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Donald W. K. Andrews

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Eric Zivot & Donald W.K. Andrews, 1990. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.

    Mentioned in:

    1. DGP (post ad personam)
      by Alberto Bagnai in Goofynomics on 2016-08-19 23:27:00
  2. Author Profile
    1. Peers at Work --- June 2016
      by Matthew Kahn in Environmental and Urban Economics on 2016-07-05 05:57:00
    2. REPEC Issues a Monthly "Report Card" for Academic Economists
      by Matthew Kahn in Environmental and Urban Economics on 2016-12-05 03:41:00

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Donald W.K. Andrews & Moshe Buchinsky, 1997. "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests," Cowles Foundation Discussion Papers 1141R, Cowles Foundation for Research in Economics, Yale University.

    Mentioned in:

    1. > Econometrics > Econometric Theory > Bootstrap Methods
  2. Andrews, Donald W.K. & Buchinsky, Moshe, 2002. "ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS," Econometric Theory, Cambridge University Press, vol. 18(4), pages 962-984, August.

    Mentioned in:

    1. > Econometrics > Econometric Theory > Bootstrap Methods

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992. "Optimal Changepoint Tests for Normal Linear Regression," Cowles Foundation Discussion Papers 1016, Cowles Foundation for Research in Economics, Yale University.

    Mentioned in:

    1. Эндрюс, Дональд in Wikipedia (Russian)
  2. Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-270, July.

    Mentioned in:

    1. Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (J Business & Econ Statistics 1992) in ReplicationWiki ()

Working papers

  1. Donald W.K. Andrews & Soonwoo Kwon, 2019. "Inference in Moment Inequality Models That Is Robust to Spurious Precision under Model Misspecification," Cowles Foundation Discussion Papers 2184, Cowles Foundation for Research in Economics, Yale University, revised Oct 2019.

    Cited by:

    1. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    2. Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020. "Discordant Relaxations of Misspecified Models," Papers 2012.11679, arXiv.org, revised Apr 2024.
    3. Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
    4. Phillip Heiler, 2022. "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers 2209.04329, arXiv.org, revised Jul 2024.
    5. Jorg Stoye, 2020. "A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters," Papers 2010.10484, arXiv.org, revised Dec 2020.
    6. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
    7. Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023. "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers tecipa-764, University of Toronto, Department of Economics.

  2. Donald W.K. Andrews & Vadim Marmer & Zhengfei Yu, 2017. "On Optimal Inference in the Linear IV Model," Cowles Foundation Discussion Papers 2073R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2018.

    Cited by:

    1. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    2. Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
    3. Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
    4. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
    5. Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
    6. Jan F. Kiviet, 2020. "Instrument-free inference under confined regressor endogeneity; derivations and applications," Working Papers 09/2020, Stellenbosch University, Department of Economics.
    7. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    8. Olatunji Abdul Shobande & Mobolaji Daniel Akinbomi, 2020. "Competition dynamics in Nigerian aviation industry: a game theoretic approach," Future Business Journal, Springer, vol. 6(1), pages 1-8, December.
    9. Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
    10. Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019.
    11. Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
    12. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.

  3. Donald W.K. Andrews, 2017. "Identification-Robust Subvector Inference," Cowles Foundation Discussion Papers 2105, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.

    Cited by:

    1. Leonardo Bursztyn & Georgy Egorov & Ruben Enikolopov & Maria Petrova, 2019. "Social Media and Xenophobia: Evidence from Russia," NBER Working Papers 26567, National Bureau of Economic Research, Inc.
    2. Wang, Wenjie, 2020. "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper 99109, University Library of Munich, Germany.
    3. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
    4. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
    5. Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
    6. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2020. "A Test for Kronecker Product Structure Covariance Matrix," Papers 2010.10961, arXiv.org, revised Jan 2022.
    7. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
    8. Hai, Audrey Hang & Franklin, Cynthia & Cole, Allan Hugh & Panisch, Lisa S. & Yan, Yueqi & Jones, Kristian, 2021. "Impact of MindUP on elementary school students’ classroom behaviors: A single-case design pilot study," Children and Youth Services Review, Elsevier, vol. 125(C).
    9. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
    10. Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
    11. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.

  4. Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.

    Cited by:

    1. Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2020. "Instrumental Variable Identification of Dynamic Variance Decompositions," Papers 2011.01380, arXiv.org, revised Jul 2021.
    2. Karun Adusumilli & Taisuke Otsu, 2017. "Empirical Likelihood for Random Sets," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1064-1075, July.
    3. Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
    4. D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2022. "Partially Linear Models under Data Combination," IZA Discussion Papers 15230, Institute of Labor Economics (IZA).
    5. Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
    6. Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2021. "Rationalizing rational expectations: Characterizations and tests," Quantitative Economics, Econometric Society, vol. 12(3), pages 817-842, July.
    7. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    8. Parker, Thomas, 2019. "Asymptotic inference for the constrained quantile regression process," Journal of Econometrics, Elsevier, vol. 213(1), pages 174-189.
    9. Shosei Sakaguchi, 2024. "Partial identification and inference in duration models with endogenous censoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 308-326, March.
    10. Phillip Heiler, 2022. "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers 2209.04329, arXiv.org, revised Jul 2024.
    11. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
    12. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
    13. Rami V. Tabri & Mathew J. Elias, 2024. "Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia," Papers 2406.15702, arXiv.org.
    14. Rami V. Tabri & Christopher D. Walker, 2020. "Inference for Moment Inequalities: A Constrained Moment Selection Procedure," Papers 2008.09021, arXiv.org, revised Aug 2020.
    15. Wataru Urasaki & Tomoyuki Nakagawa & Tomotaka Momozaki & Sadao Tomizawa, 2024. "Generalized Cramér’s coefficient via f-divergence for contingency tables," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 18(4), pages 893-910, December.
    16. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
    17. Yonghong An & Pengfei Liu, 2020. "Eliciting Information from Sensitive Survey Questions," Papers 2009.01430, arXiv.org.
    18. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, vol. 228(2), pages 342-358.
    19. Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023. "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers tecipa-764, University of Toronto, Department of Economics.
    20. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
    21. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
    22. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    23. Yu‐Chin Hsu & Shu Shen, 2021. "Testing monotonicity of conditional treatment effects under regression discontinuity designs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 346-366, April.

  5. Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    2. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
    3. Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
    4. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    5. Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
    6. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
    7. Adam Lee & Geert Mesters, 2021. "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers 1792, Department of Economics and Business, Universitat Pompeu Fabra.
    8. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
    9. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    10. Jean-Jacques Forneron, 2019. "Detecting Identification Failure in Moment Condition Models," Papers 1907.13093, arXiv.org, revised Oct 2023.
    11. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
    12. Zhongjun Qu & Denis Tkachenko, 2023. "Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 644-667, June.
    13. Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
    14. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
    15. Arthur Lewbel, 2018. "The Identification Zoo - Meanings of Identification in Econometrics," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.
    16. Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
    17. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
    18. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    19. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
    20. Woosik Gong & Myung Hwan Seo, 2022. "Bootstraps for Dynamic Panel Threshold Models," Papers 2211.04027, arXiv.org, revised Sep 2024.
    21. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
    22. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.

  6. Donald W. K. Andrews & Patrik Guggenberger, 2014. "Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models," Cowles Foundation Discussion Papers 1977, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Phillips, Peter C.B. & Gao, Wayne Yuan, 2017. "Structural inference from reduced forms with many instruments," Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.
    2. Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
    3. Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
    4. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    5. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    6. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
    7. Steven T. Berry & Philip A. Haile, 2021. "Foundations of Demand Estimation," NBER Working Papers 29305, National Bureau of Economic Research, Inc.
    8. Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
    9. Stépahne Auray & Nicolas Lepage-Saucier & Purevdorj Tuvaandor, 2018. "Doubly Robust GMM Inference and Differentiated Products Demand Models," Working Papers 2018-13, Center for Research in Economics and Statistics.
    10. Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
    11. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    12. Aragón, Edilean Kleber da Silva Bejarano & Galvão, Ana Beatriz, 2023. "Shock-based inference on the Phillips curve with the cost channel," Economic Modelling, Elsevier, vol. 126(C).
    13. Chaudhuri, Saraswata & Renault, Eric, 2020. "Score tests in GMM: Why use implied probabilities?," Journal of Econometrics, Elsevier, vol. 219(2), pages 260-280.
    14. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
    15. Don S. Poskitt, 2020. "On GMM Inference: Partial Identification, Identification Strength, and Non-Standard," Monash Econometrics and Business Statistics Working Papers 40/20, Monash University, Department of Econometrics and Business Statistics.

  7. Donald W.K. Andrews, 2011. "Examples of L^2-Complete and Boundedly-Complete Distributions," Cowles Foundation Discussion Papers 1801, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Xiaohong Chen & Andres Santos, 2015. "Overidentification in Regular Models," Cowles Foundation Discussion Papers 1999, Cowles Foundation for Research in Economics, Yale University.
    2. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Non parametric analysis of panel data models with endogenous variables," Journal of Econometrics, Elsevier, vol. 181(2), pages 151-164.
    3. Mavroeidis, Sophocles & Sasaki, Yuya & Welch, Ivo, 2015. "Estimation of heterogeneous autoregressive parameters with short panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 219-235.
    4. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
    5. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Hoshino, Tadao, 2022. "Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect," Journal of Econometrics, Elsevier, vol. 229(2), pages 263-275.
    7. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2023. "Nonparametric identification of random coefficients in aggregate demand models for differentiated products," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 279-306.
    8. Victor H. Aguiar & Roy Allen & Nail Kashaev, 2020. "Prices, Profits, Proxies, and Production," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20202, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    9. Kim, Kyoo il & Petrin, Amil & Song, Suyong, 2016. "Estimating production functions with control functions when capital is measured with error," Journal of Econometrics, Elsevier, vol. 190(2), pages 267-279.
    10. Rodrigo Adão & Costas Arkolakis & Sharat Ganapati, 2020. "Aggregate Implications of Firm Heterogeneity: A Nonparametric Analysis of Monopolistic Competition Trade Models," Working Papers 2020-161, Becker Friedman Institute for Research In Economics.
    11. Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
    12. Kenichi Nagasawa, 2018. "Treatment Effect Estimation with Noisy Conditioning Variables," Papers 1811.00667, arXiv.org, revised Sep 2022.
    13. Hu, Yingyao & Schennach, Susanne & Shiu, Ji-Liang, 2022. "Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 226(2), pages 269-294.
    14. Ben Deaner, 2019. "Nonparametric Instrumental Variables Estimation Under Misspecification," Papers 1901.01241, arXiv.org, revised Dec 2022.
    15. Hidehiko Ichimura & Whitney K. Newey, 2017. "The influence function of semiparametric estimators," CeMMAP working papers 06/17, Institute for Fiscal Studies.
    16. Nagasawa, Kenichi, 2020. "Identification and Estimation of Group-Level Partial Effects," The Warwick Economics Research Paper Series (TWERPS) 1243, University of Warwick, Department of Economics.
    17. Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers 22/756, School of Economics, University of Bristol, UK.
    18. Hu, Yingyao & Schennach, Susanne M. & Shiu, Ji-Liang, 2017. "Injectivity of a class of integral operators with compactly supported kernels," Journal of Econometrics, Elsevier, vol. 200(1), pages 48-58.
    19. Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023. "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1848-1875.
    20. Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers 2319, Cowles Foundation for Research in Economics, Yale University.
    21. Diegert, Paul & Jochmans, Koen, 2024. "Nonparametric Identification of Models for Dyadic Data”," TSE Working Papers 24-1574, Toulouse School of Economics (TSE).
    22. Thomas A. Severini, 2020. "On a Simple Identity for the Conditional Expectation of Orthogonal Polynomials," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 13-27, February.
    23. Malikov, Emir & Zhao, Shunan & Kumbhakar, Subal C., 2020. "Estimation of Firm-Level Productivity in the Presence of Exports: Evidence from China's Manufacturing," MPRA Paper 98077, University Library of Munich, Germany.
    24. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    25. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2023. "Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness," Papers 2302.05404, arXiv.org.
    26. Loh, Isaac, 2023. "Genericity of the completeness condition with constrained instruments," Economics Letters, Elsevier, vol. 224(C).
    27. Wang, Ao, 2021. "A BLP Demand Model of Product-Level Market Shares with Complementarity," The Warwick Economics Research Paper Series (TWERPS) 1351, University of Warwick, Department of Economics.
    28. Fabian Dunker, 2015. "Adaptive estimation for some nonparametric instrumental variable models," Papers 1511.03977, arXiv.org, revised Aug 2021.
    29. Nail Kashaev, 2022. "Identification and Estimation of Multinomial Choice Models with Latent Special Covariates," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.

  8. Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.

    Cited by:

    1. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
    3. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    4. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
    5. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014. "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, vol. 82, pages 1979-2002, September.
    6. Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
    7. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. David M. Kaplan & Longhao Zhuo, 2017. "Frequentist size of Bayesian inequality tests," Working Papers 1709, Department of Economics, University of Missouri, revised 14 Jul 2019.
    9. David M. Kaplan & Longhao Zhuo, 2019. "Frequentist properties of Bayesian inequality tests," Working Papers 1910, Department of Economics, University of Missouri.
    10. Moreira, Humberto Ataíde & Moreira, Marcelo J., 2013. "Contributions to the Theory of Optimal Tests," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 747, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    11. Timothy B. Armstrong, 2014. "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers 1975, Cowles Foundation for Research in Economics, Yale University.
    12. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, vol. 228(2), pages 342-358.
    13. Sriananthakumar, Sivagowry, 2015. "Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests," Economic Modelling, Elsevier, vol. 49(C), pages 387-394.
    14. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
    15. Kees Jan van Garderen & Noud van Giersbergen, 2020. "A Nearly Similar Powerful Test for Mediation," Papers 2012.11342, arXiv.org, revised Jan 2022.

  9. Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
    2. Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
    3. Young-Joo Kim & Myung Hwan Seo, 2017. "Is There a Jump in the Transition?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 241-249, April.
    4. Tiemen M. Woutersen & John Ham, 2013. "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers 23/13, Institute for Fiscal Studies.
    5. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    6. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Jean-Marie Dufour & Joachim Wilde, 2013. "Weak Identification in Probit Models with Endogenous Covariates," IEER Working Papers 95, Institute of Empirical Economic Research, Osnabrueck University, revised 28 Feb 2013.
    8. Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood inference in some finite mixture models," CeMMAP working papers 19/13, Institute for Fiscal Studies.
    9. Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
    10. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    11. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2020. "Identification-robust Inequality Analysis," CIRANO Working Papers 2020s-23, CIRANO.
    12. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
    13. Kadilli, Anjeza & Krishnakumar, Jaya, 2022. "Smooth Transition Simultaneous Equation Models," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
    14. D’Amour, Alexander & Ding, Peng & Feller, Avi & Lei, Lihua & Sekhon, Jasjeet, 2021. "Overlap in observational studies with high-dimensional covariates," Journal of Econometrics, Elsevier, vol. 221(2), pages 644-654.
    15. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    16. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
    17. Jui-Chung Yang & Ke-Li Xu, 2013. "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers pya307, Job Market Papers.
    18. Nicky L. Grant & Richard J. Smith, 2019. "Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix," CeMMAP working papers CWP05/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2024. "Identification-robust methods for comparing inequality with an application to regional disparities," Post-Print hal-04676480, HAL.
    20. Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
    21. Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
    22. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
    23. Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
    24. Chen, Feiyan & Ding, Feng & Alsaedi, Ahmed & Hayat, Tasawar, 2017. "Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 132(C), pages 53-67.

  10. Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
    2. Peter C.B. Phillips & Igor Kheifets, 2021. "On Multicointegration," Cowles Foundation Discussion Papers 2306, Cowles Foundation for Research in Economics, Yale University.
    3. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
    4. Jean-Marie Dufour & Joachim Wilde, 2013. "Weak Identification in Probit Models with Endogenous Covariates," IEER Working Papers 95, Institute of Empirical Economic Research, Osnabrueck University, revised 28 Feb 2013.
    5. Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
    6. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    7. Philipp Ketz, 2019. "Testing overidentifying restrictions with a restricted parameter space," Post-Print halshs-02492665, HAL.
    8. Jules Tinang & Nour Meddahi, 2016. "GMM estimation of the Long Run Risks model," 2016 Meeting Papers 1107, Society for Economic Dynamics.
    9. David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020. "Weak Identification in Discrete Choice Models," Papers 2011.06753, arXiv.org, revised Jan 2021.
    10. Philipp Ketz, 2019. "On asymptotic size distortions in the random coefficients logit model," Post-Print halshs-02302067, HAL.
    11. Chen, Heng & Fan, Yanqin & Liu, Ruixuan, 2016. "Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model," Journal of Econometrics, Elsevier, vol. 195(2), pages 255-270.
    12. Stépahne Auray & Nicolas Lepage-Saucier & Purevdorj Tuvaandor, 2018. "Doubly Robust GMM Inference and Differentiated Products Demand Models," Working Papers 2018-13, Center for Research in Economics and Statistics.
    13. Phillips, Peter C.B. & Kheifets, Igor L., 2024. "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, vol. 238(2).
    14. Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print halshs-01884381, HAL.
    15. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    16. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
    17. Jui-Chung Yang & Ke-Li Xu, 2013. "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers pya307, Job Market Papers.
    18. Dakyung Seong, 2022. "Binary response model with many weak instruments," Papers 2201.04811, arXiv.org, revised Jun 2024.
    19. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    20. Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
    21. Woosik Gong & Myung Hwan Seo, 2022. "Bootstraps for Dynamic Panel Threshold Models," Papers 2211.04027, arXiv.org, revised Sep 2024.
    22. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.

