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 |
2 |
2 |
2 |
1,547 |
A Conditional Kolmogorov Test |
0 |
0 |
0 |
457 |
1 |
2 |
5 |
2,124 |
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
1 |
2 |
2 |
12 |
2 |
3 |
3 |
71 |
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
0 |
0 |
0 |
37 |
2 |
3 |
3 |
167 |
A Functional Central Limit Theorem for Strong Mixing Stochastic Processes |
0 |
0 |
2 |
683 |
1 |
1 |
6 |
1,832 |
A Note on Optimal Inference in the Linear IV Model |
0 |
0 |
1 |
77 |
1 |
1 |
2 |
130 |
A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model |
0 |
0 |
0 |
112 |
1 |
1 |
3 |
666 |
A Simple Counterexample to the Bootstrap |
0 |
0 |
0 |
244 |
1 |
1 |
3 |
1,436 |
A Stopping Rule for the Computation of Generalized Method of Moments Estimators |
0 |
0 |
1 |
142 |
1 |
2 |
3 |
679 |
A Zero-One Result for the Least Squares Estimator |
0 |
0 |
0 |
38 |
3 |
3 |
4 |
444 |
Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
44 |
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence |
0 |
0 |
0 |
102 |
1 |
1 |
1 |
432 |
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality |
0 |
0 |
0 |
187 |
1 |
1 |
1 |
1,288 |
Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative |
0 |
0 |
0 |
175 |
1 |
1 |
2 |
882 |
An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables |
0 |
0 |
2 |
765 |
1 |
1 |
7 |
2,459 |
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator |
1 |
2 |
8 |
931 |
3 |
7 |
30 |
2,939 |
An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables |
1 |
2 |
3 |
273 |
2 |
4 |
6 |
1,217 |
Applications of Subsampling, Hybrid, and Size-Correction Methods |
0 |
0 |
0 |
134 |
1 |
1 |
2 |
511 |
Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series |
0 |
0 |
3 |
506 |
1 |
1 |
5 |
1,131 |
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models |
0 |
1 |
1 |
380 |
2 |
4 |
6 |
1,090 |
Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors |
0 |
0 |
1 |
176 |
1 |
1 |
4 |
797 |
Asymptotic Results for Generalized Wald Tests |
1 |
1 |
1 |
182 |
2 |
2 |
3 |
875 |
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
52 |
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
0 |
172 |
2 |
2 |
2 |
843 |
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
63 |
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
1 |
1 |
29 |
2 |
3 |
3 |
183 |
Asymptotics for Semiparametric Econometric Models: I. Estimation |
0 |
0 |
1 |
213 |
1 |
1 |
3 |
708 |
Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation |
0 |
0 |
5 |
408 |
1 |
2 |
10 |
1,085 |
Asymptotics for Semiparametric Econometric Models: III. Testing and Examples |
0 |
0 |
0 |
75 |
1 |
1 |
1 |
374 |
Asymptotics for Stationary Very Nearly Unit Root Processes |
0 |
0 |
0 |
97 |
1 |
1 |
1 |
280 |
Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions |
0 |
0 |
0 |
326 |
1 |
1 |
3 |
2,562 |
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers |
0 |
0 |
1 |
387 |
1 |
1 |
4 |
1,261 |
Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models |
0 |
0 |
1 |
969 |
2 |
3 |
10 |
2,943 |
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation |
0 |
0 |
3 |
574 |
2 |
2 |
7 |
1,909 |
Cross-section Regression with Common Shocks |
0 |
0 |
0 |
471 |
1 |
2 |
2 |
1,356 |
Cross-section Regression with Common Shocks |
0 |
0 |
1 |
480 |
2 |
2 |
3 |
1,974 |
Empirical Process Methods in Econometrics |
0 |
0 |
2 |
755 |
1 |
3 |
10 |
1,656 |
End-of-Sample Cointegration Breakdown Tests |
0 |
0 |
0 |
281 |
1 |
1 |
3 |
789 |
End-of-Sample Cointegration Breakdown Tests |
0 |
0 |
0 |
92 |
1 |
2 |
7 |
333 |
End-of-Sample Conintegratio Breakdown Tests |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
166 |
End-of-Sample Instability Tests |
0 |
0 |
3 |
202 |
1 |
1 |
7 |
773 |
Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics |
0 |
0 |
0 |
92 |
1 |
1 |
1 |
733 |
Estimation When a Parameter Is on a Boundary: Theory and Applications |
0 |
0 |
2 |
624 |
1 |
2 |
6 |
1,863 |
Estimation and Inference with Weak, Semi-strong, and Strong Identification |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
118 |
