Entity usage

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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

List of pages that use a given entity

Showing below up to 50 results in range #1 to #50.

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  1. Tjalling C. Koopmans econometric theory prize 2021--2023: Label: en
  2. Inference on GARCH-MIDAS models without any small-order moment: Label: en
  3. Nuclear norm regularized quantile regression with interactive fixed effects: Label: en
  4. New robust inference for predictive regressions: Label: en
  5. Intercept estimation in nonlinear selection models: Label: en
  6. Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity: Label: en
  7. Functional sequential treatment allocation with covariates: Label: en
  8. A jackknife Lagrange multiplier test with many weak instruments: Label: en
  9. Two-step estimation of quantile panel data models with interactive fixed effects: Label: en
  10. Regularized estimation of dynamic panel models: Label: en
  11. A mollifier approach to the deconvolution of probability densities: Label: en
  12. Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach: Label: en
  13. On the size control of the hybrid test for superior predictive ability: Label: en
  14. Central limit theory for combined cross section and time series with an application to aggregate productivity shocks: Label: en
  15. Sequentially estimating the structural equation by power transformation: Label: en
  16. Inference on a distribution from noisy draws: Label: en
  17. Recursive differencing for estimating semiparametric models: Label: en
  18. Simple semiparametric estimation of ordered response models: Label: en
  19. An averaging estimator for two-step m-estimation in semiparametric models: Label: en
  20. Testing for homogeneous thresholds in threshold regression models: Label: en
  21. Testing for strict stationarity via the discrete Fourier transform: Label: en
  22. Advances in using vector autoregressions to estimate structural magnitudes: Label: en
  23. Uniform convergence for nonparametric estimators with nonstationary data: Label: en
  24. Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation: Label: en
  25. Corrigendum to ``Consistency and asymptotic normality of sieve ML estimators under low-level conditions -- corrigendum to supplementary material: Label: en
  26. Consistency and asymptotic normality of sieve ML estimators under low-level conditions: Label: en
  27. Efficiency in large dynamic panel models with common factors: Label: en
  28. Time irreversible copula-based Markov models: Label: en
  29. HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?: Label: en
  30. TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA: Label: en
  31. ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH: Label: en
  32. NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS: Label: en
  33. INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES: Label: en
  34. OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION: Label: en
  35. HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION: Label: en
  36. VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS: Label: en
  37. STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA: Label: en
  38. UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK: Label: en
  39. SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS: Label: en
  40. ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES: Label: en
  41. UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING: Label: en
  42. GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER: Label: en
  43. COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES: Label: en
  44. SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES: Label: en
  45. BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA: Label: en
  46. POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA: Label: en
  47. LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS: Label: en
  48. IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR: Label: en
  49. SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL: Label: en
  50. ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS: Label: en

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