Discussion of "Simple estimators for invertible index models" by H. Ahn, H. Ichimura, J. Powell, and P. Ruud

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of business & economic statistics
1. Verfasser: Khan, Shakeeb (VerfasserIn)
Weitere Verfasser: Tamer, Elie T. (VerfasserIn), Ahn, Hyungtaik (BibliographischeR VorgängerIn), Ichimura, Hidehiko (BibliographischeR VorgängerIn), Powell, James (BibliographischeR VorgängerIn), Ruud, Paul Arthur (BibliographischeR VorgängerIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: January 2018
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Comment [on "HAR inference: recommendations for practice"] 2020 Sun, Yixiao
Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson 2018 Müller, Ulrich K.
HAR inference : recommendations for practice : rejoinder 2018 Lazarus, Eben
Nonparametric additive instrumental variable estimator : a group shrinkage estimation perspective 2018 Fan, Qingliang
A unified approach to estimating and testing income distributions with grouped data 2018 Chen, Yi-ting
Stockouts and restocking : monitoring the retailer from the supplier's perspective 2018 Stüttgen, Peter
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea 2018 Cho, Jin Seo
Moment component analysis : an illustration with international stock markets 2018 Jondeau, Eric
Testing conditional mean independence under symmetry 2018 Chen, Tao
Optimal forecasts from Markov switching models 2018 Boot, Tom
Poisson-driven stationary Markov models 2018 Anzarut, Michelle
The estimation and testing of the cointegration order based on the frequency domain 2018 Souza, Igor Viveiros Melo
The changing transmission of uncertainty shocks in the U.S. 2018 Mumtaz, Haroon
Max-linear competing factor models 2018 Cui, Qiurong
Stochastic volatility models based on OU-Gamma time change : theory and estimation 2018 James, Lancelot F.
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models 2018 Chen, Xiangjin B.
Bayesian factor model shrinkage for linear IV regression with many instruments 2018 Hahn, P. Richard
Goodness-of-fit testing for the Newcomb-Benford law with application to the detection of customs fraud 2018 Barabesi, Lucio
Discussion of "Simple estimators for invertible index models" by H. Ahn, H. Ichimura, J. Powell, and P. Ruud 2018 Khan, Shakeeb
A comment on "Simple estimators for invertible index models" 2018 Aradillas-Lopez, Andres
Alle Artikel auflisten