Full description at Econpapers || Download paper | |
2020 | Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395. Full description at Econpapers || Download paper | |
2020 | Better Lee Bounds. (2020). Semenova, Vira. In: Papers. RePEc:arx:papers:2008.12720. Full description at Econpapers || Download paper | |
2020 | Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042. Full description at Econpapers || Download paper | |
2020 | Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436. Full description at Econpapers || Download paper | |
2020 | Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2020 | The Frisch--Waugh--Lovell Theorem for Standard Errors. (2020). Ding, Peng. In: Papers. RePEc:arx:papers:2009.06621. Full description at Econpapers || Download paper | |
2020 | Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341. Full description at Econpapers || Download paper | |
2020 | Valid t-ratio Inference for IV. (2020). Porter, Jack ; Moreira, Marcelo J ; McCrary, Justin ; Lee, David L. In: Papers. RePEc:arx:papers:2010.05058. Full description at Econpapers || Download paper | |
2020 | Simple Misspecification Adaptive Inference for Interval Identified Parameters. (2020). Stoye, Jörg. In: Papers. RePEc:arx:papers:2010.10484. Full description at Econpapers || Download paper | |
2020 | A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961. Full description at Econpapers || Download paper | |
2020 | Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373. Full description at Econpapers || Download paper | |
2020 | Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. (2020). Masini, Ricardo P ; Fan, Jianqing ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2011.03996. Full description at Econpapers || Download paper | |
2020 | Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions. (2020). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:2011.06416. Full description at Econpapers || Download paper | |
2021 | Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753. Full description at Econpapers || Download paper | |
2020 | A Generalized Focused Information Criterion for GMM. (2020). Ditraglia, Francis J ; Chang, Minsu. In: Papers. RePEc:arx:papers:2011.07085. Full description at Econpapers || Download paper | |
2020 | Identifying the effect of a mis-classified, binary, endogenous regressor. (2020). Garcia-Jimeno, Camilo ; Ditraglia, Francis J. In: Papers. RePEc:arx:papers:2011.07272. Full description at Econpapers || Download paper | |
2020 | A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029. Full description at Econpapers || Download paper | |
2020 | Nonparametric instrumental regression with right censored duration outcomes. (2020). VanKeilegom, Ingrid ; FLORENS, Jean-Pierre ; Beyhum, Jad ; van Keilegom, Ingrid. In: Papers. RePEc:arx:papers:2011.10423. Full description at Econpapers || Download paper | |
2020 | Policy Transforms and Learning Optimal Policies. (2020). Russell, Thomas M. In: Papers. RePEc:arx:papers:2012.11046. Full description at Econpapers || Download paper | |
2020 | Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222. Full description at Econpapers || Download paper | |
2020 | Almost Similar Tests for Mediation Effects and other Hypotheses with Singularities. (2020). van Garderen, Kees Jan ; vanGARDEREN, KeesJan ; van Giersbergen, Noud. In: Papers. RePEc:arx:papers:2012.11342. Full description at Econpapers || Download paper | |
2020 | Quantile regression with generated dependent variable and covariates. (2020). Bhattacharya, Jayeeta. In: Papers. RePEc:arx:papers:2012.13614. Full description at Econpapers || Download paper | |
2020 | Analysis of Randomized Experiments with Network Interference and Noncompliance. (2020). Kim, Bora. In: Papers. RePEc:arx:papers:2012.13710. Full description at Econpapers || Download paper | |
2021 | Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087. Full description at Econpapers || Download paper | |
2021 | Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562. Full description at Econpapers || Download paper | |
2021 | Uncertainty Network Risk and Currency Returns. (2021). BarunÃk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738. Full description at Econpapers || Download paper | |
2021 | A test of non-identifying restrictions and confidence regions for partially identified parameters. (2021). Henry, Marc ; Galichon, Alfred. In: Papers. RePEc:arx:papers:2102.04151. Full description at Econpapers || Download paper | |
2021 | Inference on two component mixtures under tail restrictions. (2021). Jochmans, Koen ; Henry, Marc ; Salani, Bernard. In: Papers. RePEc:arx:papers:2102.06232. Full description at Econpapers || Download paper | |
2021 | The Relationship between Energy Transition, Industrialization and Employment: A GMM Panel Var Approach. (2021). Guivis, Nkemgha Zeufack ; Poumie, Boker. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:15-28. Full description at Econpapers || Download paper | |
2020 | Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models. (2020). Ganapati, Sharat ; Arkolakis, Costas ; Ado, Rodrigo. In: Working Papers. RePEc:bfi:wpaper:2020-161. Full description at Econpapers || Download paper | |
2020 | What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03. Full description at Econpapers || Download paper | |
2020 | Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers. (2020). Raviv, Alon ; Levy, Daniel ; Mayer, Tamir. In: Working Papers. RePEc:biu:wpaper:2020-01. Full description at Econpapers || Download paper | |
2020 | Testing the nexus between renewable energy consumption and environmental quality in Nigeria: The role of broadâ€based financial development. (2020). Dabwor, Dalis T ; Goshit, Gideon G ; Iorember, Paul Terhemba. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:2:p:163-175. Full description at Econpapers || Download paper | |
2020 | Demande extérieure et offre agricole de long terme: Cas des noix de cajou dans lUnion Economique et Monétaire Ouest?Africaine (UEMOA). (2020). Oloukoi, Laurent. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:486-498. Full description at Econpapers || Download paper | |
2020 | Monetary base and federal government debt in the longâ€run: A nonâ€linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184. Full description at Econpapers || Download paper | |