  11. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
    2. Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023. "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
    3. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    4. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
    5. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
    7. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Demet Yilmazkuday & Hakan Yilmazkuday, 2014. "The role of direct flights in trade costs," Globalization Institute Working Papers 179, Federal Reserve Bank of Dallas.
    9. Matilde Bombardini & Bingjing Li & Francesco Trebbi, 2020. "Did U.S. Politicians Expect the China Shock?," NBER Working Papers 28073, National Bureau of Economic Research, Inc.
    10. Ismael Mourifie & Marc Henry & Romuald Meango, 2017. "Sharp bounds and testability of a Roy model of STEM major choices," Papers 1709.09284, arXiv.org, revised Nov 2019.
    11. Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
    12. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
    13. Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Donald, Stephen G. & Hsu, Yu-Chin, 2014. "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
    15. Steven T Berry & Giovanni Compiani, 2023. "An Instrumental Variable Approach to Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 1724-1758.
    16. Ismael MOURIFIÉ, 2013. "Sharp Bounds On Treatment Effects In A Binary Triangular System," Working Papers tecipa-498, University of Toronto, Department of Economics.
    17. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Norwegian School of Economics, Department of Economics.
    18. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust Confidence Regions for Incomplete Models," Boston University - Department of Economics - Working Papers Series wp2015-008, Boston University - Department of Economics.
    20. Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
    21. Wenlong Ji & Lihua Lei & Asher Spector, 2023. "Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects," Papers 2310.08115, arXiv.org, revised Nov 2024.
    22. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
    23. Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267, arXiv.org, revised Nov 2013.
    24. Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers 08/15, Institute for Fiscal Studies.
    25. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023. "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
    26. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
    27. Vira Semenova, 2023. "Aggregated Intersection Bounds and Aggregated Minimax Values," Papers 2303.00982, arXiv.org, revised Jun 2024.
    28. Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    29. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
    30. Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
    31. Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph, 2017. "Identification And Inference On Regressions With Missing Covariate Data," Econometric Theory, Cambridge University Press, vol. 33(1), pages 196-241, February.
    32. João Madeira & Nuno Palma, 2018. "Measuring Monetary Policy Deviations from the Taylor Rule," Economics Discussion Paper Series 1803, Economics, The University of Manchester.
    33. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
    34. Yinghua He & Gabrielle Fack & Julien Grenet, 2020. "Beyond Truth-Telling: Preference Estimation with Centralized School Choice and College Admissions," Working Papers halshs-01215998, HAL.
    35. Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
    36. Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
    37. Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers 38/13, Institute for Fiscal Studies.
    38. Bontemps, Christian & Kumar, Rohit, 2018. "A Geometric Approach to Inference in Set-Identified Entry Games," TSE Working Papers 18-943, Toulouse School of Economics (TSE), revised Mar 2019.
    39. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
    41. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    42. Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2021. "Rationalizing rational expectations: Characterizations and tests," Quantitative Economics, Econometric Society, vol. 12(3), pages 817-842, July.
    43. Yanchun Jin, 2016. "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers 948, Kyoto University, Institute of Economic Research.
    44. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Apr 2024.
    45. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    46. Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min, 2016. "A nonparametric test of a strong leverage hypothesis," Journal of Econometrics, Elsevier, vol. 194(1), pages 153-186.
    47. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    48. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
    49. Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020. "Discordant Relaxations of Misspecified Models," Papers 2012.11679, arXiv.org, revised Apr 2024.
    50. Hong, Han & Li, Jessie, 2018. "The numerical delta method," Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.
    51. Hong, Shengjie, 2017. "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, vol. 196(1), pages 156-179.
    52. Lee, Ying-Ying & Bhattacharya, Debopam, 2019. "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
    53. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    54. beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
    55. Shosei Sakaguchi, 2024. "Partial identification and inference in duration models with endogenous censoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 308-326, March.
    56. Jad Beyhum & Jean-Pierre FLorens & Ingrid Van Keilegom, 2020. "Nonparametric instrumental regression with right censored duration outcomes," Papers 2011.10423, arXiv.org.
    57. Brendan K. Beare & Jackson D. Clarke, 2022. "Modified Wilcoxon-Mann-Whitney tests of stochastic dominance," Papers 2210.08892, arXiv.org.
    58. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large Bayesian game with heterogeneous beliefs," Journal of Econometrics, Elsevier, vol. 237(1).
    59. Ng, Pin & Wong, Wing-Keung & Xiao, Zhijie, 2017. "Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency," European Journal of Operational Research, Elsevier, vol. 261(2), pages 666-678.
    60. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
    61. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
    62. Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao, 2023. "Dynamic discrete choice models with incomplete data: Sharp identification," Journal of Econometrics, Elsevier, vol. 236(1).
    63. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.
    64. Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
    65. Tomiyama, Hideyuki & Otsu, Taisuke, 2022. "Inference on incomplete information games with multi-dimensional actions," Economics Letters, Elsevier, vol. 215(C).
    66. Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers CWP53/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    67. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
    68. Phillip Heiler, 2022. "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers 2209.04329, arXiv.org, revised Jul 2024.
    69. Marc Henry & Ismael Mourifié, 2012. "Sharp Bounds in the Binary Roy Model," CIRANO Working Papers 2012s-06, CIRANO.
    70. Arie Beresteanu, 2016. "Quantile Regression with Interval Data," Working Paper 5991, Department of Economics, University of Pittsburgh.
    71. Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M., 2023. "IV methods for Tobit models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1700-1724.
    72. Yu-Chin Hsu & Martin Huber & Ying-Ying Lee & Chu-An Liu, 2021. "Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data," Papers 2106.04237, arXiv.org, revised Aug 2022.
    73. Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
    74. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
    75. Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
    76. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
    77. Nick Koning & Paul Bekker, 2019. "Exact Testing of Many Moment Inequalities Against Multiple Violations," Papers 1904.12775, arXiv.org, revised Jun 2020.
    78. Okumura, Tsunao & 奥村, 綱雄 & オクムラ, ツナオ & Usui, Emiko & 臼井, 恵美子 & ウスイ, エミコ, 2010. "Concave-Monotone Treatment Response and Monotone Treatment Selection: With an Application to the Returns to Schooling," PIE/CIS Discussion Paper 475, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    79. Isaac Loh, 2024. "Inference under partial identification with minimax test statistics," Papers 2401.13057, arXiv.org, revised Apr 2024.
    80. Arkadiusz Szydłowski, 2019. "Endogenous censoring in the mixed proportional hazard model with an application to optimal unemployment insurance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1086-1101, November.
    81. Matthew J Tudball & Rachael A Hughes & Kate Tilling & Jack Bowden & Qingyuan Zhao, 2023. "Sample-constrained partial identification with application to selection bias," Biometrika, Biometrika Trust, vol. 110(2), pages 485-498.
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    83. Bontemps, Christian & Menezes Bezerra Sampaio, Raquel, 2020. "Entry games for the airline industry," TSE Working Papers 20-1108, Toulouse School of Economics (TSE).
    84. Garry F. Barrett & Stephen G. Donald & Yu-Chin Hsu, 2015. "Consistent Tests for Poverty Dominance Relations," IEAS Working Paper : academic research 15-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    85. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
    86. Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
    87. Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2019. "Improved Central Limit Theorem and bootstrap approximations in high dimensions," Papers 1912.10529, arXiv.org, revised May 2022.
    88. Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers 53/13, Institute for Fiscal Studies.
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    91. Yu-Chin Hsu & Ji-Liang Shiu & Yuanyuan Wan, 2023. "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs," Working Papers tecipa-761, University of Toronto, Department of Economics.
    92. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    93. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
    94. Lu, Zhentong, 2022. "Estimating multinomial choice models with unobserved choice sets," Journal of Econometrics, Elsevier, vol. 226(2), pages 368-398.
    95. Nathan Canen & Kyungchul Song, 2019. "Counterfactual Analysis under Partial Identification Using Locally Robust Refinement," Papers 1906.00003, arXiv.org, revised Jan 2021.
    96. Chuang, O-Chia & Kuan, Chung-Ming & Tzeng, Larry Y., 2017. "Testing for central dominance: Method and application," Journal of Econometrics, Elsevier, vol. 196(2), pages 368-378.
    97. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large bayesian game with heterogeneous beliefs," Other publications TiSEM aca0631e-4f8a-45c7-af3a-4, Tilburg University, School of Economics and Management.
    98. Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
    99. Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023. "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers tecipa-764, University of Toronto, Department of Economics.
    100. Gualdani, Cristina & Sinha, Shruti, 2024. "Identification in discrete choice models with imperfect information," Journal of Econometrics, Elsevier, vol. 244(1).
    101. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
    102. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
    103. Toru Kitagawa, 2014. "A Test for Instrument Validity," CeMMAP working papers CWP34/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    104. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
    105. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers 23/18, Institute for Fiscal Studies.
    106. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
    107. Toru Kitagawa, 2014. "A Test for Instrument Validity," CeMMAP working papers 34/14, Institute for Fiscal Studies.
    108. Martin E Andresen & Martin Huber, 2021. "Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 536-558.
    109. Amit Gandhi & Zhentong Lu & Xiaoxia Shi, 2023. "Estimating demand for differentiated products with zeroes in market share data," Quantitative Economics, Econometric Society, vol. 14(2), pages 381-418, May.
    110. Francis J. DiTraglia & Camilo García-Jimeno, 2017. "Mis-classified, Binary, Endogenous Regressors: Identification and Inference," NBER Working Papers 23814, National Bureau of Economic Research, Inc.
    111. Beyhum, Jad & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2020. "Nonparametric Instrumental Regression with Right Censored Duration Outcomes," TSE Working Papers 20-1164, Toulouse School of Economics (TSE).
    112. Linton, Oliver & Smetanina, Ekaterina, 2016. "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 664-689.
    113. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
    114. Bei, Xinyue, 2024. "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, vol. 238(1).
    115. Yu‐Chin Hsu & Shu Shen, 2021. "Testing monotonicity of conditional treatment effects under regression discontinuity designs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 346-366, April.
    116. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    117. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.

  12. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
    2. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    3. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    4. Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
    5. Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
    6. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org.
    7. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    8. Donald W.K. Andrews, 2017. "Identification-Robust Subvector Inference," Cowles Foundation Discussion Papers 2105, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.
    9. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference on winners," CeMMAP working papers CWP43/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    11. Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    13. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
    14. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
    15. Donald W. K. Andrews & Patrik Guggenberger, 2014. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.
    16. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    17. Alejandro Sanchez-Becerra, 2023. "Robust inference for the treatment effect variance in experiments using machine learning," Papers 2306.03363, arXiv.org.
    18. Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016. "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers WP1702, ESSEC Research Center, ESSEC Business School.
    19. Xiaohong Chen & Maria Ponomareva & Elie Tamer, 2013. "Likelihood inference in some finite mixture models," CeMMAP working papers 19/13, Institute for Fiscal Studies.
    20. Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
    21. Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022. "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
    22. Rui Da & Dacheng Xiu, 2021. "When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility," Econometrica, Econometric Society, vol. 89(6), pages 2787-2825, November.
    23. Philipp Ketz, 2019. "On asymptotic size distortions in the random coefficients logit model," Post-Print halshs-02302067, HAL.
    24. Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013. "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive 15-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Mar 2015.
    25. Chen, Heng & Fan, Yanqin & Liu, Ruixuan, 2016. "Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model," Journal of Econometrics, Elsevier, vol. 195(2), pages 255-270.
    26. Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
    27. Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    28. Matsushita, Yukitoshi & Otsu, Taisuke, 2024. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
    29. Kang, Natasha & Marmer, Vadim, 2020. "Modeling Long Cycles," Economics working papers vadim_marmer-2020-3, Vancouver School of Economics, revised 26 Oct 2020.
    30. Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print halshs-01884381, HAL.
    31. John Chao & Peter C.B. Phillips, 2017. "Uniform Inference in Panel Autoregression," Cowles Foundation Discussion Papers 2071, Cowles Foundation for Research in Economics, Yale University.
    32. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    33. Ke-Li Xu, 2022. "On Local Projection Based Inference," CAEPR Working Papers 2022-002 Classification-, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    34. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
    35. Jui-Chung Yang & Ke-Li Xu, 2013. "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers pya307, Job Market Papers.
    36. José Luis Montiel Olea & Mikkel Plagborg‐Møller, 2021. "Local Projection Inference Is Simpler and More Robust Than You Think," Econometrica, Econometric Society, vol. 89(4), pages 1789-1823, July.
    37. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
    38. Xiaoxia Shi, 2015. "A nondegenerate Vuong test," Quantitative Economics, Econometric Society, vol. 6(1), pages 85-121, March.
    39. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    40. Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
    41. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84(4), pages 1571-1612, July.
    42. Ke-Li Xu, 2023. "Local Projection Based Inference under General Conditions," CAEPR Working Papers 2023-001 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    43. Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
    44. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.

  13. Donald W.K. Andrews & Patrik Guggenberger, 2011. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers 1812R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2012.

    Cited by:

    1. Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    2. Sochi Iwuoha & Joseph I. Onochie, 2023. "Investigating the Relationship Between Canada’s Environmental Quality and GDP-Alternative Measures: An Error Correction Approach," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 13(2), pages 1-1.
    3. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    4. David M. Kaplan & Matt Goldman, 2015. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri.
    5. Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020. "Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 676-690, September.
    6. Jae H. Kim & In Choi, 2017. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels," Econometrics, MDPI, vol. 5(3), pages 1-23, September.
    7. Phillips, Peter C.B. & Lee, Ji Hyung, 2016. "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 192(2), pages 433-450.
    8. Ronald W. Butler & Marc S. Paolella, 2017. "Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    9. Goldman, Matt & Kaplan, David M., 2017. "Fractional order statistic approximation for nonparametric conditional quantile inference," Journal of Econometrics, Elsevier, vol. 196(2), pages 331-346.

  14. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Ariel Pakes & Jack Porter, 2024. "Moment inequalities for multinomial choice with fixed effects," Quantitative Economics, Econometric Society, vol. 15(1), pages 1-25, January.
    2. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
    3. Oliver Linton & Yoon-Jae Whang & Yu-Min Yen, 2012. "A nonparametric test of the leverage hypothesis," CeMMAP working papers CWP24/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023. "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
    5. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    6. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
    7. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
    9. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Matilde Bombardini & Bingjing Li & Francesco Trebbi, 2020. "Did U.S. Politicians Expect the China Shock?," NBER Working Papers 28073, National Bureau of Economic Research, Inc.
    11. Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
    12. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
    13. Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2023. "Inference for High-Dimensional Exchangeable Arrays," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1595-1605, July.
    15. Donald, Stephen G. & Hsu, Yu-Chin, 2014. "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
    16. Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
    17. Toru Kitagawa & Aleksey Tetenov, 2018. "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Econometrica, Econometric Society, vol. 86(2), pages 591-616, March.
    18. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    19. Steven T Berry & Giovanni Compiani, 2023. "An Instrumental Variable Approach to Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 1724-1758.
    20. Ismael MOURIFIÉ, 2013. "Sharp Bounds On Treatment Effects In A Binary Triangular System," Working Papers tecipa-498, University of Toronto, Department of Economics.
    21. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    22. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Norwegian School of Economics, Department of Economics.
    23. Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
    24. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust Confidence Regions for Incomplete Models," Boston University - Department of Economics - Working Papers Series wp2015-008, Boston University - Department of Economics.
    26. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
    27. Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
    28. Wenlong Ji & Lihua Lei & Asher Spector, 2023. "Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects," Papers 2310.08115, arXiv.org, revised Nov 2024.
    29. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
    30. Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267, arXiv.org, revised Nov 2013.
    31. Shosei Sakaguchi, 2020. "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers CWP8/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. Oliver Linton & Katja Smetanina, 2015. "Mean Ratio Statistic for measuring predictability," CeMMAP working papers 08/15, Institute for Fiscal Studies.
    33. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023. "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
    34. Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
    35. Cristina Gualdani & Shruti Sinha, 2023. "Identification in Discrete Choice Models with Imperfect Information," Working Papers 949, Queen Mary University of London, School of Economics and Finance.
    36. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
    37. Gualdani, Cristina & Sinha, Shruti, 2019. "Identification and inference in discrete choice models with imperfect information," TSE Working Papers 19-1049, Toulouse School of Economics (TSE), revised Jun 2020.
    38. Vira Semenova, 2023. "Aggregated Intersection Bounds and Aggregated Minimax Values," Papers 2303.00982, arXiv.org, revised Jun 2024.
    39. Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
    41. Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
    42. Aucejo, Esteban M. & Bugni, Federico A. & Hotz, V. Joseph, 2017. "Identification And Inference On Regressions With Missing Covariate Data," Econometric Theory, Cambridge University Press, vol. 33(1), pages 196-241, February.
    43. João Madeira & Nuno Palma, 2018. "Measuring Monetary Policy Deviations from the Taylor Rule," Economics Discussion Paper Series 1803, Economics, The University of Manchester.
    44. Cristina Gualdani & Shruti Sinha, 2019. "Identification in discrete choice models with imperfect information," Papers 1911.04529, arXiv.org, revised Dec 2023.
    45. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
    46. Yinghua He & Gabrielle Fack & Julien Grenet, 2020. "Beyond Truth-Telling: Preference Estimation with Centralized School Choice and College Admissions," Working Papers halshs-01215998, HAL.
    47. Adam M. Rosen & Takuya Ura, 2019. "Finite Sample Inference for the Maximum Score Estimand," Papers 1903.01511, arXiv.org, revised May 2020.
    48. Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
    49. Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers 38/13, Institute for Fiscal Studies.
    50. Mo Xiao & Zhe Yuan, 2022. "License Complementarity and Package Bidding: US Spectrum Auctions," American Economic Journal: Microeconomics, American Economic Association, vol. 14(4), pages 420-464, November.
    51. Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
    52. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    53. Bontemps, Christian & Kumar, Rohit, 2018. "A Geometric Approach to Inference in Set-Identified Entry Games," TSE Working Papers 18-943, Toulouse School of Economics (TSE), revised Mar 2019.
    54. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    55. Yu-Chin Hsu & Robert P. Lieli, 2021. "Inference for ROC Curves Based on Estimated Predictive Indices," Papers 2112.01772, arXiv.org.
    56. Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
    57. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    58. Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2021. "Rationalizing rational expectations: Characterizations and tests," Quantitative Economics, Econometric Society, vol. 12(3), pages 817-842, July.
    59. Yanchun Jin, 2016. "Nonparametric tests for the effect of treatment on conditional variance," KIER Working Papers 948, Kyoto University, Institute of Economic Research.
    60. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    61. Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023. "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers tecipa-756, University of Toronto, Department of Economics.
    62. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Apr 2024.
    63. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    64. Linton, Oliver & Whang, Yoon-Jae & Yen, Yu-Min, 2016. "A nonparametric test of a strong leverage hypothesis," Journal of Econometrics, Elsevier, vol. 194(1), pages 153-186.
    65. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    66. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
    67. Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020. "Discordant Relaxations of Misspecified Models," Papers 2012.11679, arXiv.org, revised Apr 2024.
    68. Hong, Han & Li, Jessie, 2018. "The numerical delta method," Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.
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    71. D’Amour, Alexander & Ding, Peng & Feller, Avi & Lei, Lihua & Sekhon, Jasjeet, 2021. "Overlap in observational studies with high-dimensional covariates," Journal of Econometrics, Elsevier, vol. 221(2), pages 644-654.
    72. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers 46/17, Institute for Fiscal Studies.
    73. Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
    74. Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print halshs-01884381, HAL.
    75. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    76. Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
    77. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    78. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
    79. Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy, 2019. "Relevant moment selection under mixed identification strength," School of Economics and Public Policy Working Papers 2019-04, University of Adelaide, School of Economics and Public Policy.
    80. Jui-Chung Yang & Ke-Li Xu, 2013. "Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers pya307, Job Market Papers.
    81. Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia, 2021. "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Post-Print hal-03528880, HAL.
    82. Lee, Nayoung & Moon, Hyungsik Roger & Zhou, Qiankun, 2017. "Many IVs estimation of dynamic panel regression models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 251-259.
    83. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
    84. Wang, Wenjie & Kaffo, Maximilien, 2016. "Bootstrap inference for instrumental variable models with many weak instruments," Journal of Econometrics, Elsevier, vol. 192(1), pages 231-268.
    85. Donald W. K. Andrews & Xu Cheng, 2012. "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, September.
    86. Philipp Ketz, 2022. "Allowing for weak identification when testing GARCH-X type models," Papers 2210.11398, arXiv.org.
    87. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    88. Joel L. Horowitz, 2018. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP52/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    89. Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
    90. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84(4), pages 1571-1612, July.
    91. Zhongjun Qu, 2011. "Inference and Speci?cation Testing in DSGE Models with Possible Weak Identification," Boston University - Department of Economics - Working Papers Series WP2011-058, Boston University - Department of Economics.
    92. Xiaohong Chen & Elie Tamer & Alexander Torgovitsky, 2011. "Sensitivity Analysis in Semiparametric Likelihood Models," Cowles Foundation Discussion Papers 1836, Cowles Foundation for Research in Economics, Yale University.
    93. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
    94. Silvia Haan-Rietdijk & John Gottman & Cindy Bergeman & Ellen Hamaker, 2016. "Get Over It! A Multilevel Threshold Autoregressive Model for State-Dependent Affect Regulation," Psychometrika, Springer;The Psychometric Society, vol. 81(1), pages 217-241, March.
    95. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
    96. Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.