Estimation and Inference with Weak, Semi-strong, and Strong Identification |
0 |
0 |
1 |
81 |
1 |
1 |
4 |
244 |
Estimation of Polynomial Distributed Lags and Leads with End Point Constraints |
0 |
0 |
0 |
123 |
1 |
1 |
3 |
677 |
Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments |
0 |
0 |
1 |
115 |
1 |
1 |
2 |
589 |
Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models |
0 |
1 |
2 |
317 |
3 |
5 |
8 |
1,308 |
Examples of L^2-Complete and Boundedly-Complete Distributions |
0 |
0 |
0 |
64 |
1 |
2 |
4 |
186 |
First Order Autoregressive Processes and Strong Mixing |
0 |
0 |
7 |
432 |
1 |
2 |
15 |
1,176 |
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
2 |
5 |
13 |
3,158 |
4 |
11 |
28 |
7,399 |
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure |
0 |
0 |
0 |
49 |
2 |
2 |
3 |
173 |
GMM Estimation and Uniform Subvector Inference with Possible Identification Failure |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
93 |
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests |
0 |
0 |
1 |
72 |
1 |
1 |
4 |
172 |
Generic Uniform Convergence |
0 |
0 |
1 |
424 |
1 |
1 |
4 |
1,691 |
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation |
0 |
2 |
6 |
44 |
1 |
6 |
18 |
259 |
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation |
0 |
0 |
5 |
1,794 |
2 |
2 |
16 |
5,300 |
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators |
0 |
0 |
0 |
105 |
1 |
1 |
2 |
402 |
Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators |
0 |
0 |
0 |
146 |
1 |
1 |
1 |
727 |
Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes |
0 |
0 |
0 |
190 |
2 |
2 |
2 |
652 |
Higher-order Improvements of the Parametric Bootstrap for Markov Processes |
0 |
0 |
1 |
164 |
1 |
1 |
3 |
599 |
Hybrid and Size-Corrected Subsample Methods |
0 |
0 |
0 |
113 |
1 |
1 |
2 |
382 |
Hypothesis Testing with a Restricted Parameter Space |
0 |
0 |
1 |
189 |
1 |
1 |
2 |
937 |
Identification- and Singularity-Robust Inference for Moment Condition |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
27 |
Identification- and Singularity-Robust Inference for Moment Condition |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
23 |
Identification- and Singularity-Robust Inference for Moment Condition |
0 |
0 |
1 |
58 |
1 |
1 |
2 |
118 |
Identification-Robust Subvector Inference |
0 |
0 |
2 |
16 |
3 |
4 |
9 |
42 |
Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
14 |
2 |
3 |
3 |
107 |
Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
52 |
Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
87 |
1 |
1 |
1 |
275 |
Inference Based on Many Conditional Moment Inequalities |
0 |
0 |
2 |
33 |
1 |
1 |
3 |
48 |
Inference Based on Many Conditional Moment Inequalities |
0 |
1 |
4 |
19 |
1 |
2 |
5 |
65 |
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection |
1 |
1 |
4 |
226 |
2 |
2 |
12 |
545 |
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure |
0 |
0 |
0 |
17 |
1 |
3 |
3 |
102 |
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure |
0 |
0 |
0 |
179 |
1 |
1 |
1 |
504 |
Inference in Econometric Models with Structural Change |
0 |
0 |
0 |
415 |
2 |
2 |
3 |
1,185 |
Inference in Econometric Models with Structural Change |
0 |
0 |
0 |
56 |
1 |
1 |
1 |
296 |
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification |
0 |
0 |
0 |
14 |
1 |
2 |
2 |
57 |
Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification |
0 |
0 |
0 |
43 |
1 |
1 |
1 |
118 |
Inference with Weak Instruments |
0 |
0 |
0 |
423 |
1 |
4 |
6 |
1,045 |
Inference with Weak Instruments |
0 |
0 |
1 |
194 |
1 |
2 |
6 |
637 |
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities |
0 |
0 |
1 |
130 |
1 |
2 |
3 |
561 |
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables |
0 |
1 |
2 |
627 |
1 |
2 |
8 |
1,486 |
Local Polynomial Whittle Estimation of Long-range Dependence |
0 |
0 |
0 |
382 |
1 |
1 |
2 |
1,405 |
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure |
0 |
1 |
1 |
6 |
1 |
2 |
2 |
71 |
Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure |
0 |
0 |
0 |
40 |
1 |
1 |
3 |
116 |
Nonlinear Econometric Models with Deterministically Trending Variables |