2020 | EVOLUTION OF COMMUNITY DETERRENCE: EVIDENCE FROM THE NATIONAL HOCKEY LEAGUE. (2020). Strazicich, Mark ; Groothuis, Peter ; Depken, Craig A. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:2:p:289-303. Full description at Econpapers || Download paper | |
2020 | The Gains from Catchâ€up for China and the USA: An Empirical Framework. (2020). Osborn, Denise ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:350-365. Full description at Econpapers || Download paper | |
2020 | Idiosyncratic momentum and the crossâ€section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627. Full description at Econpapers || Download paper | |
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2000 | On the Number of Bootstrap Repetitions for BC_a Confidence Intervals.(2000) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2002 | EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS In: Econometric Theory. [Full Text][Citation analysis] | article | 16 |
2000 | Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics.(2000) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
1985 | A Zero-One Result for the Least Squares Estimator In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
1984 | A Zero-One Result for the Least Squares Estimator.(1984) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2005 | VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2002 | Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series.(2002) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2007 | RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
2006 | Rank Tests for Instrumental Variables Regression with Weak Instruments.(2006) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2009 | VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES In: Econometric Theory. [Full Text][Citation analysis] | article | 83 |
2007 | Validity of Subsampling and Plug-in Asymptotic Inference for Parameters Defined by Moment Inequalities.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
2010 | ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 44 |
2014 | GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2011 | GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2013 | GMM Estimation and Uniform Subvector Inference with Possible Identification Failure.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
1987 | Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
1987 | Asymptotic Results for Generalized Wald Tests In: Econometric Theory. [Full Text][Citation analysis] | article | 67 |
1986 | Asymptotic Results for Generalized Wald Tests.(1986) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
1988 | Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 97 |
1989 | A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1990 | Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
1989 | Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality.(1989) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
1992 | Generic Uniform Convergence In: Econometric Theory. [Full Text][Citation analysis] | article | 77 |
1990 | Generic Uniform Convergence.(1990) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
1992 | Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1306 |
1994 | Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative..(1994) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1306 | article | |
1992 | Optimal Changepoint Tests for Normal Linear Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 133 |
1996 | Optimal changepoint tests for normal linear regression.(1996) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | article | |
1992 | An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1992 | Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1992 | The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
1994 | The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests..(1994) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
1993 | Nonlinear Econometric Models with Deterministically Trending Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
1995 | Nonlinear Econometric Models with Deterministically Trending Variables.(1995) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
1993 | Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1993 | Empirical Process Methods in Econometrics In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1986 | Empirical process methods in econometrics.(1986) In: Handbook of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | chapter | |
1994 | Hypothesis Testing with a Restricted Parameter Space In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
1998 | Hypothesis testing with a restricted parameter space.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
1994 | Testing for Serial Correlation Against an ARMA(1,1) Process In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1996 | A Conditional Kolmogorov Test In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 137 |
1997 | A Conditional Kolmogorov Test.(1997) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 137 | article | |
1996 | Semiparametric Estimation of a Sample Selection Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1996 | A Stopping Rule for the Computation of Generalized Method of Moments Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1997 | A Stopping Rule for the Computation of Generalized Method of Moments Estimators.(1997) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 9 | article | |
1996 | Tests of Seasonal and Non-Seasonal Serial Correlation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1997 | Consistent Moment Selection Procedures for Generalized Method of Moments Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 124 |
1999 | Consistent Moment Selection Procedures for Generalized Method of Moments Estimation.(1999) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 124 | article | |
1997 | Estimation When a Parameter Is on a Boundary: Theory and Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1997 | A Simple Counterexample to the Bootstrap In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Testing When a Parameter Is on the Boundary of the Maintained Hypothesis In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 159 |