  16. Donald W.K. Andrews & Patrik Guggenberger, 2008. "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," Cowles Foundation Discussion Papers 1665, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017. "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 201(2), pages 400-416.
    2. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    3. Westerlund, Joakim, 2014. "On the choice of test for a unit root when the errors are conditionally heteroskedastic," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 40-53.
    4. Lu, Cuicui & Wooldridge, Jeffrey M., 2017. "Quasi-generalized least squares regression estimation with spatial data," Economics Letters, Elsevier, vol. 156(C), pages 138-141.
    5. Ke-Li Xu, 2022. "On Local Projection Based Inference," CAEPR Working Papers 2022-002 Classification-, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    6. Ke-Li Xu, 2023. "Local Projection Based Inference under General Conditions," CAEPR Working Papers 2023-001 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

  17. Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023. "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
    2. Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
    3. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    4. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    5. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
    7. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    8. Andreas Dzemski & Ryo Okui, 2024. "Confidence set for group membership," Quantitative Economics, Econometric Society, vol. 15(2), pages 245-277, May.
    9. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
    11. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    12. Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018. "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, vol. 205(2), pages 448-469.
    13. Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
    14. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Steven Berry & Alon Eizenberg & Joel Waldfogel, 2015. "Optimal Product Variety in Radio Markets," NBER Working Papers 21621, National Bureau of Economic Research, Inc.
    16. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
    17. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust Confidence Regions for Incomplete Models," Boston University - Department of Economics - Working Papers Series wp2015-008, Boston University - Department of Economics.
    18. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
    19. David M. Kaplan & Longhao Zhuo, 2019. "Comparing latent inequality with ordinal data," Working Papers 1909, Department of Economics, University of Missouri.
    20. Hiroaki Kaido & Yi Zhang, 2019. "Robust likelihood ratio tests for incomplete economic models," CeMMAP working papers CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    23. Clément de Chaisemartin, 2012. "Fuzzy differences in differences," PSE Working Papers halshs-00671368, HAL.
    24. Patrick Kline & Melissa Tartari, 2016. "Bounding the Labor Supply Responses to a Randomized Welfare Experiment: A Revealed Preference Approach," American Economic Review, American Economic Association, vol. 106(4), pages 972-1014, April.
    25. Armstrong, Timothy B., 2014. "Weighted KS statistics for inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 181(2), pages 92-116.
    26. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
    27. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014. "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, vol. 82, pages 1979-2002, September.
    28. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
    29. João Madeira & Nuno Palma, 2018. "Measuring Monetary Policy Deviations from the Taylor Rule," Economics Discussion Paper Series 1803, Economics, The University of Manchester.
    30. Tuncel, Tuba, 2022. "Should We Prevent Off-Label Drug Prescriptions? Empirical Evidence from France," TSE Working Papers 22-1383, Toulouse School of Economics (TSE).
    31. Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.
    32. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
    33. Hsieh, Yu-Wei & Shi, Xiaoxia & Shum, Matthew, 2022. "Inference on estimators defined by mathematical programming," Journal of Econometrics, Elsevier, vol. 226(2), pages 248-268.
    34. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
    35. Brendan Kline & Elie Tamer, 2016. "Bayesian inference in a class of partially identified models," Quantitative Economics, Econometric Society, vol. 7(2), pages 329-366, July.
    36. François Gerard & Miikka Rokkanen & Christoph Rothe, 2020. "Bounds on treatment effects in regression discontinuity designs with a manipulated running variable," Quantitative Economics, Econometric Society, vol. 11(3), pages 839-870, July.
    37. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    38. de Chaisemartin, Clement & D'Haultfoeuille, Xavier, "undated". "Supplement to Fuzzy Differences-in-Differences," Economic Research Papers 270217, University of Warwick - Department of Economics.
    39. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018. "Moment Inequalities in the Context of Simulated and Predicted Variables," Papers 1804.03674, arXiv.org.
    41. Johan Vikström & Geert Ridder & Martin Weidner, 2016. "Bounds On Treatment Effects On Transitions," CeMMAP working papers 17/16, Institute for Fiscal Studies.
    42. Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
    43. Xiaoxia Shi, 2022. "Simple adaptive size-exact testing for full-vector and subvector inference in moment inequality models," Economics Virtual Symposium 2022 09, Stata Users Group.
    44. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
    45. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    46. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    48. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    49. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    50. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
    51. Gerard, François & Rothe, Christoph & Rokkanen, Miikka, 2016. "Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application," CEPR Discussion Papers 11668, C.E.P.R. Discussion Papers.
    52. Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao, 2023. "Dynamic discrete choice models with incomplete data: Sharp identification," Journal of Econometrics, Elsevier, vol. 236(1).
    53. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.
    54. Evan K. Rose & Yotam Shem-Tov, 2021. "On Recoding Ordered Treatments as Binary Indicators," Papers 2111.12258, arXiv.org, revised Mar 2024.
    55. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    56. Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
    57. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
    58. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
    59. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers 28/16, Institute for Fiscal Studies.
    60. Nick Koning & Paul Bekker, 2019. "Exact Testing of Many Moment Inequalities Against Multiple Violations," Papers 1904.12775, arXiv.org, revised Jun 2020.
    61. Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    62. Filip Obradovi'c, 2022. "Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach," Papers 2204.00180, arXiv.org, revised Aug 2024.
    63. Jorg Stoye, 2020. "A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters," Papers 2010.10484, arXiv.org, revised Dec 2020.
    64. Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.
    65. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
    66. Joseph P. Romano & Michael Wolf, 2017. "Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap," ECON - Working Papers 254, Department of Economics - University of Zurich.
    67. Donald S. Poskitt & Xueyan Zhao, 2023. "Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets," Monash Econometrics and Business Statistics Working Papers 9/23, Monash University, Department of Econometrics and Business Statistics.
    68. Daniel Cerquera & François Laisney & Hannes Ullrich, 2014. "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin 1419, DIW Berlin, German Institute for Economic Research.
    69. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity in sample selection models," Economics Working Paper Series 1145, University of St. Gallen, School of Economics and Political Science.
    70. Allen, Roy, 2018. "Testing moment inequalities: Selection versus recentering," Economics Letters, Elsevier, vol. 162(C), pages 124-126.
    71. Rami V. Tabri & Christopher D. Walker, 2020. "Inference for Moment Inequalities: A Constrained Moment Selection Procedure," Papers 2008.09021, arXiv.org, revised Aug 2020.
    72. Marine Carrasco & N’Golo Koné, 2024. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 908-953.
    73. Johan Vikström & Geert Ridder & Martin Weidner, 2015. "Bounds on treatment effects on transitions," CeMMAP working papers 01/15, Institute for Fiscal Studies.
    74. Yanchun Jin & Ryo Okui, 2020. "Testing for overconfidence statistically: A moment inequality approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 879-892, November.
    75. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    76. Crotty, Kevin & Teguia, Alberto, 2017. "Estimating asset pricing models with frictions," Economics Letters, Elsevier, vol. 154(C), pages 24-27.
    77. Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    78. Shuyang Sheng, 2020. "A Structural Econometric Analysis of Network Formation Games Through Subnetworks," Econometrica, Econometric Society, vol. 88(5), pages 1829-1858, September.
    79. Kaido, Hiroaki & White, Halbert, 2014. "A two-stage procedure for partially identified models," Journal of Econometrics, Elsevier, vol. 182(1), pages 5-13.
    80. Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
    81. Obradović, Filip, 2024. "Measuring diagnostic test performance using imperfect reference tests: A partial identification approach," Journal of Econometrics, Elsevier, vol. 244(1).
    82. Canay, Ivan A., 2010. "EL inference for partially identified models: Large deviations optimality and bootstrap validity," Journal of Econometrics, Elsevier, vol. 156(2), pages 408-425, June.
    83. Dzemski, Andreas & Okui, Ryo, 2018. "Confidence Set for Group Membership," Working Papers in Economics 727, University of Gothenburg, Department of Economics.
    84. Zeng-Hua Lu & Alec Zuo, 2017. "Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1339769-133, January.
    85. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
    86. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers 23/18, Institute for Fiscal Studies.
    87. Donald, Stephen G. & Hsu, Yu-Chin, 2011. "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, vol. 113(3), pages 241-243.
    88. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  18. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1620, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
    2. Christopher P. Chambers & Federico Echenique & Nicolas Lambert, 2019. "Recovering Preferences from Finite Data," Papers 1909.05457, arXiv.org, revised Oct 2020.
    3. Christian Bontemps & Thierry Magnac & Eric Maurin, 2012. "Set Identified Linear Models," Econometrica, Econometric Society, vol. 80(3), pages 1129-1155, May.
    4. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Demet Yilmazkuday & Hakan Yilmazkuday, 2014. "The role of direct flights in trade costs," Globalization Institute Working Papers 179, Federal Reserve Bank of Dallas.
    6. Susanne M. Schennach, 2014. "Entropic Latent Variable Integration via Simulation," Econometrica, Econometric Society, vol. 82(1), pages 345-385, January.
    7. Ian Crawford & Bram De Rock, 2014. "Empirical Revealed Preference," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 503-524, August.
    8. Arie Beresteanu, 2009. "Sharp Identification Regions in Models with Convex Predictions: Games, Individual Choice, and Incomplete Data," Working Paper 428, Department of Economics, University of Pittsburgh, revised Sep 2010.
    9. Weese, Eric, 2013. "Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations," Working Papers 113, Yale University, Department of Economics.
    10. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
    11. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
    12. Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Stefan Boes, 2009. "Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints," SOI - Working Papers 0920, Socioeconomic Institute - University of Zurich.
    14. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    15. Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
    16. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Chen, Ruxin & Tabri, Rami V., 2019. "Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals," Working Papers 2019-07, University of Sydney, School of Economics, revised Sep 2019.
    18. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
    19. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014. "Modelling Heaped Duration Data: An Application to Neonatal Mortality," IZA Discussion Papers 8493, Institute of Labor Economics (IZA).
    20. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
    21. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    22. Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018. "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, vol. 205(2), pages 448-469.
    23. Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
    24. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Jorg Stoye, 2009. "More on Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 77(4), pages 1299-1315, July.
    26. Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
    27. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    28. Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267, arXiv.org, revised Nov 2013.
    29. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    30. Hyungsik Roger Moon & Frank Schorfheide, 2009. "Bayesian and Frequentist Inference in Partially Identified Models," NBER Working Papers 14882, National Bureau of Economic Research, Inc.
    31. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
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    43. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.
    44. Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    47. Brendan Kline & Elie Tamer, 2016. "Bayesian inference in a class of partially identified models," Quantitative Economics, Econometric Society, vol. 7(2), pages 329-366, July.
    48. Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
    49. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    50. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    51. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    52. Hiroaki Kaido & Jiaxuan Li & Marc Rysman, 2018. "Moment Inequalities in the Context of Simulated and Predicted Variables," Papers 1804.03674, arXiv.org.
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    54. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    55. Johan Vikström & Geert Ridder & Martin Weidner, 2016. "Bounds On Treatment Effects On Transitions," CeMMAP working papers 17/16, Institute for Fiscal Studies.
    56. Thomas Demuynck, 2018. "Testing the homogeneous marginal utility of income assumption," ULB Institutional Repository 2013/251991, ULB -- Universite Libre de Bruxelles.
    57. Xiaoxia Shi, 2022. "Simple adaptive size-exact testing for full-vector and subvector inference in moment inequality models," Economics Virtual Symposium 2022 09, Stata Users Group.
    58. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "The Validity of Instruments Revisited," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    59. Byunghoon Kang, 2018. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers 240829404, Lancaster University Management School, Economics Department.
    60. Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
    61. Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    62. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    63. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    64. Fernando Borraz & Alberto Cavallo & Roberto Rigobon & Leandro Zipitría, 2012. "Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints," Documentos de trabajo 2012001, Banco Central del Uruguay.
    65. Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," Economic Research Papers 270654, University of Warwick - Department of Economics.
    66. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
    67. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
    68. Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao, 2023. "Dynamic discrete choice models with incomplete data: Sharp identification," Journal of Econometrics, Elsevier, vol. 236(1).
    69. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.
    70. Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.
    71. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
    72. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators," Journal of Econometrics, Elsevier, vol. 152(1), pages 19-27, September.
    73. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
    74. Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016. "MCMC confidence sets for identified sets," CeMMAP working papers 28/16, Institute for Fiscal Studies.
    75. Nick Koning & Paul Bekker, 2019. "Exact Testing of Many Moment Inequalities Against Multiple Violations," Papers 1904.12775, arXiv.org, revised Jun 2020.
    76. Yuan Liao & Anna Simoni, 2019. "Bayesian inference for partially identified smooth convex models," Post-Print hal-03089881, HAL.
    77. Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
    78. Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.
    79. Fan Yang & Dylan S. Small, 2016. "Using post-outcome measurement information in censoring-by-death problems," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 299-318, January.
    80. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
    81. Rami V. Tabri & Christopher D. Walker, 2020. "Inference for Moment Inequalities: A Constrained Moment Selection Procedure," Papers 2008.09021, arXiv.org, revised Aug 2020.
    82. Marine Carrasco & N’Golo Koné, 2024. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 908-953.
    83. Johan Vikström & Geert Ridder & Martin Weidner, 2015. "Bounds on treatment effects on transitions," CeMMAP working papers 01/15, Institute for Fiscal Studies.
    84. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009. "Hypothesis testing in econometrics," IEW - Working Papers 444, Institute for Empirical Research in Economics - University of Zurich.
    85. John Chao & Peter C.B. Phillips, 2017. "Uniform Inference in Panel Autoregression," Cowles Foundation Discussion Papers 2071, Cowles Foundation for Research in Economics, Yale University.
    86. Chunlin Wang & Paul Marriott & Pengfei Li, 2022. "A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 809-831, October.
    87. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2008. "Sharp identification regions in games," CeMMAP working papers CWP15/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    88. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    89. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, vol. 228(2), pages 342-358.
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    93. Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023. "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers tecipa-764, University of Toronto, Department of Economics.
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    97. Morales, Eduardo & Sheu, Gloria & Zahler, Andrés, 2011. "Gravity and extended gravity: estimating a structural model of export entry," MPRA Paper 30311, University Library of Munich, Germany.
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    99. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers 36/12, Institute for Fiscal Studies.
    100. Bei, Xinyue, 2024. "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, vol. 238(1).
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  19. Donald W.K. Andrews & Patrik Guggenberger, 2007. "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers 1605, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Otsu, Taisuke, 2010. "On Bahadur efficiency of empirical likelihood," Journal of Econometrics, Elsevier, vol. 157(2), pages 248-256, August.
    2. Moon, Hyungsik Roger & Schorfheide, Frank, 2009. "Estimation with overidentifying inequality moment conditions," Journal of Econometrics, Elsevier, vol. 153(2), pages 136-154, December.
    3. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers 1606, Cowles Foundation for Research in Economics, Yale University.
    4. Christopher J. Bennett, 2009. "Consistent and Asymptotically Unbiased MinP Tests of Multiple Inequality Moment Restrictions," Vanderbilt University Department of Economics Working Papers 0908, Vanderbilt University Department of Economics.
    5. Martin Huber & Giovanni Mellace, 2015. "Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 398-411, May.

  20. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Asymptotics for Stationary Very Nearly Unit Root Processes," Cowles Foundation Discussion Papers 1607, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Tianxiao Pang & Danna Zhang & Terence Tai-Leung Chong, 2014. "Asymptotic Inferences For An Ar(1) Model With A Change Point: Stationary And Nearly Non-Stationary Cases," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(2), pages 133-150, March.
    2. Pang, Tianxiao & Zhang, Danna & Chong, Terence Tai-Leung, 2013. "Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases," MPRA Paper 55312, University Library of Munich, Germany.
    3. Jason R. Blevins, 2013. "Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators," Working Papers 13-02, Ohio State University, Department of Economics.
    4. Chevillon, Guillaume & Mavroeidis, Sophocles, 2011. "Learning generates Long Memory," ESSEC Working Papers WP1113, ESSEC Research Center, ESSEC Business School.
    5. Skrobotov, Anton (Скроботов, Антон) & Turuntseva, Marina (Турунцева, Марина), 2017. "Testing the Hypothesis of a Unit Root for Independent Panels [Тестирование Гипотезы О Наличии Единичного Корня Для Независимых Панелей]," Working Papers 021707, Russian Presidential Academy of National Economy and Public Administration.
    6. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    7. Giraitis, L. & Kapetanios, G. & Yates, T., 2014. "Inference on stochastic time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 179(1), pages 46-65.
    8. Chevillon, Guillaume & Mavroeidis, Sophocles, 2018. "Perpetual learning and apparent long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 343-365.
    9. Nannan Ma & Hailin Sang & Guangyu Yang, 2023. "Least absolute deviation estimation for AR(1) processes with roots close to unity," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(5), pages 799-832, October.

  21. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers 1606, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Donald W. K. Andrews & Patrik Guggenberger, 2008. "Asymptotics for stationary very nearly unit root processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 203-212, January.
    2. Donald W. K. Andrews & Patrik Guggenberger, 2014. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.
    3. Patrik Guggenberger, "undated". "Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006," UCLA Economics Online Papers 402, UCLA Department of Economics.

