RATE-ADAPTIVE BOOTSTRAP FOR POSSIBLY MISSPECIFIED GMM.
- Published in:
- Econometric Theory, 2025, v. 41, n. 2, p. 421, doi. 10.1017/S0266466623000385
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- Publication type:
- Article
Works matching IS 02664666 AND DT 2025 AND VI 41 AND IP 2
Results: 7
1
2
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA.
- Published in:
- Econometric Theory, 2025, v. 41, n. 2, p. 391, doi. 10.1017/S0266466623000348
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- Publication type:
- Article
3
SUBSAMPLING INFERENCE FOR NONPARAMETRIC EXTREMAL CONDITIONAL QUANTILES.
- Published in:
- Econometric Theory, 2025, v. 41, n. 2, p. 326, doi. 10.1017/S0266466623000336
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- Publication type:
- Article
4
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY.
- Published in:
- Econometric Theory, 2025, v. 41, n. 2, p. 302, doi. 10.1017/S0266466623000324
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- Publication type:
- Article
5
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS.
- Published in:
- Econometric Theory, 2025, v. 41, n. 2, p. 472, doi. 10.1017/S0266466623000270
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- Publication type:
- Article
6
VALID HETEROSKEDASTICITY ROBUST TESTING.
- Published in:
- Econometric Theory, 2025, v. 41, n. 2, p. 249, doi. 10.1017/S0266466623000269
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- Publication type:
- Article
7
THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS.
- Published in:
- Econometric Theory, 2025, v. 41, n. 2, p. 341, doi. 10.1017/S0266466623000233
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- Publication type:
- Article