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AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 30, doi. 10.1017/S0266466614000851
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- Publication type:
- Article
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS.
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- Econometric Theory, 2016, v. 32, n. 1, p. 243, doi. 10.1017/S0266466615000304
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- Publication type:
- Article
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS.
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- Econometric Theory, 2016, v. 32, n. 1, p. 154, doi. 10.1017/S0266466614000814
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- Article
COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 187, doi. 10.1017/S0266466614000826
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- Article
ECT volume 32 issue 1 Cover and Back matter.
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- Econometric Theory, 2016, v. 32, n. 1, p. b1, doi. 10.1017/S0266466615000456
- Publication type:
- Article
ECT volume 32 issue 1 Cover and Front matter.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. f1, doi. 10.1017/S0266466615000444
- Publication type:
- Article
The Econometric Theory Awards 2016.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 260, doi. 10.1017/S0266466615000432
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- Article
MODEL-FREE INFERENCE FOR TAIL RISK MEASURES.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 122, doi. 10.1017/S0266466614000802
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- Article
REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 71, doi. 10.1017/S0266466614000796
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- Publication type:
- Article
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA.
- Published in:
- Econometric Theory, 2016, v. 32, n. 1, p. 1, doi. 10.1017/S026646661400070X
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- Article