  22. Donald W.K. Andrews & Gustavo Soares, 2007. "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers 1631, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023. "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
    2. Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013. "Chi-squared tests for evaluation and comparison of asset pricing models," Journal of Econometrics, Elsevier, vol. 173(1), pages 108-125.
    3. Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
    4. Zheng Fang & Andres Santos & Azeem Shaikh & Alexander Torgovitsky, 2020. "Inference for Large-Scale Linear Systems with Known Coefficients," Working Papers 2020-134, Becker Friedman Institute for Research In Economics.
    5. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    6. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    7. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
    9. Jun, Sung Jae & Pinkse, Joris, 2024. "An information–Theoretic approach to partially identified auction models," Journal of Econometrics, Elsevier, vol. 238(2).
    10. Cattaneo, Matias D & Jansson, Michael & Nagasawa, Kenichi, 2020. "Bootstrap‐Based Inference for Cube Root Asymptotics," Department of Economics, Working Paper Series qt3wn9z3b9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    11. Demet Yilmazkuday & Hakan Yilmazkuday, 2014. "The role of direct flights in trade costs," Globalization Institute Working Papers 179, Federal Reserve Bank of Dallas.
    12. Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
    13. Matilde Bombardini & Bingjing Li & Francesco Trebbi, 2020. "Did U.S. Politicians Expect the China Shock?," NBER Working Papers 28073, National Bureau of Economic Research, Inc.
    14. Rahul Deb & Yuichi Kitamura & John Quah & Jorg Stoye, 2018. "Revealed price preference: theory and empirical analysis," CeMMAP working papers CWP57/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Susanne M. Schennach, 2014. "Entropic Latent Variable Integration via Simulation," Econometrica, Econometric Society, vol. 82(1), pages 345-385, January.
    16. Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," IREA Working Papers 202015, University of Barcelona, Research Institute of Applied Economics, revised Oct 2020.
    17. Arie Beresteanu, 2009. "Sharp Identification Regions in Models with Convex Predictions: Games, Individual Choice, and Incomplete Data," Working Paper 428, Department of Economics, University of Pittsburgh, revised Sep 2010.
    18. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
    19. Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Nobuo Koida & Koji Shirai, 2024. "A dual approach to nonparametric characterization for random utility models," Papers 2403.04328, arXiv.org, revised Jun 2024.
    21. Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
    22. Menzel, Konrad, 2014. "Consistent estimation with many moment inequalities," Journal of Econometrics, Elsevier, vol. 182(2), pages 329-350.
    23. Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
    24. Hahn Jinyong & Ridder Geert, 2015. "Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 1-28, January.
    25. Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    27. Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
    28. Andreas Dzemski & Ryo Okui, 2024. "Confidence set for group membership," Quantitative Economics, Econometric Society, vol. 15(2), pages 245-277, May.
    29. Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    30. Chen, Ruxin & Tabri, Rami V., 2019. "Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals," Working Papers 2019-07, University of Sydney, School of Economics, revised Sep 2019.
    31. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
    32. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
    33. Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014. "Modelling Heaped Duration Data: An Application to Neonatal Mortality," IZA Discussion Papers 8493, Institute of Labor Economics (IZA).
    34. Steven T Berry & Giovanni Compiani, 2023. "An Instrumental Variable Approach to Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 1724-1758.
    35. Frölich, Markus & Huber, Martin, 2014. "Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables," IZA Discussion Papers 8280, Institute of Labor Economics (IZA).
    36. Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016. "Confi dence Intervals for Projections of Partially Identi fied Parameters," Boston University - Department of Economics - Working Papers Series wp2016-001, Boston University - Department of Economics.
    37. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    38. Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018. "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, vol. 205(2), pages 448-469.
    39. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Battey, Heather & Feng, Qiang & Smith, Richard J., 2016. "Improving confidence set estimation when parameters are weakly identified," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 117-123.
    41. Eduardo Morales & Gloria Sheu & Andrés Zahler, 2014. "Gravity and Extended Gravity: Using Moment Inequalities to Estimate a Model of Export Entry," NBER Working Papers 19916, National Bureau of Economic Research, Inc.
    42. Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
    43. Jorg Stoye, 2009. "More on Confidence Intervals for Partially Identified Parameters," Econometrica, Econometric Society, vol. 77(4), pages 1299-1315, July.
    44. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
    45. Francis J. DiTraglia & Camilo Garcia-Jimeno, 2020. "Identifying the effect of a mis-classified, binary, endogenous regressor," Papers 2011.07272, arXiv.org.
    46. Matias D. Cattaneo & Xinwei Ma & Yusufcan Masatlioglu & Elchin Suleymanov, 2020. "A Random Attention Model," Journal of Political Economy, University of Chicago Press, vol. 128(7), pages 2796-2836.
    47. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust Confidence Regions for Incomplete Models," Boston University - Department of Economics - Working Papers Series wp2015-008, Boston University - Department of Economics.
    48. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers 09/19, Institute for Fiscal Studies.
    49. Trang T. Hoang, 2022. "The Dynamics of Global Sourcing," International Finance Discussion Papers 1337, Board of Governors of the Federal Reserve System (U.S.).
    50. Hiroaki Kaido & Yi Zhang, 2019. "Robust likelihood ratio tests for incomplete economic models," CeMMAP working papers CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    51. Jia Li & Dacheng Xiu, 2016. "Generalized Method of Integrated Moments for High‐Frequency Data," Econometrica, Econometric Society, vol. 84, pages 1613-1633, July.
    52. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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    205. Balat, Jorge F. & Han, Sukjin, 2023. "Multiple treatments with strategic substitutes," Journal of Econometrics, Elsevier, vol. 234(2), pages 732-757.
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    207. Daniel Cerquera & François Laisney & Hannes Ullrich, 2014. "A Note on Regressions with Interval Data on a Regressor," Discussion Papers of DIW Berlin 1419, DIW Berlin, German Institute for Economic Research.
    208. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
    209. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity in sample selection models," Economics Working Paper Series 1145, University of St. Gallen, School of Economics and Political Science.
    210. Timothy B. Armstrong, 2014. "A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models," Cowles Foundation Discussion Papers 1975, Cowles Foundation for Research in Economics, Yale University.
    211. Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
    212. Allen, Roy, 2018. "Testing moment inequalities: Selection versus recentering," Economics Letters, Elsevier, vol. 162(C), pages 124-126.
    213. Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers 53/13, Institute for Fiscal Studies.
    214. Rami V. Tabri & Mathew J. Elias, 2024. "Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia," Papers 2406.15702, arXiv.org.
    215. Marine Carrasco & N’Golo Koné, 2024. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 908-953.
    216. Rami V. Tabri & Christopher D. Walker, 2020. "Inference for Moment Inequalities: A Constrained Moment Selection Procedure," Papers 2008.09021, arXiv.org, revised Aug 2020.
    217. Johan Vikström & Geert Ridder & Martin Weidner, 2015. "Bounds on treatment effects on transitions," CeMMAP working papers 01/15, Institute for Fiscal Studies.
    218. Felix Chan & Laszlo Matyas & Agoston Reguly, 2024. "Modelling with Discretized Variables," Papers 2403.15220, arXiv.org.
    219. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
    220. Andriy Norets & Xun Tang, 2013. "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive 13-054, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    221. Arie Beresteanu & Ilya Molchanov & Francesca Molinari, 2008. "Sharp identification regions in games," CeMMAP working papers CWP15/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    222. Ting Ye & Luke Keele & Raiden Hasegawa & Dylan S. Small, 2020. "A Negative Correlation Strategy for Bracketing in Difference-in-Differences," Papers 2006.02423, arXiv.org, revised Jun 2022.
    223. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    224. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, vol. 228(2), pages 342-358.
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    227. Kyungchul Song, 2009. "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    228. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers 55/13, Institute for Fiscal Studies.
    229. Rahul Deb & Yuichi Kitamura & John K.-H. Quah & Jorg Stoye, 2017. "Revealed Price Preference: Theory and Stochastic Testing," Cowles Foundation Discussion Papers 2087, Cowles Foundation for Research in Economics, Yale University.
    230. Shuyang Sheng, 2020. "A Structural Econometric Analysis of Network Formation Games Through Subnetworks," Econometrica, Econometric Society, vol. 88(5), pages 1829-1858, September.
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    232. Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.
    233. Yuan Liao & Xiye Yang, 2017. "Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas," Departmental Working Papers 201711, Rutgers University, Department of Economics.
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    235. Kojevnikov, Denis & Song, Kyungchul, 2023. "Econometric inference on a large bayesian game with heterogeneous beliefs," Other publications TiSEM aca0631e-4f8a-45c7-af3a-4, Tilburg University, School of Economics and Management.
    236. Cristina Gualdani, 2021. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," Post-Print hal-03548907, HAL.
    237. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, vol. 241(1).
    238. Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
    239. Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023. "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers tecipa-764, University of Toronto, Department of Economics.
    240. Obradović, Filip, 2024. "Measuring diagnostic test performance using imperfect reference tests: A partial identification approach," Journal of Econometrics, Elsevier, vol. 244(1).
    241. Keisuke Hirano & Jack R. Porter, 2012. "Impossibility Results for Nondifferentiable Functionals," Econometrica, Econometric Society, vol. 80(4), pages 1769-1790, July.
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    243. Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
    244. Kumar, Pradeep, 2018. "Market power and cost efficiencies in banking," International Journal of Industrial Organization, Elsevier, vol. 57(C), pages 175-223.
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    246. Zeng-Hua Lu & Alec Zuo, 2017. "Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1339769-133, January.
    247. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
    248. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
    249. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    250. Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers 23/18, Institute for Fiscal Studies.
    251. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
    252. Mark Dean & Dilip Ravindran & Jorg Stoye, 2022. "A Better Test of Choice Overload," Papers 2212.03931, arXiv.org, revised Jul 2024.
    253. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
    254. Luther Yap, 2022. "Sensitivity of Policy Relevant Treatment Parameters to Violations of Monotonicity," Working Papers 655, Princeton University, Department of Economics, Industrial Relations Section..
    255. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
    256. Bruno Fava, 2024. "Predicting the Distribution of Treatment Effects: A Covariate-Adjustment Approach," Papers 2407.14635, arXiv.org, revised Oct 2024.
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    258. Chenyu Yang, 2020. "Vertical structure and innovation: A study of the SoC and smartphone industries," RAND Journal of Economics, RAND Corporation, vol. 51(3), pages 739-785, September.
    259. Fan, Yanqin & Shi, Xuetao & Tao, Jing, 2023. "Partial identification and inference in moment models with incomplete data," Journal of Econometrics, Elsevier, vol. 235(2), pages 418-443.
    260. Kyungchul Song, 2009. "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive 09-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    261. Fan Yanqin & Sherman Robert & Shum Matthew, 2016. "Estimation and Inference in an Ecological Inference Model," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 17-48, January.
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    264. Bryan S. Graham, 2019. "Network Data," CeMMAP working papers CWP71/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    265. Morales, Eduardo & Sheu, Gloria & Zahler, Andrés, 2011. "Gravity and extended gravity: estimating a structural model of export entry," MPRA Paper 30311, University Library of Munich, Germany.
    266. Xiaohong Chen & Elie Tamer & Alexander Torgovitsky, 2011. "Sensitivity Analysis in Semiparametric Likelihood Models," Cowles Foundation Discussion Papers 1836, Cowles Foundation for Research in Economics, Yale University.
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    268. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers 36/12, Institute for Fiscal Studies.
    269. Francis J. DiTraglia & Camilo García-Jimeno, 2017. "Mis-classified, Binary, Endogenous Regressors: Identification and Inference," NBER Working Papers 23814, National Bureau of Economic Research, Inc.
    270. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers CWP36/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    271. Claudia Noack, 2021. "Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption," Papers 2106.06421, arXiv.org.
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    273. Bei, Xinyue, 2024. "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, vol. 238(1).
    274. Chenyu Yang, 2017. "Could Vertical Integration Increase Innovation?," 2017 Meeting Papers 908, Society for Economic Dynamics.
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    276. Chen, Ruxin & Tabri, Rami V., 2021. "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, vol. 221(1), pages 68-77.
    277. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    278. Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.

  23. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    2. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    3. Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
    4. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    5. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    6. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
    7. Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
    8. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
    9. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    10. Elliott, Graham & Müller, Ulrich K, 2014. "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series qt4j733246, Department of Economics, UC San Diego.
    11. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
    12. Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
    13. Philipp Ketz, 2019. "On asymptotic size distortions in the random coefficients logit model," Post-Print halshs-02302067, HAL.
    14. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators," Journal of Econometrics, Elsevier, vol. 152(1), pages 19-27, September.
    15. Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print halshs-01884381, HAL.
    16. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
    17. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.

  24. Donald W.K. Andrews & Gustavo Soares, 2006. "Rank Tests for Instrumental Variables Regression with Weak Instruments," Cowles Foundation Discussion Papers 1564, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
    2. Andrews, Donald W.K. & Marmer, Vadim, 2008. "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
    3. Leandro M. Magnusson, 2010. "Inference in limited dependent variable models robust to weak identification," Econometrics Journal, Royal Economic Society, vol. 13(3), pages 56-79, October.
    4. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
    6. Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
    7. Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
    8. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers 46/17, Institute for Fiscal Studies.
    9. Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
    10. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    11. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    12. Joel L. Horowitz, 2018. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP52/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  25. Donald W.K. Andrews & Vadim Marmer, 2005. "Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments," Cowles Foundation Discussion Papers 1501, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Nicholas Bloom & Benn Eifert & Aprajit Mahajan & David McKenzie & John Roberts, 2011. "Does Management Matter? Evidence from India," CEP Discussion Papers dp1042, Centre for Economic Performance, LSE.
    2. Patrik Buggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Andrews, Donald W.K. & Marmer, Vadim, 2008. "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
    4. Purevdorj Tuvaandorj, 2024. "A Combinatorial Central Limit Theorem for Stratified Randomization," Papers 2402.14764, arXiv.org, revised Apr 2024.
    5. Anand Acharya & Lynda Khalaf & Marcel Voia & Myra Yazbeck & David Wensley, 2021. "Severity of Illness and the Duration of Intensive Care," Working Papers 2021-003, Human Capital and Economic Opportunity Working Group.
    6. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
    7. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
    10. Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
    11. Kazuhiko Hayakawa, 2006. "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series d05-130, Institute of Economic Research, Hitotsubashi University.
    12. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers 46/17, Institute for Fiscal Studies.
    13. Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
    14. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    15. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    16. Kikuta,Kyosuke, 2022. "The drowning-out effect: voter turnout, uncertainty, and protests," IDE Discussion Papers 867, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    17. Jens Klooster & Mikhail Zhelonkin, 2024. "Outlier robust inference in the instrumental variable model with applications to causal effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 86-106, January.
    18. Leandro M. Magnusson & Sophocles Mavroeidis, 2014. "Identification Using Stability Restrictions," Econometrica, Econometric Society, vol. 82, pages 1799-1851, September.
    19. Joel L. Horowitz, 2018. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP52/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Michela Giorcelli & Bo Li, 2022. "Technology Transfer and Early Industrial Development: Evidence from the Sino-Soviet Alliance," CESifo Working Paper Series 9552, CESifo.
    21. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.

  26. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," Cowles Foundation Discussion Papers 1530, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Giulia BETTIN & Riccardo LUCCHETTI & Alberto ZAZZARO, 2011. "Endogeneity and sample selection in a model for remittances," Working Papers 361, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Chowdhury, Shyamal & Krause-Pilatus, Annabelle & Zimmermann, Klaus F., 2015. "Arsenic Contamination of Drinking Water and Mental Health," IZA Discussion Papers 9400, Institute of Labor Economics (IZA).
    3. Xinzheng Shi, 2013. "Impact of household educational expenditures on the test scores of children," Economics Bulletin, AccessEcon, vol. 33(2), pages 1177-1184.
    4. Konstantinos Angelopoulos & George Economides, "undated". "Fiscal Policy, Rent Seeking and Growth under Electoral Uncertainty Theory and Evidence from the OECD," Working Papers 2007_28, Business School - Economics, University of Glasgow, revised Apr 2008.
    5. Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio Codina, 2018. "Estimating the production function for human capital: results from a randomized controlled trial in Colombia," IFS Working Papers W18/18, Institute for Fiscal Studies.
    6. Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
    7. Peter Benczur & Cosmin L. Ilut, 2014. "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers 20391, National Bureau of Economic Research, Inc.
    8. Empen, Janine & Loy, Jens-Peter & Weiss, Christoph R., 2011. "Price Promotions and Brand Loyalty: Empirical Evidence for the German Breakfast Cereals Market," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114341, European Association of Agricultural Economists.
    9. Alessandro Gambini & Alberto Zazzaro, 2010. "Long-Lasting Bank Relationships and Growth of Firms," CESifo Working Paper Series 3106, CESifo.
    10. Matthias Flückiger & Markus Ludwig, 2015. "Chinese export competition, declining exports and adjustments at the industry and regional level in Europe," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(3), pages 1120-1151, August.
    11. James Yetman & Gregor W. Smith, 2007. "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper 1144, Economics Department, Queen's University.
    12. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2011. "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 907-942, August.
    13. Phillips, Peter C.B. & Gao, Wayne Yuan, 2017. "Structural inference from reduced forms with many instruments," Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.
    14. Lu Deng & Han Zhang & Lei Song & Kai Yu, 2020. "Approximation of bias and mean‐squared error in two‐sample Mendelian randomization analyses," Biometrics, The International Biometric Society, vol. 76(2), pages 369-379, June.
    15. Markus Brückner & Antonio Ciccone & Andrea Tesei, 2013. "Oil Price Shocks, Income, and Democracy," Working Papers 2013-18, FEDEA.
    16. Qichun He & Heng-fu Zou, 2016. "Does inflation cause growth in the reform-era China? Theory and evidence," CEMA Working Papers 601, China Economics and Management Academy, Central University of Finance and Economics.
    17. Mara P. Squicciarini, 2019. "Devotion and Development: Religiosity, Education, and Economic Progress in 19th-Century France," CESifo Working Paper Series 7768, CESifo.
    18. Giacomo Negro & Susan Olzak, 2019. "Which Side Are You On? The Divergent Effects of Protest Participation on Organizations Affiliated with Identity Groups," Organization Science, INFORMS, vol. 30(6), pages 1189-1206, November.
    19. He, Qichun, 2018. "Inflation and Fertility in a Schumpeterian Growth Model: Theory and Evidence," MPRA Paper 85074, University Library of Munich, Germany.
    20. Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
    21. Angelucci, Manuela, 2007. "Love on the Rocks: Alcohol Abuse and Domestic Violence in Rural Mexico," IZA Discussion Papers 2706, Institute of Labor Economics (IZA).
    22. Bernd Hayo & Ummad Mazhar, 2011. "Monetary Policy Committee Transparency: Measurement,Determinants, and Economic Effects," MAGKS Papers on Economics 201140, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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  27. Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock, 2004. "Optimal Invariant Similar Tests for Instrumental Variables Regression," Cowles Foundation Discussion Papers 1476, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Marmer, Vadim & Yu, Zhengfei, 2015. "Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis," Microeconomics.ca working papers vadim_marmer-2015-17, Vancouver School of Economics, revised 02 Sep 2015.
    2. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    3. Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
    4. Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
    5. Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," Harvard Institute of Economic Research Working Papers 2048, Harvard - Institute of Economic Research.
    6. Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
    7. Andrews, Donald W.K. & Marmer, Vadim, 2008. "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
    8. Albouy, David, 2006. "The Colonial Origins of Comparative Development: An Investigation of the Settler Mortality Data," Center for International and Development Economics Research, Working Paper Series qt8kt576x8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
    9. Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    11. Justin McCrary & Heather Royer, 2011. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," American Economic Review, American Economic Association, vol. 101(1), pages 158-195, February.
    12. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
    13. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    14. Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
    15. Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
    16. Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
    17. Ying Fang, 2013. "GMM with Weak Identification and Near Exogenneity," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    18. Marmer, Vadim & Sakata, Shinichi, 2011. "Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011.
    19. Claudio Loderer & Lukas Roth & Urs Waelchli & Petra Joerg, 2010. "Shareholder Value: Principles, Declarations, and Actions," Financial Management, Financial Management Association International, vol. 39(1), pages 5-32, March.
    20. Andreea Balan-Cohen, 2008. "Healthy, Wealthy, and Wise? The Impact of the Old Age Assistance Program on Elderly Mortality in the United States," Discussion Papers Series, Department of Economics, Tufts University 0719, Department of Economics, Tufts University.
    21. Badinger, Harald, 2008. "Trade policy and productivity," European Economic Review, Elsevier, vol. 52(5), pages 867-891, July.
    22. Michael P. Murray, 2006. "Avoiding Invalid Instruments and Coping with Weak Instruments," Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 111-132, Fall.
    23. Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
    24. Anna Mikusheva & Brian P. Poi, 2006. "Tests and confidence sets with correct size when instruments are potentially weak," Stata Journal, StataCorp LLC, vol. 6(3), pages 335-347, September.
    25. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    26. James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
    27. Harald Badinger, 2007. "Market size, trade, competition and productivity: evidence from OECD manufacturing industries," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2143-2157.
    28. Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research.