0 |
0 |
0 |
105 |
1 |
1 |
3 |
499 |
Nonparametric Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
52 |
Nonparametric Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
76 |
Nonparametric Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
33 |
1 |
1 |
1 |
114 |
On Optimal Inference in the Linear IV Model |
0 |
1 |
3 |
83 |
3 |
5 |
10 |
249 |
On the Number of Bootstrap Repetitions for BC_a Confidence Intervals |
0 |
0 |
0 |
267 |
1 |
1 |
4 |
851 |
On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests |
0 |
0 |
1 |
1,142 |
2 |
2 |
4 |
4,002 |
On the Performance of Least Squares in Linear Regression with Undefined Error Means |
0 |
1 |
1 |
73 |
2 |
3 |
4 |
585 |
Optimal Changepoint Tests for Normal Linear Regression |
0 |
0 |
1 |
598 |
1 |
2 |
3 |
1,930 |
Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
0 |
137 |
1 |
1 |
2 |
519 |
Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
0 |
80 |
1 |
1 |
1 |
417 |
Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative |
1 |
1 |
3 |
890 |
3 |
4 |
13 |
2,397 |
Power in Econometric Applications |
0 |
0 |
2 |
216 |
2 |
2 |
6 |
893 |
Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications |
0 |
0 |
0 |
176 |
1 |
1 |
1 |
1,037 |
Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory |
0 |
0 |
0 |
72 |
1 |
1 |
1 |
574 |
Rank Tests for Instrumental Variables Regression with Weak Instruments |
0 |
0 |
0 |
176 |
4 |
4 |
4 |
747 |
Robust Estimation of Location in a Gaussian Parametric Model: II |
0 |
0 |
1 |
87 |
0 |
0 |
2 |
393 |
Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
251 |
Semiparametric Estimation of a Sample Selection Model |
0 |
0 |
0 |
270 |
1 |
1 |
1 |
726 |
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power |
0 |
1 |
3 |
19 |
1 |
2 |
7 |
105 |
Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power |
0 |
0 |
1 |
19 |
1 |
3 |
6 |
100 |
Stability Comparisons of Estimators (5/1985 and 11/1985) |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
92 |
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis |
0 |
0 |
0 |
487 |
4 |
4 |
5 |
1,469 |
Testing for Serial Correlation Against an ARMA(1,1) Process |
0 |
0 |
0 |
413 |
0 |
1 |
3 |
2,548 |
Tests for Parameter Instability and Structural Change with Unknown Change Point |
0 |
0 |
2 |
1,306 |
2 |
2 |
10 |
3,189 |
Tests of Seasonal and Non-Seasonal Serial Correlation |
0 |
0 |
0 |
227 |
2 |
2 |
2 |
1,449 |
Tests of Specification for Parametric and Semiparametric Models |
0 |
0 |
0 |
263 |
1 |
1 |
1 |
828 |
The Block-block Bootstrap: Improved Asymptotic Refinements |
0 |
0 |
0 |
508 |
2 |
2 |
5 |
1,564 |
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests |
0 |
0 |
0 |
98 |
1 |
1 |
2 |
804 |
The Limit of Finite-Sample Size and a Problem with Subsampling |
0 |
0 |
0 |
74 |
1 |
1 |
1 |
352 |
The Limit of Finite-Sample Size and a Problem with Subsampling |
0 |
0 |
0 |
93 |
1 |
1 |
1 |
501 |
Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series |
0 |
0 |
0 |
150 |
1 |
1 |
1 |
633 |
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities |
0 |
0 |
0 |
112 |
1 |
1 |
3 |
339 |
Total Working Papers |
8 |
25 |
120 |
31,038 |
161 |
220 |
509 |
106,921 |
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 |
2 |
3 |
3 |
708 |
A Conditional Kolmogorov Test |
0 |
0 |
0 |
2 |
1 |
2 |
11 |
1,072 |
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
1 |
1 |
3 |
17 |
2 |
3 |
6 |
120 |
A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model |
0 |
0 |
0 |
61 |
1 |
1 |
1 |
402 |
A Stopping Rule for the Computation of Generalized Method of Moments Estimators |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
237 |
A Three-Step Method for Choosing the Number of Bootstrap Repetitions |
0 |
0 |
0 |
1 |
4 |
4 |
7 |
739 |
A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White |
0 |
3 |
9 |
147 |
2 |
6 |
18 |
303 |
A Zero-One Result for the Least Squares Estimator |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
32 |
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP |
0 |
0 |
0 |
53 |
2 |
2 |
6 |
169 |
