| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter |
0 |
0 |
0 |
335 |
0 |
0 |
3 |
1,548 |
| A Conditional Kolmogorov Test |
0 |
0 |
0 |
457 |
0 |
1 |
4 |
2,126 |
| A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
0 |
0 |
2 |
12 |
0 |
0 |
4 |
72 |
| A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
0 |
0 |
0 |
37 |
0 |
0 |
4 |
168 |
| A Functional Central Limit Theorem for Strong Mixing Stochastic Processes |
0 |
0 |
1 |
684 |
0 |
1 |
4 |
1,835 |
| A Note on Optimal Inference in the Linear IV Model |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
130 |
| A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model |
0 |
0 |
1 |
113 |
0 |
1 |
3 |
668 |
| A Simple Counterexample to the Bootstrap |
0 |
0 |
0 |
244 |
1 |
2 |
6 |
1,441 |
| A Stopping Rule for the Computation of Generalized Method of Moments Estimators |
0 |
1 |
1 |
143 |
0 |
3 |
5 |
682 |
| A Zero-One Result for the Least Squares Estimator |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
445 |
| Adaptive Local Polynomial Whittle Estimation of Long-range Dependence |
0 |
0 |
0 |
102 |
0 |
0 |
2 |
433 |
| Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality |
0 |
0 |
0 |
187 |
0 |
0 |
1 |
1,288 |
| Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative |
0 |
0 |
0 |
175 |
0 |
1 |
4 |
885 |
| An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables |
0 |
0 |
0 |
765 |
0 |
0 |
6 |
2,463 |
| An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator |
0 |
3 |
10 |
937 |
0 |
3 |
23 |
2,953 |
| An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables |
0 |
0 |
2 |
273 |
0 |
1 |
5 |
1,218 |
| Applications of Subsampling, Hybrid, and Size-Correction Methods |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
511 |
| Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series |
0 |
0 |
0 |
506 |
0 |
0 |
1 |
1,131 |
| Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models |
0 |
0 |
1 |
380 |
0 |
1 |
8 |
1,094 |
| Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors |
0 |
0 |
0 |
176 |
1 |
1 |
2 |
798 |
| Asymptotic Results for Generalized Wald Tests |
0 |
1 |
2 |
183 |
1 |
4 |
6 |
879 |
| Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
53 |
| Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
0 |
172 |
0 |
1 |
4 |
845 |
| Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
1 |
29 |
0 |
0 |
6 |
186 |
| Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
63 |
| Asymptotics for Semiparametric Econometric Models: I. Estimation |
0 |
0 |
0 |
213 |
0 |
1 |
3 |
710 |
| Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation |
0 |
0 |
0 |
408 |
0 |
2 |
5 |
1,088 |
| Asymptotics for Semiparametric Econometric Models: III. Testing and Examples |
0 |
0 |
0 |
75 |
0 |
1 |
2 |
375 |
| Asymptotics for Stationary Very Nearly Unit Root Processes |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
280 |
| Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions |
0 |
0 |
0 |
326 |
1 |
1 |
4 |
2,565 |
| Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers |
1 |
1 |
2 |
389 |
2 |
3 |
7 |
1,266 |
| Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models |
0 |
0 |
1 |
970 |
0 |
2 |
8 |
2,948 |
| Consistent Moment Selection Procedures for Generalized Method of Moments Estimation |
0 |
1 |
1 |
575 |
0 |
1 |
4 |
1,911 |
| Cross-section Regression with Common Shocks |
0 |
0 |
0 |
480 |
0 |
0 |
3 |
1,975 |
| Cross-section Regression with Common Shocks |
0 |
0 |
0 |
471 |
0 |
0 |
3 |
1,357 |
| Empirical Process Methods in Econometrics |
0 |
2 |
2 |
757 |
0 |
4 |
10 |
1,662 |
| End-of-Sample Cointegration Breakdown Tests |
0 |
1 |
1 |
282 |
0 |
2 |
3 |
791 |
| End-of-Sample Cointegration Breakdown Tests |
0 |
0 |
0 |
92 |
0 |
1 |
6 |
337 |
| End-of-Sample Conintegratio Breakdown Tests |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
168 |
| End-of-Sample Instability Tests |
0 |
0 |
0 |
202 |
0 |
0 |
3 |
775 |
| Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
733 |
| Estimation When a Parameter Is on a Boundary: Theory and Applications |
0 |
0 |
0 |
624 |
0 |
0 |
4 |
1,864 |
| Estimation and Inference with Weak, Semi-strong, and Strong Identification |