  28. Donald W.K. Andrews, 2003. "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers 1428, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Rustam Ibragimov & Johan Walden, 2011. "Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks," Annals of Finance, Springer, vol. 7(3), pages 285-318, August.
    2. Paulo M.M. Rodrigues & Matei Demetrescu, 2022. "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers w202213, Banco de Portugal, Economics and Research Department.
    3. Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    4. Xun Lu & Su Liangjun, 2015. "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers 02-2015, Singapore Management University, School of Economics.
    5. Byrne, Joseph P. & Fiess, Norbert & MacDonald, Ronald, 2011. "The global dimension to fiscal sustainability," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 137-150, June.
    6. Eberhardt, Markus & Presbitero, Andrea F., 2015. "Public debt and growth: Heterogeneity and non-linearity," Journal of International Economics, Elsevier, vol. 97(1), pages 45-58.
    7. G. Forchini & Bin Jiang & Bin Peng, 2015. "Common Shocks in panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics.
    8. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Asymptotics for Panel Models with Common Shocks," Econometric Reviews, Taylor & Francis Journals, vol. 31(4), pages 390-439.
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    150. De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
    151. Lili Guo & Shuang Zhao & Yuting Song & Mengqian Tang & Houjian Li, 2022. "Green Finance, Chemical Fertilizer Use and Carbon Emissions from Agricultural Production," Agriculture, MDPI, vol. 12(3), pages 1-18, February.
    152. Maza, Adolfo & Gutiérrez-Portilla, Paula, 2022. "Outward FDI and exports relation: A heterogeneous panel approach dealing with cross-sectional dependence," International Economics, Elsevier, vol. 170(C), pages 174-189.
    153. Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2017. "On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 196-202.
    154. Eberhardt, Markus, 2019. "Democracy Does Cause Growth: Comment," CEPR Discussion Papers 13659, C.E.P.R. Discussion Papers.
    155. Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2021. "Robust Inference on Income Inequality: $t$-Statistic Based Approaches," Papers 2105.05335, arXiv.org, revised Nov 2021.
    156. Hidalgo, Javier & Schafgans, Marcia, 2021. "Inference without smoothing for large panels with cross-sectional and temporal dependence," Journal of Econometrics, Elsevier, vol. 223(1), pages 125-160.
    157. Muhammad Arshad Khan & Muhammad Iftikhar Ul Husnain, 2019. "Is health care a luxury or necessity good? Evidence from Asian countries," International Journal of Health Economics and Management, Springer, vol. 19(2), pages 213-233, June.
    158. Schneider, Nicolas & Strielkowski, Wadim, 2023. "Modelling the unit root properties of electricity data—A general note on time-domain applications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 618(C).
    159. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2012. "The Japanese economy in crises: A time series segmentation study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-81.
    160. Giampaolo Arachi & Valeria Bucci & Alessandra Casarico, 2015. "Tax structure and macroeconomic performance," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(4), pages 635-662, August.
    161. Munir, Qaiser & Lean, Hooi Hooi & Smyth, Russell, 2020. "CO2 emissions, energy consumption and economic growth in the ASEAN-5 countries: A cross-sectional dependence approach," Energy Economics, Elsevier, vol. 85(C).
    162. Ibragimov, Rustam, 2014. "On the robustness of location estimators in models of firm growth under heavy-tailedness," Journal of Econometrics, Elsevier, vol. 181(1), pages 25-33.
    163. Markus Eberhardt & Dietrich Vollrath, 2014. "Agricultural Technology and Structural Change," CSAE Working Paper Series 2014-21, Centre for the Study of African Economies, University of Oxford.
    164. Inoue, Atsushi, 2008. "Efficient estimation and inference in linear pseudo-panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 449-466, January.
    165. Naoto Jinji & Xingyuan Zhang, 2015. "International Knowledge Flows and Productivity: Intra- vs. Inter-Industry Spillovers," International Economic Journal, Taylor & Francis Journals, vol. 29(3), pages 451-474, September.
    166. Feng, Long & Zhao, Ping & Ding, Yanling & Liu, Binghui, 2021. "Rank-based tests of cross-sectional dependence in panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
    167. Zhang, Yiting & Lee, Gladys Hui Ting & Wong, Jian Cheng & Kok, Jun Liang & Prusty, Manamohan & Cheong, Siew Ann, 2011. "Will the US economy recover in 2010? A minimal spanning tree study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2020-2050.
    168. Anwar, Ahsan & Siddique, Muhammad & Eyup Dogan, & Sharif, Arshian, 2021. "The moderating role of renewable and non-renewable energy in environment-income nexus for ASEAN countries: Evidence from Method of Moments Quantile Regression," Renewable Energy, Elsevier, vol. 164(C), pages 956-967.
    169. Kuersteiner, Guido M. & Prucha, Ingmar R., 2013. "Limit theory for panel data models with cross sectional dependence and sequential exogeneity," Journal of Econometrics, Elsevier, vol. 174(2), pages 107-126.
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    171. Harry Seldadyo & J. Paul Elhorst & Jakob De Haan, 2010. "Geography and governance: Does space matter?," Papers in Regional Science, Wiley Blackwell, vol. 89(3), pages 625-640, August.
    172. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.
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    175. Kingsley E. Dogah & Hao Lan & Sheng Zhao & Boqiang Lin, 2024. "Does Declining Air Pollution Levels Always Signal Higher Premium for Housing Market?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(11), pages 2967-2992, November.

  29. Donald W.K. Andrews & Jae-Young Kim, 2003. "End-of-Sample Cointegration Breakdown Tests," Cowles Foundation Discussion Papers 1404, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Euroland: Stagnation wird allmählich überwunden," Open Access Publications from Kiel Institute for the World Economy 3081, Kiel Institute for the World Economy (IfW Kiel).
    2. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2017. "Tests for an end-of-sample bubble in financial time series," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 651-666, October.
    3. Paul Blackley, 2009. "The change in aggregate budget behavior in the 1990s: a cointegration-error correction model analysis," Public Choice, Springer, vol. 138(3), pages 475-482, March.
    4. Michael W. McCracken, 2012. "Consistent Testing for Structural Change at the Ends of the Sample," Advances in Econometrics, in: 30th Anniversary Edition, pages 133-169, Emerald Group Publishing Limited.
    5. Carstensen, Kai, 2006. "Stock market downswing and the stability of European monetary union money demand," Munich Reprints in Economics 19940, University of Munich, Department of Economics.
    6. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Gradual recovery in Euroland," Kiel Discussion Papers 405, Kiel Institute for the World Economy (IfW Kiel).
    7. Antonio Montanés & Marcos Sanso-Navarro, "undated". "Another look at long-horizon uncovered interest parity," Studies on the Spanish Economy 221, FEDEA.
    8. Chiquiar, Daniel & Ramos-Francia, Manuel, 2005. "Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 187-216, August.
    9. Chiquiar Daniel & Ramos Francia Manuel, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers 2004-05, Banco de México.
    10. Pierre Siklos, 2006. "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
    11. Jesús Crespo Cuaresma & Gerhard Reitschuler, 2007. "Is the Ricardian Equivalence Proposition an ‘Aerie Fairy’ Theory for Europe?," Economica, London School of Economics and Political Science, vol. 74(296), pages 682-694, November.