2001 | Testing When a Parameter Is on the Boundary of the Maintained Hypothesis..(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 159 | article | |
1999 | Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 75 |
2001 | Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators.(2001) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2002 | Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators.(2002) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 75 | article | |
1999 | Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
2003 | A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter.(2003) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 68 | article | |
2001 | Local Polynomial Whittle Estimation of Long-range Dependence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2001 | Higher-order Improvements of the Parametric Bootstrap for Markov Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2002 | End-of-Sample Instability Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
2003 | End-of-Sample Instability Tests.(2003) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 86 | article | |
2002 | The Block-block Bootstrap: Improved Asymptotic Refinements In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2004 | the Block-Block Bootstrap: Improved Asymptotic Refinements.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2002 | Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2006 | Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2003 | End-of-Sample Cointegration Breakdown Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2004 | End-of-Sample Conintegratio Breakdown Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2004 | End-of-Sample Cointegration Breakdown Tests.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2003 | Cross-section Regression with Common Shocks In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 154 |
2005 | Cross-Section Regression with Common Shocks.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | article | |
2004 | Cross-section Regression with Common Shocks.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2005 | Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2008 | Exactly distribution-free inference in instrumental variables regression with possibly weak instruments.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2005 | Inference with Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2005 | Inference with Weak Instruments.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2007 | The Limit of Finite-Sample Size and a Problem with Subsampling In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | The Limit of Finite-Sample Size and a Problem with Subsampling.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2007 | Hybrid and Size-Corrected Subsample Methods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Applications of Subsampling, Hybrid, and Size-Correction Methods In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | Applications of subsampling, hybrid, and size-correction methods.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2007 | Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 187 |
2010 | Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection.(2010) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | article | |
2008 | Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2010) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2008 | Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 78 |
2011 | Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2012 | Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
2010 | Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 78 |
2011 | Inference Based on Conditional Moment Inequalities.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2012 | Inference Based on Conditional Moment Inequalities.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2013 | Inference Based on Conditional Moment Inequalities.(2013) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
2010 | Estimation and Inference with Weak, Semi-strong, and Strong Identification In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
2011 | Estimation and Inference with Weak, Semi-strong, and Strong Identification.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2012 | Estimation and Inference With Weak, Semiâ€Strong, and Strong Identification.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2011 | Examples of L^2-Complete and Boundedly-Complete Distributions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2011 | A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter.(2014) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2011 | Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2011 | Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2012 | Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | Maximum likelihood estimation and uniform inference with sporadic identification failure.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2011 | Nonparametric Inference Based on Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 84 |
2013 | Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2013 | Nonparametric Inference Based on Conditional Moment Inequalities.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
2014 | Nonparametric inference based on conditional moment inequalities.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
2014 | Asymptotic Size of Kleibergens LM and Conditional LR Tests for Moment Condition Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | Identification- and Singularity-Robust Inference for Moment Condition In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Inference Based on Many Conditional Moment Inequalities In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Inference Based on Many Conditional Moment Inequalities.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1982 | Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1983 | First Order Autoregressive Processes and Strong Mixing In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1984 | Robust Estimation of Location in a Gaussian Parametric Model: II In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | Stability Comparisons of Estimators (5/1985 and 11/1985) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1986 | A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model..(1986) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