0 |
0 |
1 |
82 |
0 |
2 |
5 |
248 |
| Estimation and Inference with Weak, Semi-strong, and Strong Identification |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
119 |
| Estimation of Polynomial Distributed Lags and Leads with End Point Constraints |
0 |
0 |
0 |
123 |
0 |
1 |
2 |
678 |
| Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments |
0 |
0 |
0 |
115 |
0 |
0 |
2 |
590 |
| Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models |
0 |
0 |
1 |
317 |
0 |
1 |
7 |
1,310 |
| Examples of L^2-Complete and Boundedly-Complete Distributions |
0 |
0 |
0 |
64 |
1 |
1 |
4 |
187 |
| First Order Autoregressive Processes and Strong Mixing |
0 |
0 |
1 |
432 |
2 |
4 |
11 |
1,184 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
0 |
0 |
10 |
3,161 |
1 |
5 |
28 |
7,413 |
| GMM Estimation and Uniform Subvector Inference with Possible Identification Failure |
0 |
0 |
0 |
49 |
0 |
0 |
4 |
175 |
| GMM Estimation and Uniform Subvector Inference with Possible Identification Failure |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
94 |
| Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests |
0 |
0 |
0 |
72 |
0 |
2 |
4 |
175 |
| Generic Uniform Convergence |
0 |
0 |
0 |
424 |
0 |
2 |
5 |
1,695 |
| Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation |
0 |
1 |
4 |
1,797 |
1 |
3 |
11 |
5,308 |
| Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation |
0 |
1 |
6 |
48 |
0 |
3 |
16 |
269 |
| Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators |
0 |
0 |
1 |
147 |
0 |
0 |
2 |
728 |
| Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators |
0 |
0 |
0 |
105 |
0 |
1 |
3 |
404 |
| Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes |
0 |
0 |
0 |
190 |
1 |
1 |
3 |
653 |
| Higher-order Improvements of the Parametric Bootstrap for Markov Processes |
0 |
0 |
0 |
164 |
0 |
0 |
2 |
600 |
| Hybrid and Size-Corrected Subsample Methods |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
382 |
| Hypothesis Testing with a Restricted Parameter Space |
0 |
0 |
0 |
189 |
0 |
0 |
2 |
938 |
| Identification- and Singularity-Robust Inference for Moment Condition |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
28 |
| Identification- and Singularity-Robust Inference for Moment Condition |
0 |
0 |
0 |
58 |
1 |
1 |
4 |
121 |
| Identification- and Singularity-Robust Inference for Moment Condition |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
23 |
| Identification-Robust Subvector Inference |
0 |
0 |
0 |
16 |
1 |
2 |
8 |
46 |
| Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
277 |
| Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
108 |
| Inference Based on Conditional Moment Inequalities |
0 |
1 |
1 |
3 |
0 |
3 |
5 |
56 |
| Inference Based on Many Conditional Moment Inequalities |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
65 |
| Inference Based on Many Conditional Moment Inequalities |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
49 |
| Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection |
0 |
0 |
3 |
228 |
1 |
2 |
12 |
553 |
| Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
102 |
| Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure |
0 |
0 |
0 |
179 |
0 |
1 |
3 |
506 |
| Inference in Econometric Models with Structural Change |
0 |
0 |
0 |
415 |
0 |
1 |
4 |
1,187 |
| Inference in Econometric Models with Structural Change |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
297 |
| Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification |
0 |
0 |
0 |
43 |
0 |
1 |
3 |
120 |
| Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
58 |
| Inference with Weak Instruments |
0 |
0 |
1 |
424 |
0 |
0 |
6 |
1,046 |
| Inference with Weak Instruments |
1 |
3 |
3 |
197 |
1 |
3 |
8 |
641 |
| Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities |
0 |
0 |
0 |
130 |
0 |
0 |
3 |
562 |
| Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables |
0 |
1 |
2 |
628 |
3 |
6 |
11 |
1,495 |
| Local Polynomial Whittle Estimation of Long-range Dependence |
0 |
0 |
0 |
382 |
0 |
0 |
1 |
1,405 |
| Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure |
0 |
0 |
1 |
41 |
0 |
0 |
3 |
118 |
| Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
71 |
| Nonlinear Econometric Models with Deterministically Trending Variables |
0 |
0 |
0 |
105 |
0 |
0 |
1 |
499 |
| Nonparametric Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
52 |
| Nonparametric Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
114 |
| Nonparametric Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
76 |
| On Optimal Inference in the Linear IV Model |
1 |
1 |
3 |
85 |
6 |
6 |
13 |
257 |
| On the Number of Bootstrap Repetitions for BC_a Confidence Intervals |
0 |
0 |
0 |
267 |
1 |
1 |
4 |
854 |
| On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests |
0 |
0 |
1 |
1,143 |
0 |
0 |
6 |
4,006 |
| On the Performance of Least Squares in Linear Regression with Undefined Error Means |
0 |
0 |
1 |
73 |
0 |
0 |
3 |
585 |
| Optimal Changepoint Tests for Normal Linear Regression |
0 |
0 |
0 |
598 |
0 |
1 |
3 |
1,931 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
1 |
1 |
138 |
0 |
1 |
3 |
521 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
1 |
1 |
81 |
0 |
2 |
3 |
419 |
| Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative |
2 |
2 |
7 |
896 |
2 |
3 |
12 |
2,405 |
| Power in Econometric Applications |
0 |
0 |
0 |
216 |
0 |
1 |
4 |
894 |
| Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications |
0 |
0 |
0 |
176 |
0 |
0 |
1 |
1,037 |
| Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
574 |
| Rank Tests for Instrumental Variables Regression with Weak Instruments |
0 |
1 |
1 |
177 |
0 |
1 |
5 |
748 |
| Robust Estimation of Location in a Gaussian Parametric Model: II |
0 |
0 |
1 |
87 |
0 |
0 |
2 |
394 |
| Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
252 |
| Semiparametric Estimation of a Sample Selection Model |
0 |
0 |
0 |
270 |
0 |
2 |
4 |
729 |
| Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
100 |
| Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power |
0 |
0 |
2 |
19 |
0 |
0 |
4 |
105 |
| Stability Comparisons of Estimators (5/1985 and 11/1985) |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
94 |
| Testing When a Parameter Is on the Boundary of the Maintained Hypothesis |
0 |
0 |
2 |
489 |
0 |
0 |
7 |
1,471 |
| Testing for Serial Correlation Against an ARMA(1,1) Process |
0 |
0 |
0 |
413 |
0 |
0 |
2 |
2,549 |
| Tests for Parameter Instability and Structural Change with Unknown Change Point |
0 |
1 |
2 |
1,308 |
0 |
3 |
10 |
3,196 |
| Tests of Seasonal and Non-Seasonal Serial Correlation |
0 |
0 |
0 |
227 |
1 |
2 |
5 |
1,452 |
| Tests of Specification for Parametric and Semiparametric Models |
0 |
0 |
0 |
263 |
0 |
0 |
1 |
828 |
| The Block-block Bootstrap: Improved Asymptotic Refinements |
0 |
0 |
0 |
508 |
0 |
0 |
2 |
1,564 |
| The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
804 |
| The Limit of Finite-Sample Size and a Problem with Subsampling |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
352 |
| The Limit of Finite-Sample Size and a Problem with Subsampling |
0 |
0 |
0 |
93 |
0 |
1 |
2 |
502 |
| Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series |
0 |
0 |
0 |
150 |
0 |
0 |
1 |
633 |
| Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities |
0 |
0 |
1 |
113 |
0 |
1 |
4 |
342 |
| Total Working Papers |
5 |
24 |
88 |
31,090 |
30 |
113 |
508 |
107,143 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter |
0 |
0 |
0 |
121 |
0 |
0 |
3 |
708 |
| A Conditional Kolmogorov Test |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
1,074 |
| A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
0 |
0 |
1 |
17 |
0 |
2 |
6 |
123 |
| A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model |
0 |
0 |
1 |
62 |
0 |
2 |
4 |
405 |
| A Stopping Rule for the Computation of Generalized Method of Moments Estimators |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
240 |
| A Three-Step Method for Choosing the Number of Bootstrap Repetitions |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
743 |
| A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White |
0 |
0 |
10 |
153 |
0 |
3 |
21 |
316 |
| A Zero-One Result for the Least Squares Estimator |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