  30. Donald W.K. Andrews, 2002. "End-of-Sample Instability Tests," Cowles Foundation Discussion Papers 1369, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
    2. Jianfei Cao & Connor Dowd, 2019. "Estimation and Inference for Synthetic Control Methods with Spillover Effects," Papers 1902.07343, arXiv.org, revised Nov 2019.
    3. Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.
    4. Javier Hidalgo & Myung Hwan Seo, 2012. "Testing for Structural Stability in the Whole Sample," STICERD - Econometrics Paper Series 561, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    5. Elliott, Graham & Muller, Ulrich K., 2007. "Confidence sets for the date of a single break in linear time series regressions," Journal of Econometrics, Elsevier, vol. 141(2), pages 1196-1218, December.
    6. Güneş Kamber & James Morley & Benjamin Wong, 2017. "Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter," Reserve Bank of New Zealand Discussion Paper Series DP2017/01, Reserve Bank of New Zealand.
    7. Rao, B. Bhaskara & Tamazian, Artur & Kumar, Saten, 2009. "Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks," MPRA Paper 15312, University Library of Munich, Germany.
    8. Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boss, Alfred & Groll, Dominik & Meier, Carsten-Patrick, 2010. "Weltkonjunktur und deutsche Konjunktur im Winter 2009," Kiel Discussion Papers 470/471, Kiel Institute for the World Economy (IfW Kiel).
    9. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
    10. Ray Fair, 2002. "Risk Aversion and Stock Prices," Yale School of Management Working Papers ysm311, Yale School of Management, revised 01 Aug 2007.
    11. Eskandar Elmarzougui & Bruno Larue, 2013. "On the Evolving Relationship Between Corn and Oil Prices," Agribusiness, John Wiley & Sons, Ltd., vol. 29(3), pages 344-360, June.
    12. Ana Venâncio & João Pereira dos Santos, 2021. "The effect of Brexit on British workers living in the EU," Working Papers REM 2021/0197, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    13. Benner, Joachim & Carstensen, Kai & Gern, Klaus-Jürgen & Oskamp, Frank & Scheide, Joachim, 2004. "Euroland: Recovery will slow down," Kiel Discussion Papers 415, Kiel Institute for the World Economy (IfW Kiel).
    14. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Euroland: Stagnation wird allmählich überwunden," Open Access Publications from Kiel Institute for the World Economy 3081, Kiel Institute for the World Economy (IfW Kiel).
    15. Manuel Funke & Moritz Schularick & Christoph Trebesch, 2023. "Populist Leaders and the Economy," American Economic Review, American Economic Association, vol. 113(12), pages 3249-3288, December.
    16. Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, vol. 163(2), pages 172-185, August.
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    18. Arindrajit Dube & Ethan Kaplan & Suresh Naidu, 2011. "Coups, Corporations, and Classified Information," NBER Working Papers 16952, National Bureau of Economic Research, Inc.
    19. Giovanni Peri & Derek Rury & Justin C. Wiltshire, 2024. "The Economic Impact of Migrants from Hurricane Maria," Journal of Human Resources, University of Wisconsin Press, vol. 59(6), pages 1795-1829.
    20. Born, Benjamin & Müller, Gernot & Schularick, Moritz & SedlÃ¡Ä ek, Petr, 2017. "The Costs of Economic Nationalism: Evidence from the Brexit Experiment," CEPR Discussion Papers 12454, C.E.P.R. Discussion Papers.
    21. Carstensen, Kai, 2004. "Is European Money Demand Still Stable?," Kiel Working Papers 1179, Kiel Institute for the World Economy (IfW Kiel).
    22. Ben Brewer & Karen Smith Conway & Deniz Ozabaci & Robert S. Woodward, 2022. "US Health Care Expenditures, GDP and Health Policy Reforms: Evidence from End-of-Sample Structural Break Tests," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(4), pages 451-487, October.
    23. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2017. "Tests for an end-of-sample bubble in financial time series," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 651-666, October.
    24. John M. Maheu & Stephen Gordon, 2004. "Learning, Forecasting and Structural Breaks," Cahiers de recherche 0422, CIRPEE.
    25. Michael W. McCracken, 2012. "Consistent Testing for Structural Change at the Ends of the Sample," Advances in Econometrics, in: 30th Anniversary Edition, pages 133-169, Emerald Group Publishing Limited.
    26. Barbara Rossi, 2019. "Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them," Economics Working Papers 1711, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2021.
    27. Chernozhukov, Victor & Wüthrich, Kaspar & Zhu, Yinchu, 2021. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," University of California at San Diego, Economics Working Paper Series qt90m9d66s, Department of Economics, UC San Diego.
    28. Fabio Busetti & Pietro Cova & Antonio Maria Conti & Filippo Scoccianti & Libero Monteforte & Giordano Zevi & Valentina Aprigliano & Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimili, 2014. "The effects of the crisis on production potential and household spending in Italy," Workshop and Conferences 18, Bank of Italy, Economic Research and International Relations Area.
    29. van Norden, Simon, 2011. "Current trends in the analysis of Canadian productivity growth," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 5-25, January.
    30. Fair Ray C, 2005. "Policy Effects in the Post Boom U.S. Economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-31, August.
    31. Marilena Furno, 2008. "Quantile regressions analysis of the Italian school system," Working Papers 2008-06, Universita' di Cassino, Dipartimento di Economia e Giurisprudenza.
    32. Drechsel, Katja & Scheufele, Rolf, 2012. "The performance of short-term forecasts of the German economy before and during the 2008/2009 recession," International Journal of Forecasting, Elsevier, vol. 28(2), pages 428-445.
    33. Benjamin Born & Gernot J. Müller & Moritz Schularick & Petr Sedláček, 2021. "The macroeconomic impact of Trump," Policy Studies, Taylor & Francis Journals, vol. 42(5-6), pages 580-591, November.
    34. Okui, Ryo & Wang, Wendun, 2021. "Heterogeneous structural breaks in panel data models," Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
    35. Koustas, Zisimos & Serletis, Apostolos, 2005. "Rational bubbles or persistent deviations from market fundamentals?," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2523-2539, October.
    36. Ray Fair, 2002. "Risk Aversion and Stock Prices," Yale School of Management Working Papers ysm311, Yale School of Management, revised 01 Aug 2007.
    37. von Hagen, Jurgen & Schmitz, Birgit, 2009. "Current Account Imbalances and Financial Integration in the Euro Area," CEPR Discussion Papers 7262, C.E.P.R. Discussion Papers.
    38. Neil Kellard & Denise Osborn & Jerry Coakley & Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 741-762, September.
    39. Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Other publications TiSEM a5a7b05f-5f1f-46ed-8ce8-5, Tilburg University, School of Economics and Management.
    40. Tommaso Mancini Griffoli, 2006. "Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation," IHEID Working Papers 10-2006, Economics Section, The Graduate Institute of International Studies.
    41. Ray C. Fair, 2002. "Testing for a New Economy in the 1990s," Cowles Foundation Discussion Papers 1388, Cowles Foundation for Research in Economics, Yale University, revised Mar 2003.
    42. Fair, Ray C., 2021. "Trade models and macroeconomics," Economic Modelling, Elsevier, vol. 94(C), pages 296-302.
    43. Fry, Joseph, 2024. "A method of moments approach to asymptotically unbiased Synthetic Controls," Journal of Econometrics, Elsevier, vol. 244(1).
    44. Benner, Joachim & Carstensen, Kai & Gern, Klaus-Jürgen & Oskamp, Frank & Scheide, Joachim, 2004. "Euroland: Konjunktur verliert wieder an Fahrt," Open Access Publications from Kiel Institute for the World Economy 3371, Kiel Institute for the World Economy (IfW Kiel).
    45. Edgar E. Twine & James Rude & Jim Unterschultz, 2016. "Country of Origin Labeling and Structural Change in U.S. Imports of Canadian Cattle and Beef," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(3), pages 545-563, September.
    46. KUROZUMI, Eiji & 黒住, 英司, 2017. "Confidence Sets for the Date of a Mean Shift at the End of a Sample," Discussion Papers 2017-06, Graduate School of Economics, Hitotsubashi University.
    47. Rómulo Chumacero, 2010. "On the Importance of the Arrival of New Information," Estudios de Economia, University of Chile, Department of Economics, vol. 37(2 Year 20), pages 207-215, December.
    48. Carstensen, Kai & Gern, Klaus-Jürgen & Kamps, Christophe & Scheide, Joachim, 2003. "Gradual recovery in Euroland," Kiel Discussion Papers 405, Kiel Institute for the World Economy (IfW Kiel).
    49. Ronald Bewley & Minxian Yang, 2006. "A hybrid forecasting approach for piece-wise stationary time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(7), pages 513-527.
    50. Bent Nielsen & Andrew Whitby, 2012. "A Joint Chow Test for Structural Instability," Economics Papers 2012-W07, Economics Group, Nuffield College, University of Oxford.
    51. Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," IHEID Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006.
    52. Tello-Pacheco, Mario, 2023. "Los “spillovers” del COVID-19 sobre el empleo y el ingreso en Perú," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 42(75), pages 161-195, January.
    53. Jinyong Hahn & Ruoyao Shi, 2017. "Synthetic Control and Inference," Econometrics, MDPI, vol. 5(4), pages 1-12, November.
    54. Schmitz, Birgit & von Hagen, Jürgen, 2011. "Current account imbalances and financial integration in the euro area," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1676-1695.
    55. Wang-Sheng Lee & Sandy Suardi, 2008. "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," Melbourne Institute Working Paper Series wp2008n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    56. Ray Fair, 2002. "Testing for a New Economy in the 1990s," Yale School of Management Working Papers ysm323, Yale School of Management, revised 01 Aug 2007.
    57. Pauwels Laurent L. & Chan Felix & Mancini Griffoli Tommaso, 2012. "Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-35, November.
    58. Fabio Busetti, 2012. "On detecting end-of-sample instabilities," Temi di discussione (Economic working papers) 881, Bank of Italy, Economic Research and International Relations Area.
    59. Chiquiar, Daniel & Ramos-Francia, Manuel, 2005. "Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 187-216, August.
    60. Chiquiar Daniel & Ramos Francia Manuel, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers 2004-05, Banco de México.
    61. Pierre Siklos, 2006. "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
    62. Sam Astill & David I. Harvey & Stephen J. Leybourne & Robert Sollis & A. M. Robert Taylor, 2018. "Real‐Time Monitoring for Explosive Financial Bubbles," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 863-891, November.
    63. Cizek, P., 2010. "Modelling Conditional Heteroscedasticity in Nonstationary Series," Discussion Paper 2010-84, Tilburg University, Center for Economic Research.
    64. Jianfei Cao & Shirley Lu, 2019. "Synthetic Control Inference for Staggered Adoption: Estimating the Dynamic Effects of Board Gender Diversity Policies," Papers 1912.06320, arXiv.org.
    65. El-Shazly, Alaa, 2016. "Structural breaks and monetary dynamics: A time series analysis," Economic Modelling, Elsevier, vol. 53(C), pages 133-143.
    66. Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, University of Hamburg, Department of Socioeconomics.
    67. Boss, Alfred & Dovern, Jonas & Groll, Dominik & Meier, Carsten-Patrick & van Roye, Björn & Scheide, Joachim, 2010. "Aufschwung lässt auf sich warten," Open Access Publications from Kiel Institute for the World Economy 32954, Kiel Institute for the World Economy (IfW Kiel).
    68. Prettner, Catherine, 2016. "Nonlinearities and Parameter Instability in the Finance-Growth Nexus," Department of Economics Working Paper Series 224, WU Vienna University of Economics and Business.
    69. Cizek, P. & Haerdle, W. & Spokoiny, V., 2007. "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper 2007-35, Tilburg University, Center for Economic Research.
    70. Hahn, Jinyong & Ham, John C. & Moon, Hyungsik Roger, 2011. "The Hausman test and weak instruments," Journal of Econometrics, Elsevier, vol. 160(2), pages 289-299, February.
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  31. Donald W.K. Andrews, 2002. "The Block-block Bootstrap: Improved Asymptotic Refinements," Cowles Foundation Discussion Papers 1370, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Özen, Kadir & Yıldırım, Dilem, 2021. "Application of bagging in day-ahead electricity price forecasting and factor augmentation," Energy Economics, Elsevier, vol. 103(C).
    2. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Andrey Rafalson, 2012. "Bootstrap inference about integrated volatility (in Russian)," Quantile, Quantile, issue 10, pages 91-108, December.
    5. Marco Giacoletti & Kristoffer T. Laursen & Kenneth J. Singleton, 2021. "Learning From Disagreement in the U.S. Treasury Bond Market," Journal of Finance, American Finance Association, vol. 76(1), pages 395-441, February.
    6. Kevin Dowd, 2007. "Validating multiple-period density-forecasting models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(4), pages 251-270.
    7. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2018. "Inference on causal and structural parameters using many moment inequalities," CeMMAP working papers CWP60/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Corradi, Valentina & Swanson, Norman R., 2006. "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.
    9. Christis Katsouris, 2023. "Limit Theory under Network Dependence and Nonstationarity," Papers 2308.01418, arXiv.org, revised Aug 2023.
    10. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    11. Gervais, Jean-Philippe & Khraief, Naceur, 2007. "AJAE Appendix: Is Exchange Rate Pass-Through in Pork Meat Export Prices Constrained by the Supply of Live Hogs?," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 89(4), pages 1-12, November.
    12. Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, University Library of Munich, Germany.
    13. Lu Ji & Tong Li, 2008. "Multi-round procurement auctions with secret reserve prices: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 897-923.
    14. Jinyong Hahn & Zhipeng Liao, 2021. "Bootstrap Standard Error Estimates and Inference," Econometrica, Econometric Society, vol. 89(4), pages 1963-1977, July.
    15. Ayadi, Mohamed A. & Kryzanowski, Lawrence, 2005. "Portfolio performance measurement using APM-free kernel models," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 623-659, March.
    16. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
    17. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    18. D. S. Poskitt, 2008. "Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 224-250, March.
    19. Joseph P. Byrne & Boulis M. Ibrahim & Xiaoyu Zong, 2020. "Asset Prices and Capital Share Risks: Theory and Evidence," Papers 2006.14023, arXiv.org.
    20. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics.
    21. James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
    22. Jung S You & Minsoo Jeong, 2021. "A Performance Comparison of Various Bootstrap Methods for Diffusion Processes," Journal of Economics and Behavioral Studies, AMH International, vol. 13(4), pages 1-7.
    23. Kadir Özen & Dilem Yıldırım, 2021. "Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation," ERC Working Papers 2101, ERC - Economic Research Center, Middle East Technical University, revised Apr 2021.
    24. Bunzel, Helle & Iglesias, Emma M., 2006. "Testing for Breaks Using Alternating Observations," Staff General Research Papers Archive 12694, Iowa State University, Department of Economics.
    25. Patrick Richard, 2007. "ARMA Sieve bootstrap unit root tests," Cahiers de recherche 07-05, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised Jul 2009.
    26. Li, Jing, 2006. "The block bootstrap test of Hausman's exogeneity in the presence of serial correlation," Economics Letters, Elsevier, vol. 91(1), pages 76-82, April.
    27. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
    28. Radu T. Pruna & Maria Polukarov & Nicholas R. Jennings, 2016. "A new structural stochastic volatility model of asset pricing and its stylized facts," Papers 1604.08824, arXiv.org.
    29. Tae-Seok Jang, 2015. "Identification of Social Interaction Effects in Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 207-238, February.
    30. Ayadi, Mohamed A. & Kryzanowski, Lawrence, 2011. "Fixed-income fund performance: Role of luck and ability in tail membership," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 379-392, June.
    31. Mihai C. Giurcanu, 2017. "Oracle M-Estimation for Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(3), pages 479-504, May.
    32. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  32. Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. George Kapetanios & Fotis Papailias, 2011. "Block Bootstrap and Long Memory," Working Papers 679, Queen Mary University of London, School of Economics and Finance.
    2. Fallahi, Firouz & Karimi, Mohammad & Voia, Marcel-Cristian, 2016. "Persistence in world energy consumption: Evidence from subsampling confidence intervals," Energy Economics, Elsevier, vol. 57(C), pages 175-183.
    3. George Kapetanios & Zacharias Psaradakis, 2006. "Sieve Bootstrap for Strongly Dependent Stationary Processes," Working Papers 552, Queen Mary University of London, School of Economics and Finance.
    4. Søren Johansen & Morten Ørregaard Nielsen, 2012. "The role of initial values in nonstationary fractional time series models," Discussion Papers 12-18, University of Copenhagen. Department of Economics.
    5. Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.
    6. Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.
    7. George Kapetanios, 2004. "A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes," Working Papers 507, Queen Mary University of London, School of Economics and Finance.
    8. Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
    9. Morten Ø. Nielsen & S Johansen, 2012. "The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models," Working Paper 1300, Economics Department, Queen's University.
    10. Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
    11. Mosisa Aga, 2024. "Valid Edgeworth Expansion of the Bootstrap t-statistic of the Whittle MLE for Linear Regression Models with Long-Memory Residuals," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 920-950, August.
    12. Poskitt, D.S. & Grose, Simone D. & Martin, Gael M., 2015. "Higher-order improvements of the sieve bootstrap for fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 188(1), pages 94-110.
    13. Mosisa Aga, 2025. "Delta Method Confidence Intervals for Linear Regression Processes With Long-memory Disturbances," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 12(5), pages 1-12, January.
    14. Arteche, J. & Orbe, J., 2005. "Bootstrapping the log-periodogram regression," Economics Letters, Elsevier, vol. 86(1), pages 79-85, January.
    15. Moor, A. & La Vecchia, D. & Ronchetti, E., 2025. "On the use of the cumulant generating function for inference on time series," Computational Statistics & Data Analysis, Elsevier, vol. 201(C).
    16. Mosisa Aga, 2025. "Bootstrap Probability Errors of the Whittle MLE for Linear Regression Processes with Strongly Dependent Disturbances," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 12(4), pages 1-26, January.
    17. Kim, Young Min & Nordman, Daniel J., 2013. "A frequency domain bootstrap for Whittle estimation under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 405-420.
    18. Mosisa Aga, 2024. "Some Improvements of the Bootstrap over the Delta Method Probability Errors for Whittle Estimators," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 16(5), pages 1-10, December.
    19. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
    20. Franco, G.C. & Reisen, V.A. & Alves, F.A., 2013. "Bootstrap tests for fractional integration and cointegration: A comparison study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 87(C), pages 19-29.
    21. Firouz Fallahi & Mohammad Karimi & Marcel-Cristian Voia, 2014. "Are Shocks to Energy Consumption Persistent? Evidence from Subsampling Confidence Intervals," Carleton Economic Papers 14-02, Carleton University, Department of Economics.

  33. Donald W.K. Andrews & Yixiao Sun, 2002. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers 1384, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Per Frederiksen & Morten Orregaard Nielsen, 2008. "Bias-Reduced Estimation of Long-Memory Stochastic Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 496-512, Fall.
    2. Morten Ø. Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper 1189, Economics Department, Queen's University.
    3. Casas, Isabel & Gao, Jiti, 2008. "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 72-83, November.
    4. Paul M. Beaumont & Aaron D. Smallwood, 2024. "Conditional sum of squares estimation of k-factor GARMA models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 501-543, September.
    5. Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019. "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers 7/19, Monash University, Department of Econometrics and Business Statistics.
    6. Frank S. Nielsen & Morten Ø. Nielsen & Per Houmann Frederiksen, 2009. "Local Polynomial Whittle Estimation Of Perturbed Fractional Processes," Working Paper 1218, Economics Department, Queen's University.
    7. Javier Hualde & Peter M Robinson, 2006. "Semiparametric Estimation of Fractional Cointegration," STICERD - Econometrics Paper Series 502, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    8. Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022. "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, vol. 63(3), pages 1543-1570, September.
    9. Hualde, J. & Robinson, P.M., 2010. "Semiparametric inference in multivariate fractionally cointegrated systems," Journal of Econometrics, Elsevier, vol. 157(2), pages 492-511, August.
    10. Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
    11. Hou, Jie & Perron, Pierre, 2014. "Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations," Journal of Econometrics, Elsevier, vol. 182(2), pages 309-328.
    12. Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
    13. Katsumi Shimotsu, 2006. "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper 1101, Economics Department, Queen's University.
    14. Javier Hualde & Morten {O}rregaard Nielsen, 2022. "Fractional integration and cointegration," Papers 2211.10235, arXiv.org.
    15. Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
    16. Marie Busch & Philipp Sibbertsen, 2018. "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, vol. 6(1), pages 1-21, March.
    17. Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
    18. Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
    19. Bhardwaj, Geetesh & Swanson, Norman R., 2006. "An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.
    20. Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.
    21. Valdério A. Reisen & Eric Moulines & Philippe Soulier & Glaura C. Franco, 2010. "On the properties of the periodogram of a stationary long‐memory process over different epochs with applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 20-36, January.
    22. Morten Ø. Nielsen & Per Houmann Frederiksen, 2008. "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper 1171, Economics Department, Queen's University.
    23. Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009. "Nonparametric Beta Kernel Estimator for Long Memory Time Series," TSE Working Papers 09-082, Toulouse School of Economics (TSE).
    24. Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2011. "An I() model with trend and cycles," Post-Print hal-00834425, HAL.
    25. Zacharias Psaradakis & Marián Vávra, 2015. "A Distance Test of Normality for a Wide Class of Stationary Processes," Birkbeck Working Papers in Economics and Finance 1513, Birkbeck, Department of Economics, Mathematics & Statistics.
    26. Jungbin Hwang & Yixiao Sun, 2025. "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers 2025-01, University of Connecticut, Department of Economics.
    27. Ergemen, Yunus Emre & Rodríguez-Caballero, C. Vladimir, 2023. "Estimation of a dynamic multi-level factor model with possible long-range dependence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 405-430.
    28. Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP) dp-327, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    29. Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015. "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, vol. 12(C), pages 77-91.
    30. Frank S. Nielsen, 2009. "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers 2009-38, Department of Economics and Business Economics, Aarhus University.
    31. Arteche, Josu & Orbe, Jesus, 2017. "A strategy for optimal bandwidth selection in Local Whittle estimation," Econometrics and Statistics, Elsevier, vol. 4(C), pages 3-17.
    32. Baillie, Richard T. & Kongcharoen, Chaleampong & Kapetanios, George, 2012. "Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures," International Journal of Forecasting, Elsevier, vol. 28(1), pages 46-53.
    33. Dalla, Violetta & Giraitis, Liudas & Hidalgo, Javier, 2006. "Consistent estimation of the memory parameter for nonlinear time series," LSE Research Online Documents on Economics 6813, London School of Economics and Political Science, LSE Library.
    34. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers 32/15, Institute for Fiscal Studies.
    35. Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021. "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1173-1213, December.
    36. Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017. "The Memory of Volatility," Hannover Economic Papers (HEP) dp-601, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    37. D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2012. "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers 8/12, Monash University, Department of Econometrics and Business Statistics.
    38. Karim M. Abadir & Walter Distaso & Liudas Giraitis, 2010. "An I(d) Model with Trend and Cycles," Working Paper series 18_10, Rimini Centre for Economic Analysis.
    39. Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006. "Consistent estimation of the memory parameterfor nonlinear time series," STICERD - Econometrics Paper Series 497, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    40. Less, Vivien & Sibbertsen, Philipp, 2022. "Estimation and Testing in a Perturbed Multivariate Long Memory Framework," Hannover Economic Papers (HEP) dp-704, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    41. Poskitt, D.S. & Grose, Simone D. & Martin, Gael M., 2015. "Higher-order improvements of the sieve bootstrap for fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 188(1), pages 94-110.
    42. Yixiao Sun, 2005. "Adaptive Estimation of the Regression Discontinuity Model," Econometrics 0506003, University Library of Munich, Germany.
    43. Faÿ, Gilles & Moulines, Eric & Roueff, François & Taqqu, Murad S., 2009. "Estimators of long-memory: Fourier versus wavelets," Journal of Econometrics, Elsevier, vol. 151(2), pages 159-177, August.
    44. Chan, Nigel & Wang, Qiying, 2015. "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 182-195.
    45. Hualde, Javier & Robinson, Peter M., 2006. "Semiparametric Estimation of Fractional Cointegration," LSE Research Online Documents on Economics 4537, London School of Economics and Political Science, LSE Library.
    46. Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.
    47. Uwe Hassler, 2011. "Estimation of fractional integration under temporal aggregation," Post-Print hal-00815563, HAL.
    48. Per Frederiksen & Frank S. Nielsen, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-59, Department of Economics and Business Economics, Aarhus University.
    49. Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1353-1384, December.
    50. Claudio Morana, 2006. "Multivariate modelling of long memory processes with common components," ICER Working Papers 40-2006, ICER - International Centre for Economic Research.
    51. Baillie, Richard T. & Kapetanios, George & Papailias, Fotis, 2014. "Modified information criteria and selection of long memory time series models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 116-131.
    52. Frank S. Nielsen, 2011. "Local Whittle estimation of multi‐variate fractionally integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 317-335, May.
    53. Richard T. Baillie & George Kapetanios, 2006. "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers 570, Queen Mary University of London, School of Economics and Finance.
    54. Frank S. Nielsen, 2008. "Local polynomial Whittle estimation covering non-stationary fractional processes," CREATES Research Papers 2008-28, Department of Economics and Business Economics, Aarhus University.
    55. Henryk Gurgul & Tomasz Wójtowicz, 2006. "Long-run properties of trading volume and volatility of equities listed in DJIA index," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(3-4), pages 29-56.
    56. Katarzyna Lasak, 2008. "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers 2008-53, Department of Economics and Business Economics, Aarhus University.
    57. Uwe Hassler & Marc-Oliver Pohle, 2019. "Forecasting under Long Memory and Nonstationarity," Papers 1910.08202, arXiv.org.
    58. García-Enríquez, Javier & Hualde, Javier, 2019. "Local Whittle estimation of long memory: Standard versus bias-reducing techniques," Econometrics and Statistics, Elsevier, vol. 12(C), pages 66-77.
    59. Baillie, Richard T. & Kapetanios, George, 2008. "Nonlinear models for strongly dependent processes with financial applications," Journal of Econometrics, Elsevier, vol. 147(1), pages 60-71, November.
    60. Josu Arteche & Jesus Orbe, 2009. "Bootstrap‐based bandwidth choice for log‐periodogram regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 591-617, November.
    61. Kim, Young Min & Nordman, Daniel J., 2013. "A frequency domain bootstrap for Whittle estimation under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 405-420.
    62. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers CWP32/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    63. Beaumont, Paul & Smallwood, Aaron, 2019. "Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models," MPRA Paper 96314, University Library of Munich, Germany.
    64. Mielniczuk, J. & Wojdyllo, P., 2007. "Estimation of Hurst exponent revisited," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4510-4525, May.

  34. Donald W.K. Andrews & Offer Lieberman, 2002. "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Cowles Foundation Discussion Papers 1361, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Morten Ø. Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper 1189, Economics Department, Queen's University.
    2. Arvanitis Stelios & Demos Antonis, 2018. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-38, January.
    3. Kyriakopoulou, Dimitra & Demos, Antonis, 2010. "Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) Models," MPRA Paper 122393, University Library of Munich, Germany.
    4. Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
    5. Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation for Research in Economics, Yale University.
    6. Poskitt, D.S. & Grose, Simone D. & Martin, Gael M., 2015. "Higher-order improvements of the sieve bootstrap for fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 188(1), pages 94-110.
    7. La Vecchia, Davide & Ronchetti, Elvezio, 2019. "Saddlepoint approximations for short and long memory time series: A frequency domain approach," Journal of Econometrics, Elsevier, vol. 213(2), pages 578-592.
    8. Moor, A. & La Vecchia, D. & Ronchetti, E., 2025. "On the use of the cumulant generating function for inference on time series," Computational Statistics & Data Analysis, Elsevier, vol. 201(C).
    9. Mosisa Aga, 2021. "Edgeworth Expansion for the Whittle Maximum Likelihood Estimator of Linear Regression Processes with Long Memory Residuals," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 10(4), pages 119-119, July.
    10. Arvanitis Stelios & Demos Antonis, 2014. "Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 183-235, July.