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS |
0 |
0 |
1 |
12 |
1 |
1 |
4 |
38 |
Adaptive Local Polynomial Whittle Estimation of Long-range Dependence |
0 |
0 |
0 |
81 |
1 |
1 |
1 |
393 |
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality |
0 |
1 |
2 |
17 |
1 |
2 |
3 |
110 |
Admissibility of the Likelihood Ratio Test When the Parameter Space Is Restricted under the Alternative |
0 |
0 |
1 |
50 |
1 |
1 |
2 |
219 |
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator |
1 |
3 |
6 |
415 |
4 |
6 |
21 |
1,351 |
An empirical process central limit theorem for dependent non-identically distributed random variables |
0 |
0 |
0 |
52 |
1 |
1 |
3 |
211 |
An estimation of the aggregate educational production function for public schools in Louisiana |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
57 |
Applications of subsampling, hybrid, and size-correction methods |
0 |
0 |
1 |
29 |
3 |
3 |
13 |
135 |
Approximately Median-Unbiased Estimation of Autoregressive Models |
0 |
0 |
0 |
0 |
1 |
3 |
16 |
777 |
Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models |
0 |
2 |
4 |
206 |
1 |
5 |
10 |
786 |
Asymptotic Results for Generalized Wald Tests |
0 |
1 |
2 |
21 |
1 |
2 |
4 |
105 |
Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors |
1 |
3 |
4 |
156 |
2 |
6 |
10 |
403 |
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity |
0 |
0 |
0 |
23 |
4 |
7 |
10 |
123 |
Asymptotics for Semiparametric Econometric Models via Stochastic Equicontinuity |
0 |
1 |
8 |
479 |
2 |
4 |
20 |
1,215 |
Asymptotics for stationary very nearly unit root processes |
0 |
0 |
0 |
18 |
1 |
3 |
3 |
89 |
Chi-Square Diagnostic Tests for Econometric Models: Theory |
0 |
0 |
1 |
283 |
1 |
1 |
6 |
1,663 |
Chi-square diagnostic tests for econometric models: Introduction and applications |
0 |
2 |
2 |
185 |
1 |
3 |
5 |
543 |
Commands for testing conditional moment inequalities and equalities |
0 |
0 |
0 |
32 |
1 |
2 |
3 |
101 |
Complete Consistency: A Testing Analogue of Estimator Consistency |
0 |
0 |
2 |
22 |
1 |
1 |
4 |
171 |
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models] |
0 |
0 |
2 |
142 |
1 |
1 |
4 |
439 |
Consistent Moment Selection Procedures for Generalized Method of Moments Estimation |
0 |
0 |
0 |
4 |
2 |
3 |
7 |
572 |
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models |
2 |
3 |
15 |
458 |
4 |
8 |
44 |
1,127 |
Cross-Section Regression with Common Shocks |
0 |
0 |
1 |
252 |
1 |
2 |
6 |
1,191 |
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
84 |
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments |
0 |
0 |
0 |
26 |
1 |
2 |
5 |
159 |
End-of-Sample Instability Tests |
0 |
0 |
0 |
90 |
1 |
2 |
6 |
374 |
Estimation When a Parameter Is on a Boundary |
0 |
0 |
0 |
3 |
1 |
1 |
6 |
689 |
Estimation and Inference With Weak, Semi‐Strong, and Strong Identification |
0 |
0 |
1 |
38 |
1 |
3 |
6 |
226 |
Estimation of polynomial distributed lags and leads with end point constraints |
0 |
0 |
0 |
35 |
1 |
1 |
3 |
178 |
Evaluation of a three-step method for choosing the number of bootstrap repetitions |
0 |
0 |
0 |
53 |
1 |
1 |
2 |
295 |
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models |
2 |
3 |
5 |
390 |
5 |
7 |
11 |
976 |
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments |
0 |
0 |
1 |
81 |
2 |
2 |
5 |
321 |
Examples of L2-complete and boundedly-complete distributions |
0 |
0 |
1 |
38 |
2 |
3 |
8 |
137 |
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis |
0 |
0 |
0 |
1 |
7 |
20 |
69 |
3,607 |
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis |
0 |
0 |
0 |
0 |
6 |
14 |
34 |
1,764 |
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
58 |
Generalized Method of Moments Estimation When a Parameter Is on a Boundary |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
411 |
Generic Uniform Convergence |
1 |
1 |
5 |
57 |
4 |
5 |
14 |
162 |
Generic results for establishing the asymptotic size of confidence sets and tests |
0 |
0 |
6 |
14 |
1 |
4 |
18 |
54 |
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation |
1 |
3 |
23 |
1,055 |
3 |
12 |
81 |
3,952 |
Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators |
0 |
0 |
0 |
77 |
2 |
2 |
3 |
451 |
Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes |
0 |
0 |
1 |
25 |
1 |
1 |
3 |
155 |
Hybrid and Size-Corrected Subsampling Methods |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
159 |
Hypothesis testing with a restricted parameter space |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
261 |
Identification‐ and singularity‐robust inference for moment condition models |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
9 |
Inconsistency of the Bootstrap when a Parameter Is on the Boundary of the Parameter Space |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
569 |
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators |
0 |
0 |
0 |
27 |
1 |
1 |
3 |
111 |
Inference Based on Conditional Moment Inequalities |
0 |
0 |
0 |
28 |
1 |
2 |
3 |
208 |
Inference based on many conditional moment inequalities |
0 |
2 |
9 |
37 |
1 |
3 |
18 |
112 |
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection |
0 |
2 |
15 |
219 |
3 |
9 |
40 |
594 |
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure |
0 |
0 |
0 |
24 |
1 |
2 |
2 |
194 |
Inference in Nonlinear Econometric Models with Structural Change |
0 |
0 |
0 |
16 |
1 |
2 |
3 |
53 |
Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities |
0 |
0 |
0 |
26 |
1 |
2 |
4 |
149 |
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables |
0 |
0 |
6 |
107 |
1 |
1 |
20 |
274 |
Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
59 |
Maximum likelihood estimation and uniform inference with sporadic identification failure |
0 |
0 |
1 |
29 |
1 |
2 |
5 |
140 |
Nonlinear Econometric Models with Deterministically Trending Variables |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
232 |
Nonparametric Kernel Estimation for Semiparametric Models |
1 |
1 |
2 |
100 |
2 |
3 |
6 |
224 |
Nonparametric inference based on conditional moment inequalities |
0 |
0 |
5 |
16 |
1 |
2 |
12 |
118 |
ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS |
0 |
0 |
0 |
69 |
1 |
1 |
4 |
214 |
On optimal inference in the linear IV model |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
25 |
Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative |
3 |
4 |
11 |
908 |
7 |
13 |
41 |
2,865 |
Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
0 |
78 |
1 |
1 |
1 |
325 |
Optimal changepoint tests for normal linear regression |
0 |
0 |
1 |
266 |
1 |
1 |
5 |
736 |
Performance of conditional Wald tests in IV regression with weak instruments |
0 |
0 |
2 |
63 |
1 |
1 |
5 |
215 |
Power in Econometric Applications |
0 |
0 |
2 |
123 |
1 |
1 |
3 |
649 |
RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
85 |
Semiparametric Estimation of the Intercept of a Sample Selection Model |
0 |
0 |
1 |
152 |
1 |
1 |
4 |
534 |
Stability Comparisons of Estimators |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
166 |
Testing When a Parameter Is on the Boundary of the Maintained Hypothesis |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
599 |
Testing with many weak instruments |
0 |
0 |
1 |
93 |
1 |
1 |
5 |
211 |
Tests for Cointegration Breakdown Over a Short Time Period |
0 |
0 |
2 |
103 |
1 |
1 |
9 |
263 |
Tests for Parameter Instability and Structural Change with Unknown Change Point |
0 |
2 |
14 |
2,589 |
3 |
10 |
54 |
6,449 |
Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum |
0 |
0 |
0 |
204 |
1 |
1 |
6 |
606 |
Tests of specification for parametric and semiparametric models |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
267 |
The Determinants of Econometric Society Fellows Elections |
0 |
0 |
0 |
191 |
2 |
2 |
4 |
653 |
The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests |
0 |
0 |
0 |
63 |
2 |
2 |
4 |
727 |
VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES |
0 |
0 |
0 |
4 |
2 |
2 |
2 |
65 |
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES |
0 |
1 |
1 |
48 |
1 |
2 |
3 |
156 |
the Block-Block Bootstrap: Improved Asymptotic Refinements |
0 |
0 |
0 |
101 |
1 |
1 |
1 |
373 |
Total Journal Articles |
13 |
39 |
180 |
11,279 |
146 |
255 |
821 |
49,303 |