1985 | Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1986 | Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
1986 | On the Performance of Least Squares in Linear Regression with Undefined Error Means In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1986 | Power in Econometric Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
1989 | Power in Econometric Applications..(1989) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
1987 | Inference in Econometric Models with Structural Change In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1989 | Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 150 |
1991 | Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models..(1991) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | article | |
1989 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1704 |
1991 | Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation..(1991) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1704 | article | |
1989 | Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1989 | An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
1991 | An empirical process central limit theorem for dependent non-identically distributed random variables.(1991) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
1990 | Asymptotics for Semiparametric Econometric Models: I. Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1990 | Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1989 | Asymptotics for Semiparametric Econometric Models: III. Testing and Examples In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1990 | An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 561 |
1992 | An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator..(1992) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 561 | article | |
1990 | Tests for Parameter Instability and Structural Change with Unknown Change Point In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2069 |
1993 | Tests for Parameter Instability and Structural Change with Unknown Change Point..(1993) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2069 | article | |
1990 | A Functional Central Limit Theorem for Strong Mixing Stochastic Processes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1991 | Tests of Specification for Parametric and Semiparametric Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
1993 | Tests of specification for parametric and semiparametric models.(1993) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
1991 | Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1986 | Stability Comparisons of Estimators. In: Econometrica. [Full Text][Citation analysis] | article | 0 |
1987 | Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]. In: Econometrica. [Full Text][Citation analysis] | article | 21 |
1988 | Chi-Square Diagnostic Tests for Econometric Models: Theory. In: Econometrica. [Full Text][Citation analysis] | article | 75 |
1993 | Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models. In: Econometrica. [Full Text][Citation analysis] | article | 203 |
1994 | Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity. In: Econometrica. [Full Text][Citation analysis] | article | 139 |
1996 | Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative. In: Econometrica. [Full Text][Citation analysis] | article | 10 |
1999 | Estimation When a Parameter Is on a Boundary In: Econometrica. [Citation analysis] | article | 156 |
2000 | A Three-Step Method for Choosing the Number of Bootstrap Repetitions In: Econometrica. [Citation analysis] | article | 113 |
2000 | Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space In: Econometrica. [Citation analysis] | article | 109 |
2003 | Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum In: Econometrica. [Citation analysis] | article | 87 |
2003 | The Determinants of Econometric Society Fellows Elections In: Econometrica. [Citation analysis] | article | 31 |
2006 | Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression In: Econometrica. [Full Text][Citation analysis] | article | 129 |
2009 | Hybrid and Size-Corrected Subsampling Methods In: Econometrica. [Full Text][Citation analysis] | article | 42 |
2009 | Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities In: Econometrics Journal. [Full Text][Citation analysis] | article | 6 |
2001 | Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 219 |
2001 | Evaluation of a three-step method for choosing the number of bootstrap repetitions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
2007 | Testing with many weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2007 | Performance of conditional Wald tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2008 | Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2009 | Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
1988 | Chi-square diagnostic tests for econometric models : Introduction and applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 69 |
1991 | Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
1992 | Estimation of polynomial distributed lags and leads with end point constraints In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1989 | Estimation of Polynomial Distributed Lags and Leads with End Point Constraints.(1989) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1986 | Complete Consistency: A Testing Analogue of Estimator Consistency In: Review of Economic Studies. [Full Text][Citation analysis] | article | 3 |
1988 | Inference in Nonlinear Econometric Models with Structural Change In: Review of Economic Studies. [Full Text][Citation analysis] | article | 51 |
1998 | Semiparametric Estimation of the Intercept of a Sample Selection Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 92 |
1991 | An estimation of the aggregate educational production function for public schools in Louisiana In: The Review of Black Political Economy. [Full Text][Citation analysis] | article | 0 |
2017 | Commands for testing conditional moment inequalities and equalities In: Stata Journal. [Full Text][Citation analysis] | article | 0 |
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