  35. Donald W.K. Andrews, 2001. "Higher-order Improvements of the Parametric Bootstrap for Markov Processes," Cowles Foundation Discussion Papers 1334, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
    2. Nankervis, John C., 2005. "Computational algorithms for double bootstrap confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 461-475, April.

  36. Donald W.K. Andrews & Yixiao Sun, 2001. "Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers 1293, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Robinson, Peter M. & Henry, Marc, 2003. "Higher-order kernel semiparametric M-estimation of long memory," Journal of Econometrics, Elsevier, vol. 114(1), pages 1-27, May.
    2. Giraitis, Liudas & Robinson, Peter, 2002. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 2130, London School of Economics and Political Science, LSE Library.
    3. Katsumi Shimotsu, 2006. "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper 1101, Economics Department, Queen's University.
    4. Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004. "Estimating Long Memory in Volatility," Econometrics 0412006, University Library of Munich, Germany.
    5. Liudas Giraitis & Peter M Robinson, 2002. "Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory," STICERD - Econometrics Paper Series 438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.
    7. Giraitis, L. & Robinson, P.M., 2003. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 291, London School of Economics and Political Science, LSE Library.
    8. Frank S. Nielsen, 2008. "Local polynomial Whittle estimation covering non-stationary fractional processes," CREATES Research Papers 2008-28, Department of Economics and Business Economics, Aarhus University.
    9. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003.

  37. Donald W.K. Andrews & Moshe Y. Buchinsky, 2000. "On the Number of Bootstrap Repetitions for BC_a Confidence Intervals," Cowles Foundation Discussion Papers 1250, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Baghli, M. & Cahn, C. & Fraisse, H., 2006. "Is the Inflation-Output Nexus Asymmetric in the Euro Area?," Working papers 140, Banque de France.
    2. Streukens, Sandra & Leroi-Werelds, Sara, 2016. "Bootstrapping and PLS-SEM: A step-by-step guide to get more out of your bootstrap results," European Management Journal, Elsevier, vol. 34(6), pages 618-632.
    3. Dreßler, Daniel, 2012. "Form follows function? Evidence on tax savings by multinational holding structures," ZEW Discussion Papers 12-057, ZEW - Leibniz Centre for European Economic Research.
    4. Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150619, Agricultural and Applied Economics Association.
    5. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    6. Guastella,Giovanni & Moro, Daniele & Sckokai, Paolo & Veneziani, Mario, 2013. "Investment behaviour of EU arable crop farms in selected EU countries and the impact of policy reforms," Factor Markets Working Papers 154, Centre for European Policy Studies.
    7. Andrews, Donald W. K. & Buchinsky, Moshe, 2001. "Evaluation of a three-step method for choosing the number of bootstrap repetitions," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 345-386, July.
    8. Dimitris Gavalas & Theodore Syriopoulos, 2014. "Bank Credit Risk Management and Rating Migration Analysis on the Business Cycle," IJFS, MDPI, vol. 2(1), pages 1-22, March.

  38. Donald W.K. Andrews, 2000. "Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics," Cowles Foundation Discussion Papers 1269, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
    2. Arvanitis Stelios & Demos Antonis, 2018. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-38, January.
    3. Inoue, Atsushi & Shintani, Mototsugu, 2006. "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, vol. 133(2), pages 531-555, August.
    4. Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
    5. Fan, Yanqin & Gentry, Matthew & Li, Tong, 2011. "A new class of asymptotically efficient estimators for moment condition models," Journal of Econometrics, Elsevier, vol. 162(2), pages 268-277, June.
    6. Antonis Demos & Stelios Arvanitis, 2010. "Stochastic Expansions and Moment Approximations for Three Indirect Estimators," DEOS Working Papers 1004, Athens University of Economics and Business.
    7. Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University.
    8. Wang, Xuexin, 2016. "A New Class of Tests for Overidentifying Restrictions in Moment Condition Models," MPRA Paper 69004, University Library of Munich, Germany.
    9. Rasmus Tangsgaard Varneskov, 2011. "Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise," CREATES Research Papers 2011-31, Department of Economics and Business Economics, Aarhus University.
    10. Antonis Demos & Stelios Arvanitis, 2010. "A New Class of Indirect Estimators and Bias Correction," DEOS Working Papers 1023, Athens University of Economics and Business.
    11. Politis, D N, 2009. "Higher-Order Accurate, Positive Semi-definite Estimation of Large-Sample Covariance and Spectral Density Matrices," University of California at San Diego, Economics Working Paper Series qt66w826hz, Department of Economics, UC San Diego.
    12. Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    13. Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    14. Arvanitis Stelios & Demos Antonis, 2014. "Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 183-235, July.
    15. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, vol. 146(1), pages 92-106, September.

  39. Donald W.K. Andrews & Patrik Guggenberger, 2000. "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Cowles Foundation Discussion Papers 1263, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Marcel Aloy & Gilles de Truchis, 2012. "Estimation and Testing for Fractional Cointegration," AMSE Working Papers 1215, Aix-Marseille School of Economics, France.
    2. Morten Ø. Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper 1189, Economics Department, Queen's University.
    3. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 692-711, October.
    4. Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2013. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Post-Print hal-01499630, HAL.
    5. Pierre Perron & Zhongjun Qu, 2008. "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices," Boston University - Department of Economics - Working Papers Series wp2008-004, Boston University - Department of Economics.
    6. Mccloskey, Adam & Perron, Pierre, 2013. "Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1196-1237, December.
    7. Luis Miguel Doncel & Pilar Grau-Carles & Jorge Sainz, 2009. "On the long-term behavior of mutual fund returns," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 653-660.
    8. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics.
    9. George Kapetanios & Zacharias Psaradakis, 2006. "Sieve Bootstrap for Strongly Dependent Stationary Processes," Working Papers 552, Queen Mary University of London, School of Economics and Finance.
    10. Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019. "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers 7/19, Monash University, Department of Econometrics and Business Statistics.
    11. Frank S. Nielsen & Morten Ø. Nielsen & Per Houmann Frederiksen, 2009. "Local Polynomial Whittle Estimation Of Perturbed Fractional Processes," Working Paper 1218, Economics Department, Queen's University.
    12. Hiremath, Gourishankar S & Bandi, Kamaiah, 2011. "Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence," MPRA Paper 48517, University Library of Munich, Germany.
    13. Robinson, Peter M. & Henry, Marc, 2003. "Higher-order kernel semiparametric M-estimation of long memory," Journal of Econometrics, Elsevier, vol. 114(1), pages 1-27, May.
    14. Claude Diebolt & Mohamed Chikhi, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers 09-21, Association Française de Cliométrie (AFC).
    15. Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
    16. Patrick Krieger & Carsten Lausberg & Kristin Wellner, 2018. "Einblicke in die Gründe für nicht-normalverteilte Immobilienrenditen: eine explorative Untersuchung deutscher Wohnimmobilienportfolios [Insights into the reasons for non-normal real estate returns:," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 4(1), pages 49-79, November.
    17. Giraitis, Liudas & Robinson, Peter, 2002. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 2130, London School of Economics and Political Science, LSE Library.
    18. Javier Hualde & Morten {O}rregaard Nielsen, 2022. "Fractional integration and cointegration," Papers 2211.10235, arXiv.org.
    19. Hadhri, Sinda & Ftiti, Zied, 2019. "Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?," Economic Systems, Elsevier, vol. 43(3).
    20. Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
    21. Joon Y. Park & J. Isaac Miller, 2004. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Econometric Society 2004 North American Summer Meetings 597, Econometric Society.
    22. Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
    23. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers 2020-10, University of Connecticut, Department of Economics.
    24. Reikard, Gordon & Hansen, Clifford, 2019. "Forecasting solar irradiance at short horizons: Frequency and time domain models," Renewable Energy, Elsevier, vol. 135(C), pages 1270-1290.
    25. Slim Chaouachi & Zied Ftiti & Frederic Teulon, 2014. "Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks," Working Papers 2014-147, Department of Research, Ipag Business School.
    26. Zied Ftiti & Slim Chaouachi, 2018. "What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 681-707, September.
    27. Valdério A. Reisen & Eric Moulines & Philippe Soulier & Glaura C. Franco, 2010. "On the properties of the periodogram of a stationary long‐memory process over different epochs with applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(1), pages 20-36, January.
    28. Pece Andreea Maria & Ludusan (Corovei) Emilia Anuta & Mutu Simona, 2013. "Testing The Long Range-Dependence For The Central Eastern European And The Balkans Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 1113-1124, July.
    29. Tomasz Wójtowicz & Henryk Gurgul, 2009. "Long memory of volatility measures in time series," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 19(1), pages 37-54.
    30. J. Eduardo Vera-Valdés, 2021. "Temperature Anomalies, Long Memory, and Aggregation," Econometrics, MDPI, vol. 9(1), pages 1-22, March.
    31. Tommaso Proietti & Alessandra Luati, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CEIS Research Paper 272, Tor Vergata University, CEIS, revised 19 Apr 2013.
    32. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
    33. Scharth, Marcel & Medeiros, Marcelo C., 2009. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," International Journal of Forecasting, Elsevier, vol. 25(2), pages 304-327.
    34. Saeed Heravi & Kerry Patterson, 2013. "Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators," Economics Discussion Papers em-dp2013-02, Department of Economics, University of Reading.
    35. Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004. "Estimating Long Memory in Volatility," Econometrics 0412006, University Library of Munich, Germany.
    36. Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018. "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print hal-01982032, HAL.
    37. Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers 03-19, Association Française de Cliométrie (AFC).
    38. Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015. "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, vol. 12(C), pages 77-91.
    39. Auer, Benjamin R., 2016. "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, vol. 16(C), pages 255-267.
    40. Lee, Jin, 2005. "Estimating memory parameter in the US inflation rate," Economics Letters, Elsevier, vol. 87(2), pages 207-210, May.
    41. Benjamin R Auer, 2016. "Pure return persistence, Hurst exponents and hedge fund selection – A practical note," Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 319-330, September.
    42. Baillie, Richard T. & Kongcharoen, Chaleampong & Kapetanios, George, 2012. "Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures," International Journal of Forecasting, Elsevier, vol. 28(1), pages 46-53.
    43. Heni Boubaker, 2020. "Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 473-498, February.
    44. D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2012. "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers 8/12, Monash University, Department of Econometrics and Business Statistics.
    45. P. S. Sephton, 2010. "Unit roots and purchasing power parity: another kick at the can," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3439-3453.
    46. Fillol, Jerome, 2007. "Estimating long memory: Scaling function vs Andrews and Guggenberger GPH," Economics Letters, Elsevier, vol. 95(2), pages 309-314, May.
    47. Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
    48. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.
    49. Smallwood Aaron D, 2005. "Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-30, June.
    50. Less, Vivien & Sibbertsen, Philipp, 2022. "Estimation and Testing in a Perturbed Multivariate Long Memory Framework," Hannover Economic Papers (HEP) dp-704, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    51. Auer, Benjamin R., 2016. "On time-varying predictability of emerging stock market returns," Emerging Markets Review, Elsevier, vol. 27(C), pages 1-13.
    52. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2009. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 42(4), pages 551-574, April.
    53. Liudas Giraitis & Peter M Robinson, 2002. "Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory," STICERD - Econometrics Paper Series 438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    54. Davidson, James & Sibbertsen, Philipp, 2005. "Tests of Bias in Log-Periodogram Regression," Hannover Economic Papers (HEP) dp-317, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    55. Faÿ, Gilles & Moulines, Eric & Roueff, François & Taqqu, Murad S., 2009. "Estimators of long-memory: Fourier versus wavelets," Journal of Econometrics, Elsevier, vol. 151(2), pages 159-177, August.
    56. Grace Yap & Wen Cheong Chin, 2016. "Spectral bandwidth selection for long memory," Modern Applied Science, Canadian Center of Science and Education, vol. 10(8), pages 1-63, August.
    57. de Truchis, Gilles, 2013. "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Economic Modelling, Elsevier, vol. 34(C), pages 98-105.
    58. Fillol, Jerome & Tripier, Fabien, 2004. "The scaling function-based estimator of long memory in the presence of a short-term component," Economics Letters, Elsevier, vol. 84(1), pages 49-54, July.
    59. Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.
    60. Uwe Hassler, 2011. "Estimation of fractional integration under temporal aggregation," Post-Print hal-00815563, HAL.
    61. Per Frederiksen & Frank S. Nielsen, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-59, Department of Economics and Business Economics, Aarhus University.
    62. Claudio Morana, 2006. "Multivariate modelling of long memory processes with common components," ICER Working Papers 40-2006, ICER - International Centre for Economic Research.
    63. Benjamin Rainer Auer, 2018. "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 66-88, January.
    64. Federico M. Bandi & Benoit Perron, 2006. "Long Memory and the Relation Between Implied and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 636-670.
    65. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2018. "Long-Memory Modeling and Forecasting: Evidence from the U.S. Historical Series of Inflation," Working Papers 201869, University of Pretoria, Department of Economics.
    66. Giraitis, L. & Robinson, P.M., 2003. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 291, London School of Economics and Political Science, LSE Library.
    67. Frank S. Nielsen, 2008. "Local polynomial Whittle estimation covering non-stationary fractional processes," CREATES Research Papers 2008-28, Department of Economics and Business Economics, Aarhus University.
    68. Henryk Gurgul & Tomasz Wójtowicz, 2006. "Long-run properties of trading volume and volatility of equities listed in DJIA index," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(3-4), pages 29-56.
    69. Haldrup, Niels & Vera Valdés, J. Eduardo, 2017. "Long memory, fractional integration, and cross-sectional aggregation," Journal of Econometrics, Elsevier, vol. 199(1), pages 1-11.
    70. Aaron Smallwood; Alex Maynard; Mark Wohar, 2005. "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005 384, Society for Computational Economics.
    71. Miller, J. Isaac & Park, Joon Y., 2005. "How They Interact to Generate Persistency in Memory," Working Papers 2005-01, Rice University, Department of Economics.
    72. Uwe Hassler & Marc-Oliver Pohle, 2019. "Forecasting under Long Memory and Nonstationarity," Papers 1910.08202, arXiv.org.
    73. García-Enríquez, Javier & Hualde, Javier, 2019. "Local Whittle estimation of long memory: Standard versus bias-reducing techniques," Econometrics and Statistics, Elsevier, vol. 12(C), pages 66-77.
    74. Jin Lee, 2004. "Wavelet transform for log periodogram regression in long memory stochastic volatility model," Econometric Society 2004 Far Eastern Meetings 682, Econometric Society.
    75. Heni Boubaker, 2016. "A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 693-731, December.
    76. Josu Arteche & Jesus Orbe, 2009. "Bootstrap‐based bandwidth choice for log‐periodogram regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 591-617, November.
    77. Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa, 2014. "Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 30(C), pages 51-71.
    78. Ezzat, Hassan, 2013. "Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange," MPRA Paper 51465, University Library of Munich, Germany.
    79. John Elder & Sriram Villupuram, 2012. "Persistence in the return and volatility of home price indices," Applied Financial Economics, Taylor & Francis Journals, vol. 22(22), pages 1855-1868, November.

  40. Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Hans Genberg & Laurent L. Pauwels, 2003. "An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong," IHEID Working Papers 03-2003, Economics Section, The Graduate Institute of International Studies.
    2. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
    3. Todd Prono, 2006. "GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique," Working Papers 07-1, Federal Reserve Bank of Boston.

  41. Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
    2. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
    3. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
    4. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 767-779, April.
    5. Daniel A. Ackerberg & Matilde P. Machado & Michael H. Riordan, 2001. "Measuring the Relative Performance of Providers of a Health Service," NBER Working Papers 8385, National Bureau of Economic Research, Inc.
    6. Paulo Parente & Richard J. Smith, 2019. "Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," CeMMAP working papers CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
    8. Hansen, Christian & Liao, Yuan, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," MPRA Paper 75313, University Library of Munich, Germany.
    9. Eugenio Miravete, 2014. "Testing for complementarities among countable strategies," Empirical Economics, Springer, vol. 46(4), pages 1521-1544, June.
    10. Inoue, Atsushi & Shintani, Mototsugu, 2006. "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, vol. 133(2), pages 531-555, August.
    11. Seojeong Lee, 2015. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers 2015-01, School of Economics, The University of New South Wales.
    12. Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers 45/13, Institute for Fiscal Studies.
    13. Halliday, Timothy J. & Lusher, Lester & Inafuku, Rachel & de Paula, Aureo, 2022. "VOG: Using Volcanic Eruptions to Estimate the Impact of Air Pollution on Student Learning Outcomes," IZA Discussion Papers 15696, Institute of Labor Economics (IZA).
    14. Goncalves, Silvia & White, Halbert, 2004. "Maximum likelihood and the bootstrap for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 119(1), pages 199-219, March.
    15. Valentina Corradi & Norman Swanson, 2013. "A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance," Departmental Working Papers 201309, Rutgers University, Department of Economics.
    16. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
    17. Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
    18. G. Kapetanios, 2008. "A bootstrap procedure for panel data sets with many cross-sectional units," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 377-395, July.
    19. Corradi, Valentina & Iglesias, Emma M., 2008. "Bootstrap refinements for QML estimators of the GARCH(1,1) parameters," Journal of Econometrics, Elsevier, vol. 144(2), pages 500-510, June.
    20. Romano, Joseph P. & Wolf, Michael, 2001. "Improved nonparametric confidence intervals in time series regressions," DES - Working Papers. Statistics and Econometrics. WS ws010201, Universidad Carlos III de Madrid. Departamento de Estadística.
    21. La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
    22. Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
    23. Keller, Wolfgang, 2001. "Geographic Localization of International Technology Diffusion," CEPR Discussion Papers 2706, C.E.P.R. Discussion Papers.
    24. Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter, 2001. "Bootstrap methods for time series," SFB 373 Discussion Papers 2001,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    25. Corradi, Valentina & Swanson, Norman R., 2006. "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.
    26. Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    27. Mehrotra, Aaron & Peltonen, Tuomas & Santos Rivera, Alvaro, 2010. "Modelling inflation in China--A regional perspective," China Economic Review, Elsevier, vol. 21(2), pages 237-255, June.
    28. Gonçalves, Sílvia & White, Halbert, 2002. "The Bootstrap Of The Mean For Dependent Heterogeneous Arrays," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1367-1384, December.
    29. Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
    30. Patrick M. Kline & Andres Santos, 2011. "Higher Order Properties of the Wild Bootstrap Under Misspecification," NBER Working Papers 16793, National Bureau of Economic Research, Inc.
    31. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    32. Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    33. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
    34. Mihai Giurcanu & Brett Presnell, 2018. "Bootstrap inference for misspecified moment condition models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 605-630, June.
    35. Lavergne, Pascal & Bertail, Patrice, 2020. "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers 20-1102, Toulouse School of Economics (TSE).
    36. Keller, Wolfgang, 2001. "Knowledge Spillovers at the World's Technology Frontier," CEPR Discussion Papers 2815, C.E.P.R. Discussion Papers.
    37. Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
    38. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
    39. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
    40. Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(2).
    41. Ilaria Piatti & Fabio Trojani, 2020. "Dividend Growth Predictability and the Price–Dividend Ratio," Management Science, INFORMS, vol. 66(1), pages 130-158, January.
    42. Keller, Wolfgang, 2001. "The geography and channels of diffusion at the world's technology frontier," HWWA Discussion Papers 123, Hamburg Institute of International Economics (HWWA).
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    155. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
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    166. Dameus, Alix & Richter, Francisca G.-C. & Brorsen, B. Wade & Sukhdial, Kullapapruk Piewthongngam, 2002. "Aids Versus The Rotterdam Demand System: A Cox Test With Parametric Bootstrap," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-13, December.
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    Cited by:

    1. Joon Y. Park, 2000. "Bootstrap Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 1587, Econometric Society.
    2. Jafry, Yusuf & Schuermann, Til, 2004. "Measurement, estimation and comparison of credit migration matrices," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2603-2639, November.
    3. Chwila Adam & Żądło Tomasz, 2020. "On the choice of the number of Monte Carlo iterations and bootstrap replicates in Empirical Best Prediction," Statistics in Transition New Series, Statistics Poland, vol. 21(2), pages 35-60, June.
    4. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.
    5. Giannopoulos, Kostas & Tunaru, Radu, 2005. "Coherent risk measures under filtered historical simulation," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 979-996, April.
    6. de Peretti Christian & Siani Carole, 2004. "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-24, September.
    7. Hanson, Samuel & Schuermann, Til, 2006. "Confidence intervals for probabilities of default," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2281-2301, August.
    8. Leonardo Gasparini & Walter Sosa Escudero, 2000. "Assessing Aggregate Welfare: Growth and Inequality in Argentina," Department of Economics, Working Papers 021, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    9. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.

