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. Uniform convergence for nonparametric estimators with nonstationary data: Label: en
  2. Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation: Label: en
  3. Corrigendum to ``Consistency and asymptotic normality of sieve ML estimators under low-level conditions -- corrigendum to supplementary material: Label: en
  4. Consistency and asymptotic normality of sieve ML estimators under low-level conditions: Label: en
  5. Efficiency in large dynamic panel models with common factors: Label: en
  6. Time irreversible copula-based Markov models: Label: en
  7. HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?: Label: en
  8. TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA: Label: en
  9. ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH: Label: en
  10. NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS: Label: en
  11. INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES: Label: en
  12. OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION: Label: en
  13. HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION: Label: en
  14. VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS: Label: en
  15. STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA: Label: en
  16. UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK: Label: en
  17. SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS: Label: en
  18. ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES: Label: en
  19. UNIFORM ASYMPTOTICS AND CONFIDENCE REGIONS BASED ON THE ADAPTIVE LASSO WITH PARTIALLY CONSISTENT TUNING: Label: en
  20. GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER: Label: en
  21. COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES: Label: en
  22. SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES: Label: en
  23. BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA: Label: en
  24. POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA: Label: en
  25. LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS: Label: en
  26. IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR: Label: en
  27. SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL: Label: en
  28. ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS: Label: en
  29. NONPARAMETRIC PREDICTION WITH SPATIAL DATA: Label: en
  30. LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION: Label: en
  31. THE ET INTERVIEW: PROFESSOR PETER SCHMIDT: Label: en
  32. THE ECONOMETRIC THEORY AWARDS 2023: Label: en
  33. AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS: Label: en
  34. A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK: Label: en
  35. NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS: Label: en
  36. ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS: Label: en
  37. A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS: Label: en
  38. A WILD BOOTSTRAP FOR DEPENDENT DATA: Label: en
  39. ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS: Label: en
  40. ECT volume 39 issue 2 Cover and Back matter: Label: en
  41. ECT volume 39 issue 2 Cover and Front matter: Label: en
  42. A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS: Label: en
  43. Asymptotically Efficient Estimation of Cointegration Regressions: Label: en
  44. INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL: Label: en
  45. How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?: Label: en
  46. Testing Identifiability and Specification in Instrumental Variable Models: Label: en
  47. QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES: Label: en
  48. ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES: Label: en
  49. TESTING FOR CHANGES IN KENDALL’S TAU: Label: en
  50. Multivariate Simultaneous Generalized ARCH: Label: en

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