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There are 20251 results for: content related to: Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix

  1. Estimation and Inference With Weak, Semi-Strong, and Strong Identification

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 2153–2211, Donald W. K. Andrews and Xu Cheng

    Version of Record online : 25 SEP 2012, DOI: 10.3982/ECTA9456

  2. Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

    Econometrica

    Volume 83, Issue 3, May 2015, Pages: 1013–1079, Xiaohong Chen and Demian Pouzo

    Version of Record online : 8 JUN 2015, DOI: 10.3982/ECTA10771

  3. Dynamic Identification of Dynamic Stochastic General Equilibrium Models

    Econometrica

    Volume 79, Issue 6, November 2011, Pages: 1995–2032, Ivana Komunjer and Serena Ng

    Version of Record online : 22 NOV 2011, DOI: 10.3982/ECTA8916

  4. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Econometrica

    Volume 80, Issue 6, November 2012, Pages: 2667–2732, Søren Johansen and Morten Ørregaard Nielsen

    Version of Record online : 26 NOV 2012, DOI: 10.3982/ECTA9299

  5. Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models

    Econometrica

    Volume 80, Issue 2, March 2012, Pages: 821–861, Christian Francq and Jean-Michel Zakoïan

    Version of Record online : 16 MAR 2012, DOI: 10.3982/ECTA9405

  6. Estimation of spatial autoregressive models with randomly missing data in the dependent variable

    The Econometrics Journal

    Volume 16, Issue 1, February 2013, Pages: 73–102, Wei Wang and Lung-Fei Lee

    Version of Record online : 12 FEB 2013, DOI: 10.1111/j.1368-423X.2012.00388.x

  7. Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 250–277, Zhengyu Zhang

    Version of Record online : 18 JUN 2013, DOI: 10.1111/ectj.12005

  8. Relative risk regression for current status data in case-cohort studies

    Canadian Journal of Statistics

    Volume 39, Issue 4, December 2011, Pages: 557–577, Zhiguo Li and Bin Nan

    Version of Record online : 6 JUL 2011, DOI: 10.1002/cjs.10111

  9. SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS

    International Economic Review

    Volume 53, Issue 4, November 2012, Pages: 1369–1412, Lung-fei Lee and Jihai Yu

    Version of Record online : 9 OCT 2012, DOI: 10.1111/j.1468-2354.2012.00724.x

  10. Extending the empirical likelihood by domain expansion

    Canadian Journal of Statistics

    Volume 41, Issue 2, June 2013, Pages: 257–274, Min Tsao

    Version of Record online : 26 FEB 2013, DOI: 10.1002/cjs.11175

  11. Non-stationary regression with logistic transition

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 255–287, Yoosoon Chang, Bibo Jiang and Joon Park

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00371.x

  12. Estimation of dynamic latent variable models using simulated non-parametric moments

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 490–515, Michael Creel and Dennis Kristensen

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00387.x

  13. Bounded influence nonlinear signed-rank regression

    Canadian Journal of Statistics

    Volume 40, Issue 1, March 2012, Pages: 172–189, Huybrechts F. Bindele and Asheber Abebe

    Version of Record online : 14 FEB 2012, DOI: 10.1002/cjs.10134

  14. Categorical Abstract Algebraic Logic: Algebraic Semantics for (equation image)-Institutions

    Mathematical Logic Quarterly

    Volume 59, Issue 3, May 2013, Pages: 177–200, George Voutsadakis

    Version of Record online : 30 APR 2013, DOI: 10.1002/malq.200920103

  15. Irreversible Investment in Stochastically Cyclical Markets

    Journal of Economics & Management Strategy

    Volume 21, Issue 3, Fall 2012, Pages: 801–847, Francisco Ruiz-Aliseda and Jianjun Wu

    Version of Record online : 3 JUL 2012, DOI: 10.1111/j.1530-9134.2012.00343.x

  16. Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review

    International Statistical Review

    Volume 81, Issue 1, April 2013, Pages: 3–39, Min-ge Xie and Kesar Singh

    Version of Record online : 27 FEB 2013, DOI: 10.1111/insr.12000

  17. Resampling calibrated adjusted empirical likelihood

    Canadian Journal of Statistics

    Volume 43, Issue 1, March 2015, Pages: 42–59, Lei WANG, Jiahua CHEN and Xiaolong PU

    Version of Record online : 30 OCT 2014, DOI: 10.1002/cjs.11234

  18. You have full text access to this OnlineOpen article
    Inference on sets in finance

    Quantitative Economics

    Volume 6, Issue 2, July 2015, Pages: 309–358, Victor Chernozhukov, Emre Kocatulum and Konrad Menzel

    Version of Record online : 7 AUG 2015, DOI: 10.3982/QE387

  19. Inference Based on Conditional Moment Inequalities

    Econometrica

    Volume 81, Issue 2, March 2013, Pages: 609–666, Donald W. K. Andrews and Xiaoxia Shi

    Version of Record online : 20 MAR 2013, DOI: 10.3982/ECTA9370

  20. On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

    Econometrica

    Volume 80, Issue 6, November 2012, Pages: 2649–2666, Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis and Linchun Chen

    Version of Record online : 26 NOV 2012, DOI: 10.3982/ECTA8953