Entity usage

From MaRDI portal

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.

View (previous 50 | ) (20 | 50 | 100 | 250 | 500)

  1. Consistent causal inference for high-dimensional time series: Label: en
  2. Variable selection in high dimensional linear regressions with parameter instability: Label: en
  3. GLS under monotone heteroskedasticity: Label: en
  4. Validating approximate slope homogeneity in large panels: Label: en
  5. Multivariate spatiotemporal models with low rank coefficient matrix: Label: en
  6. Estimating and testing for smooth structural changes in moment condition models: Label: en
  7. From LATE to ATE: a Bayesian approach: Label: en
  8. Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models: Label: en
  9. Polar amplification in a moist energy balance model: a structural econometric approach to estimation and testing: Label: en
  10. Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application: Label: en
  11. Testing for strong exogeneity in proxy-VARs: Label: en
  12. Inference in predictive quantile regressions: Label: en
  13. Inference in cluster randomized trials with matched pairs: Label: en
  14. On the spectral density of fractional Ornstein-Uhlenbeck processes: Label: en
  15. Why are replication rates so low?: Label: en
  16. Estimation of continuous-time linear DSGE models from discrete-time measurements: Label: en
  17. Introduction to the themed issue: Macroeconometrics: Label: en
  18. Specification tests for non-Gaussian structural vector autoregressions: Label: en
  19. Scenario-based quantile connectedness of the U.S. interbank liquidity risk network: Label: en
  20. Some fixed-\(b\) results for regressions with high frequency data over long spans: Label: en
  21. Functional quantile autoregression: Label: en
  22. Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors: Label: en
  23. Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk: Label: en
  24. Reprint of: The likelihood ratio test for structural changes in factor models: Label: en
  25. Reprint of: Robust inference on correlation under general heterogeneity: Label: en
  26. Local projections in unstable environments: Label: en
  27. Local projections vs. VARs: lessons from thousands of DGPs: Label: en
  28. State-dependent local projections: Label: en
  29. Target PCA: transfer learning large dimensional panel data: Label: en
  30. On uniform confidence intervals for the tail index and the extreme quantile: Label: en
  31. Estimating option pricing models using a characteristic function-based linear state space representation: Label: en
  32. A gentle introduction to matrix calculus: Label: en
  33. Identification and estimation of unconditional policy effects of an endogenous binary treatment: an unconditional MTE approach: Label: en
  34. Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization: Label: en
  35. Identification in discrete choice models with imperfect information: Label: en
  36. GMM estimation for high-dimensional panel data models: Label: en
  37. High-dimensional model-assisted inference for treatment effects with multi-valued treatments: Label: en
  38. Large Bayesian SVARs with linear restrictions: Label: en
  39. Empirical risk minimization for time series: nonparametric performance bounds for prediction: Label: en
  40. A method of moments approach to asymptotically unbiased synthetic controls: Label: en
  41. Testing for sparse idiosyncratic components in factor-augmented regression models: Label: en
  42. Latent utility and permutation invariance: a revealed preference approach: Label: en
  43. Measuring diagnostic test performance using imperfect reference tests: a partial identification approach: Label: en
  44. Threshold spatial autoregressive model: Label: en
  45. An unbounded intensity model for point processes: Label: en
  46. Fixed-\(b\) asymptotics for panel models with two-way clustering: Label: en
  47. Tuning-parameter-free propensity score matching approach for causal inference under shape restriction: Label: en
  48. Reprint of: Profiling the plight of disconnected youth in America: Label: en
  49. Introduction to the annals issue in honor of James J. Heckman: Label: en
  50. Human capital and migration: a cautionary tale: Label: en

View (previous 50 | ) (20 | 50 | 100 | 250 | 500)