33 |
| ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP |
0 |
0 |
0 |
53 |
0 |
0 |
4 |
170 |
| ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS |
0 |
2 |
3 |
14 |
0 |
2 |
5 |
41 |
| Adaptive Local Polynomial Whittle Estimation of Long-range Dependence |
0 |
0 |
0 |
81 |
0 |
1 |
4 |
396 |
| Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
111 |
| Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative |
0 |
0 |
0 |
50 |
0 |
1 |
4 |
222 |
| An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator |
0 |
1 |
8 |
418 |
0 |
4 |
17 |
1,360 |
| An empirical process central limit theorem for dependent non-identically distributed random variables |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
213 |
| An estimation of the aggregate educational production function for public schools in Louisiana |
0 |
1 |
1 |
13 |
0 |
1 |
2 |
58 |
| Applications of subsampling, hybrid, and size-correction methods |
0 |
1 |
5 |
34 |
0 |
2 |
13 |
145 |
| Approximately Median-Unbiased Estimation of Autoregressive Models |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
785 |
| Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models |
0 |
0 |
3 |
206 |
1 |
1 |
15 |
795 |
| Asymptotic Results for Generalized Wald Tests |
0 |
2 |
3 |
23 |
0 |
3 |
6 |
109 |
| Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors |
0 |
1 |
6 |
159 |
0 |
1 |
12 |
406 |
| Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity |
0 |
0 |
0 |
23 |
0 |
3 |
11 |
127 |
| Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity |
1 |
1 |
2 |
480 |
3 |
6 |
15 |
1,226 |
| Asymptotics for stationary very nearly unit root processes |
0 |
0 |
0 |
18 |
0 |
0 |
4 |
90 |
| Chi-Square Diagnostic Tests for Econometric Models: Theory |
0 |
0 |
0 |
283 |
1 |
1 |
3 |
1,664 |
| Chi-square diagnostic tests for econometric models: Introduction and applications |
0 |
0 |
2 |
185 |
0 |
0 |
6 |
545 |
| Commands for testing conditional moment inequalities and equalities |
0 |
0 |
1 |
33 |
0 |
0 |
5 |
103 |
| Complete Consistency: A Testing Analogue of Estimator Consistency |
0 |
0 |
0 |
22 |
0 |
4 |
7 |
177 |
| Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] |
0 |
1 |
1 |
143 |
0 |
1 |
3 |
441 |
| Consistent Moment Selection Procedures for Generalized Method of Moments Estimation |
0 |
0 |
0 |
4 |
0 |
1 |
7 |
575 |
| Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models |
1 |
1 |
8 |
462 |
2 |
4 |
29 |
1,146 |
| Cross-Section Regression with Common Shocks |
0 |
0 |
1 |
253 |
0 |
0 |
6 |
1,195 |
| EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
87 |
| Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments |
0 |
0 |
0 |
26 |
0 |
2 |
5 |
161 |
| End-of-Sample Instability Tests |
0 |
0 |
0 |
90 |
1 |
1 |
8 |
379 |
| Estimation When a Parameter Is on a Boundary |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
690 |
| Estimation and Inference With Weak, Semi‐Strong, and Strong Identification |
0 |
0 |
0 |
38 |
0 |
2 |
6 |
229 |
| Estimation of polynomial distributed lags and leads with end point constraints |
0 |
0 |
0 |
35 |
0 |
2 |
3 |
180 |
| Evaluation of a three-step method for choosing the number of bootstrap repetitions |
0 |
0 |
0 |
53 |
0 |
1 |
4 |
297 |
| Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models |
0 |
0 |
3 |
390 |
0 |
1 |
8 |
977 |
| Exactly distribution-free inference in instrumental variables regression with possibly weak instruments |
0 |
0 |
0 |
81 |
0 |
3 |
6 |
325 |
| Examples of L2-complete and boundedly-complete distributions |
0 |
0 |
1 |
38 |
0 |
0 |
6 |
137 |
| Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis |
0 |
0 |
0 |
1 |
2 |
12 |
55 |
3,638 |
| Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis |
0 |
0 |
0 |
0 |
1 |
5 |
32 |
1,780 |
| GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
60 |
| Generalized Method of Moments Estimation When a Parameter Is on a Boundary |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
412 |
| Generic Uniform Convergence |
0 |
0 |
3 |
58 |
0 |
3 |
10 |
166 |
| Generic results for establishing the asymptotic size of confidence sets and tests |
1 |
1 |
2 |
15 |
1 |
2 |
8 |
56 |
| Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation |
1 |
3 |
13 |
1,064 |
4 |
15 |
47 |
3,982 |
| Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators |
0 |
0 |
0 |
77 |
1 |
1 |
4 |
453 |
| Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
155 |
| Hybrid and Size-Corrected Subsampling Methods |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
160 |
| Hypothesis testing with a restricted parameter space |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
263 |
| Identification‐ and singularity‐robust inference for moment condition models |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
12 |
| Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
571 |
| Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators |
0 |
0 |
0 |
27 |
0 |
2 |
4 |
113 |
| Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
209 |
| Inference based on many conditional moment inequalities |
0 |
0 |
6 |
40 |
0 |
1 |
11 |
117 |
| Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection |
0 |
1 |
6 |
222 |
1 |
3 |
30 |
610 |
| Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
195 |
| Inference in Nonlinear Econometric Models with Structural Change |
0 |
0 |
0 |
16 |
0 |
2 |
5 |
56 |
| Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities |
0 |
0 |
0 |
26 |
0 |
0 |
6 |
151 |
| Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables |
0 |
1 |
3 |
110 |
2 |
7 |
13 |
284 |
| Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions |
0 |
0 |
0 |
14 |
0 |
2 |
3 |
61 |
| Maximum likelihood estimation and uniform inference with sporadic identification failure |
0 |
0 |
0 |
29 |
1 |
4 |
8 |
145 |
| Nonlinear Econometric Models with Deterministically Trending Variables |
0 |
0 |
0 |
42 |
1 |
3 |
6 |
237 |
| Nonparametric Kernel Estimation for Semiparametric Models |
1 |
1 |
2 |
101 |
1 |
1 |
5 |
226 |
| Nonparametric inference based on conditional moment inequalities |
0 |
0 |
3 |
18 |
0 |
0 |
5 |
120 |
| ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS |
0 |
0 |
1 |
70 |
0 |
2 |
12 |
225 |
| On optimal inference in the linear IV model |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
27 |
| Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative |
2 |
2 |
12 |
916 |
5 |
10 |
37 |
2,887 |
| Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
1 |
79 |
0 |
0 |
2 |
326 |
| Optimal changepoint tests for normal linear regression |
0 |
0 |
0 |
266 |
1 |
3 |
4 |
739 |
| Performance of conditional Wald tests in IV regression with weak instruments |
0 |
0 |
2 |
64 |
0 |
1 |
4 |
217 |
| Power in Econometric Applications |
0 |
0 |
0 |
123 |
0 |
2 |
3 |
651 |
| RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
85 |
| Semiparametric Estimation of the Intercept of a Sample Selection Model |
0 |
0 |
0 |
152 |
1 |
3 |
5 |
538 |
| Stability Comparisons of Estimators |
0 |
0 |
0 |
19 |
0 |
2 |
3 |
168 |
| Testing When a Parameter Is on the Boundary of the Maintained Hypothesis |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
603 |
| Testing with many weak instruments |
0 |
1 |
3 |
96 |
1 |
2 |
6 |
215 |
| Tests for Cointegration Breakdown Over a Short Time Period |
0 |
0 |
2 |
104 |
0 |
0 |
9 |
265 |
| Tests for Parameter Instability and Structural Change with Unknown Change Point |
0 |
0 |
3 |
2,590 |
9 |
14 |
44 |
6,479 |
| Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum |
0 |
0 |
0 |
204 |
0 |
0 |
3 |
608 |
| Tests of specification for parametric and semiparametric models |
0 |
0 |
0 |
55 |
0 |
0 |
3 |
269 |
| The Determinants of Econometric Society Fellows Elections |
0 |
0 |
0 |
191 |
0 |
0 |
5 |
654 |
| The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests |
0 |
0 |
0 |
63 |
0 |
0 |
3 |
727 |
| VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
66 |
| VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES |
0 |
0 |
2 |
49 |
0 |
3 |
9 |
163 |
| the Block-Block Bootstrap: Improved Asymptotic Refinements |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
373 |
| Total Journal Articles |
7 |
21 |
125 |
11,350 |
42 |
171 |
742 |
49,721 |
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