  44. Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.

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    1. Atsushi Inoue & Mototsugu Shintani, 2018. "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, vol. 9(3), pages 1265-1297, November.
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    7. Dobromil Serwa, 2008. "Larger crises cost more: impact of banking sector instability on output growth," Working Papers 25, Department of Applied Econometrics, Warsaw School of Economics.
    8. Nicolas Apfel & Helmut Farbmacher & Rebecca Groh & Martin Huber & Henrika Langen, 2022. "Detecting Grouped Local Average Treatment Effects and Selecting True Instruments," Papers 2207.04481, arXiv.org, revised Oct 2023.
    9. Thomas A. Alexopoulos & Henry Thompson, 2021. "A macroeconomic simulation for Greece in the wake of its government debt crisis," Economic Change and Restructuring, Springer, vol. 54(3), pages 699-716, August.
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    14. Gyuhyeong Goh & Jisang Yu, 2022. "Causal inference with some invalid instrumental variables: A quasi‐Bayesian approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1432-1451, December.
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    19. Windmeijer, F.; Farbmacher, H.; Davies, N.; Davey Smith, G.;, 2017. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Health, Econometrics and Data Group (HEDG) Working Papers 17/22, HEDG, c/o Department of Economics, University of York.
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    22. Lan Wang & Annie Qu, 2009. "Consistent model selection and data‐driven smooth tests for longitudinal data in the estimating equations approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 177-190, January.
    23. Chatelain, J-B. & Tiomo, A., 2002. "Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation," Working papers 96, Banque de France.
    24. Lewbel, Arthur & Choi, Jin Young & Zhou, Zhuzhu, 2023. "Over-identified Doubly Robust identification and estimation," Journal of Econometrics, Elsevier, vol. 235(1), pages 25-42.
    25. Jean-Bernard Chatelain & Jean-Christophe Teurlai, 2004. "The impact of the cost of capital and of the decision to invest or to divest on investment behaviour: an empirical investigation using a panel of French services firms," Money Macro and Finance (MMF) Research Group Conference 2003 13, Money Macro and Finance Research Group.
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    27. A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
    28. Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B., 2018. "Endogeneity in household mortgage choice," Economic Modelling, Elsevier, vol. 73(C), pages 30-44.
    29. Dridi, Ramdan & Renault, Eric, 2000. "Semi-parametric indirect inference," LSE Research Online Documents on Economics 6864, London School of Economics and Political Science, LSE Library.
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    31. Jessie Handbury, 2021. "Are Poor Cities Cheap for Everyone? Non‐Homotheticity and the Cost of Living Across U.S. Cities," Econometrica, Econometric Society, vol. 89(6), pages 2679-2715, November.
    32. Alastair R. Hall & Fernanda P. M. Peixe, 2003. "A Consistent Method for the Selection of Relevant Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 269-287, January.
    33. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
    34. Nicolas Apfel, 2019. "Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation," Papers 1907.00222, arXiv.org, revised Jul 2022.
    35. Fernanda Peixe & Alastair Hall & Kostas Kyriakoulis, 2006. "The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 117-138.
    36. Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2009. "Choosing instrumental variables in conditional moment restriction models," Journal of Econometrics, Elsevier, vol. 152(1), pages 28-36, September.
    37. D’Haultfœuille, Xavier & Maurel, Arnaud & Zhang, Yichong, 2018. "Extremal quantile regressions for selection models and the black–white wage gap," Journal of Econometrics, Elsevier, vol. 203(1), pages 129-142.
    38. Al, C. & Arcand, J.L. & Ethier, F., 1996. "Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia," Cahiers de recherche 9605, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    39. Chaohua Dong & Jiti Gao & Oliver Linton, 2018. "High dimensional semiparametric moment restriction models," CeMMAP working papers CWP04/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. Andrew Clarke, 2008. "Learning-by-Doing and Productivity Dynamics in Manufacturing Industries," Department of Economics - Working Papers Series 1032, The University of Melbourne.
    41. Eric Gautier & Alexandre Tsybakov, 2011. "High-Dimensional Instrumental Variables Regression and Confidence Sets," Working Papers 2011-13, Center for Research in Economics and Statistics.
    42. Jean-Louis ARCAND & Marcel DAGENAIS, 2005. "Errors in Variables and the Empirics of Economic Growth," Working Papers 200536, CERDI.
    43. Rolando Einar Paz Rodriguez, 2019. "La función de emparejamiento agregada del mercado laboral chileno," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 34(1), pages 85-110, April.
    44. Mahmoud El-Gamal, 2001. "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 235-245.
    45. Karamysheva, Madina & Skrobotov, Anton, 2022. "Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    46. Yuriy Gorodnichenko & Jan Svejnar & Katherine Terrell, 2010. "Globalization and Innovation in Emerging Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 194-226, April.
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    48. Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
    49. Gehrig, Thomas & Sögner, Leopold & Westerkamp, Arne, 2018. "Making Parametric Portfolio Policies Work," CEPR Discussion Papers 13193, C.E.P.R. Discussion Papers.
    50. Jean-Bernard Chatelain, 2007. "Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112514, HAL.
    51. Todorov, Viktor, 2011. "Econometric analysis of jump-driven stochastic volatility models," Journal of Econometrics, Elsevier, vol. 160(1), pages 12-21, January.
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    111. Tobias Rühl, 2015. "Taylor rules revisited: ECB and Bundesbank in comparison," Empirical Economics, Springer, vol. 48(3), pages 951-967, May.
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    113. Coën, Alain & Desfleurs, Aurélie, 2024. "Geopolitical risk and the dynamics of REITs returns," Finance Research Letters, Elsevier, vol. 64(C).
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    116. Palmquist, Raymond B., 2006. "Property Value Models," Handbook of Environmental Economics, in: K. G. Mäler & J. R. Vincent (ed.), Handbook of Environmental Economics, edition 1, volume 2, chapter 16, pages 763-819, Elsevier.
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    120. Feng, Qiang, 2012. "A GEL-based AIC for model selection," Economics Letters, Elsevier, vol. 116(3), pages 637-639.
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  45. Donald W.K. Andrews, 1997. "A Simple Counterexample to the Bootstrap," Cowles Foundation Discussion Papers 1157, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Frank A Cowell & Maria-Pia Victoria-Feser, 1998. "Statistical Inference for Lorenz Curves with Censored Data," STICERD - Distributional Analysis Research Programme Papers 35, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Chunlin Wang & Paul Marriott & Pengfei Li, 2022. "A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 809-831, October.

  46. Donald W.K. Andrews, 1997. "Estimation When a Parameter Is on a Boundary: Theory and Applications," Cowles Foundation Discussion Papers 1153, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    2. Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023. "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 412-444.
    3. Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2020. "Testing for Structural Breaks in Return-Based Style Regression Models," Working papers 2020rwp-165, Yonsei University, Yonsei Economics Research Institute.
    4. Marine Carrasco & N’Golo Koné, 2024. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 908-953.
    5. Tae-Hwan Kim, 2005. "Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 315-343.
    6. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
    7. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    8. Hilmer, Christiana E. & Holt, Matthew T., 2000. "A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife," 2000 Annual meeting, July 30-August 2, Tampa, FL 21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  47. Donald W.K. Andrews & Marcia A. Schafgans, 1996. "Semiparametric Estimation of a Sample Selection Model," Cowles Foundation Discussion Papers 1119, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.
    2. Brent Boning & Casey Ichniowski & Kathryn Shaw, 2007. "Opportunity Counts: Teams and the Effectiveness of Production Incentives," Journal of Labor Economics, University of Chicago Press, vol. 25(4), pages 613-650.
    3. Andrietti, Vincenzo, 2000. "Occupational pensions and interfirm job mobility in the European Union. Evidence from the ECHP survey," ISER Working Paper Series 2000-07, Institute for Social and Economic Research.

  48. Donald W.K. Andrews, 1996. "A Conditional Kolmogorov Test," Cowles Foundation Discussion Papers 1111R, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    2. Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
    3. Susan Athey & Philip A. Haile, 2006. "Empirical Models of Auctions," Cowles Foundation Discussion Papers 1562, Cowles Foundation for Research in Economics, Yale University.
    4. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
    5. Dovern, Jonas & Manner, Hans, 2016. "Robust Evaluation of Multivariate Density Forecasts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145547, Verein für Socialpolitik / German Economic Association.
    6. Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers 99-02, University of Iowa, Department of Economics.
    7. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    8. Perera, Indeewara & Silvapulle, Mervyn J., 2021. "Bootstrap based probability forecasting in multiplicative error models," Journal of Econometrics, Elsevier, vol. 221(1), pages 1-24.
    9. Sudip Gupta, 2021. "Strategic Overbidding in Dynamic Auctions: Structural Estimation of Value of Synergy," Production and Operations Management, Production and Operations Management Society, vol. 30(2), pages 584-605, February.
    10. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
    11. Susan Athey & Dominic Coey & Jonathan Levin, 2011. "Set-Asides and Subsidies in Auctions," Discussion Papers 10-017, Stanford Institute for Economic Policy Research.
    12. Igor Kheifets & Carlos Velasco, 2013. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers 1924, Cowles Foundation for Research in Economics, Yale University.
    13. Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
    14. Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers 01-21, Bank of Canada.
    15. Juan Mora & Antonia Febrer, 2005. "Wage Distribution In Spain, 1994-1999: An Application Of A Flexible Estimator Of Conditional Distributions," Working Papers. Serie EC 2005-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    16. Chen, Bin & Hong, Yongmiao, 2011. "Generalized spectral testing for multivariate continuous-time models," Journal of Econometrics, Elsevier, vol. 164(2), pages 268-293, October.
    17. Perera, Indeewara & Silvapulle, Mervyn J., 2023. "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, vol. 235(2), pages 949-971.
    18. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
    19. Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
    20. Komarova, Tatiana & Hidalgo, Javier, 2023. "Testing nonparametric shape restrictions," LSE Research Online Documents on Economics 121410, London School of Economics and Political Science, LSE Library.
    21. Mullahy, John, 2018. "Individual results may vary: Inequality-probability bounds for some health-outcome treatment effects," Journal of Health Economics, Elsevier, vol. 61(C), pages 151-162.
    22. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev, 2021. "Bootstrapping Non-Stationary Stochastic Volatility," Papers 2101.03562, arXiv.org.
    23. Domínguez, Manuel A., 1997. "Consistent specification testing of quantile regression models," DES - Working Papers. Statistics and Econometrics. WS 6211, Universidad Carlos III de Madrid. Departamento de Estadística.
    24. Arie Beresteanu & Francesca Molinari, 2006. "Asymptotic properties for a class of partially identified models," CeMMAP working papers CWP10/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Juan Carlos Parra A. & Martha Misas A. & Enrique López E., 2010. "Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo," Borradores de Economia 628, Banco de la Republica de Colombia.
    26. Corradi, Valentina & Swanson, Norman R., 2006. "Predictive density and conditional confidence interval accuracy tests," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.
    27. Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    28. Delgado, Miguel A. & Stute, Winfried, 2008. "Distribution-free specification tests of conditional models," Journal of Econometrics, Elsevier, vol. 143(1), pages 37-55, March.
    29. Pascal Lavergne & Valentin Patilea, 2006. "Breaking the Curse of Dimensionality in Nonparametric Testing," Working Papers 2006-24, Center for Research in Economics and Statistics.
    30. Corradi, Valentina & Swanson, Norman R., 2004. "A test for the distributional comparison of simulated and historical data," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November.
    31. Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2021. "Specification tests for GARCH processes," Papers 2105.14081, arXiv.org.
    32. Li, Fuchun & Tkacz, Greg, 2006. "A consistent bootstrap test for conditional density functions with time-series data," Journal of Econometrics, Elsevier, vol. 133(2), pages 863-886, August.
    33. Aït-Sahalia, Yacine & Fan, Jianqing & Peng, Heng, 2009. "Nonparametric Transition-Based Tests for Jump Diffusions," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1102-1116.
    34. Nikolas Mittag, 2019. "Correcting for Misreporting of Government Benefits," American Economic Journal: Economic Policy, American Economic Association, vol. 11(2), pages 142-164, May.
    35. Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers 1937, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
    36. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
    37. Valentina Corradi & Norman Swanson, 2003. "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers 200313, Rutgers University, Department of Economics.
    38. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
    39. Alfred Galichon & Marc Henry, 2021. "A test of non-identifying restrictions and confidence regions for partially identified parameters," Papers 2102.04151, arXiv.org.
    40. Horowitz, Joel L. & Spokoiny, Vladimir G., 2000. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers 00-04, University of Iowa, Department of Economics.
    41. Juan Mora & Ana I. Moro, 2006. "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD 2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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    86. Cui Rui & Li Yuhao, 2024. "Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection," Papers 2403.10352, arXiv.org.
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    91. Liu, Li & Bu, Ruijun & Pan, Zhiyuan & Xu, Yuhua, 2019. "Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test," Economic Modelling, Elsevier, vol. 81(C), pages 124-135.
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    93. Norman Swanson & Oleg Korenok, 2006. "How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version," Departmental Working Papers 200612, Rutgers University, Department of Economics.
    94. Òscar Jordà & Alan M. Taylor, 2011. "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers 17150, National Bureau of Economic Research, Inc.
    95. Chen, Bin & Hong, Yongmiao, 2014. "A unified approach to validating univariate and multivariate conditional distribution models in time series," Journal of Econometrics, Elsevier, vol. 178(P1), pages 22-44.
    96. Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008. "A Simulation-Based Specification Test for Diffusion Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 176-193, April.
    97. Corradi, Valentina & Swanson, Norman R., 2006. "Bootstrap conditional distribution tests in the presence of dynamic misspecification," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.
    98. Matei Demetrescu & Robinson Kruse-Becher, 2021. "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers 2021-07, Department of Economics and Business Economics, Aarhus University.
    99. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
    100. Wied, Dominik & Dehling, Herold & van Kampen, Maarten & Vogel, Daniel, 2014. "A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 723-736.
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    104. Gordon Anderson, 2008. "The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(1), pages 73-87, March.
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    116. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 9fe68e51-a026-4660-b6e7-8, Tilburg University, School of Economics and Management.

  49. Donald W.K. Andrews, 1996. "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Cowles Foundation Discussion Papers 1120, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers CWP52/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Hong, Han & Mahajan, Aprajit & Nekipelov, Denis, 2015. "Extremum estimation and numerical derivatives," Journal of Econometrics, Elsevier, vol. 188(1), pages 250-263.
    3. Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016. "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers 1/16, Monash University, Department of Econometrics and Business Statistics.
    4. Jean-Jacques Forneron & Liang Zhong, 2023. "Convexity Not Required: Estimation of Smooth Moment Condition Models," Papers 2304.14386, arXiv.org.
    5. Victor Chernozhukov & Han Hong, 2023. "An MCMC Approach to Classical Estimation," Papers 2301.07782, arXiv.org.
    6. Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(1), pages 74-113, February.
    7. Jean-Jacques Forneron, 2023. "Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models," Papers 2301.07196, arXiv.org, revised Feb 2023.
    8. Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019. "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, vol. 212(2), pages 584-606.
    9. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
    10. Christopher R. Knittel & Konstantinos Metaxoglou, 2008. "Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings," NBER Working Papers 14080, National Bureau of Economic Research, Inc.
    11. Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
    12. Sangdai Ryoo, 2002. "Testing for Sunspot in the Foreign Exchange Market," International Economic Journal, Taylor & Francis Journals, vol. 16(3), pages 39-58.
    13. Grammig, Joachim & Wellner, Marc, 2002. "Modeling the interdependence of volatility and inter-transaction duration processes," Journal of Econometrics, Elsevier, vol. 106(2), pages 369-400, February.
    14. Florios, Kostas & Skouras, Spyros, 2008. "Exact computation of max weighted score estimators," Journal of Econometrics, Elsevier, vol. 146(1), pages 86-91, September.
    15. Don S. Poskitt, 2020. "On GMM Inference: Partial Identification, Identification Strength, and Non-Standard," Monash Econometrics and Business Statistics Working Papers 40/20, Monash University, Department of Econometrics and Business Statistics.

  50. Donald W.K. Andrews, 1994. "Hypothesis Testing with a Restricted Parameter Space," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Mehmet Caner & Bruce E. Hansen, 1998. "Threshold Autoregressions with a Near Unit Root," Working Papers 9821, Department of Economics, Bilkent University.
    2. Dustmann, C. & van Soest, A.H.O., 1999. "Parametric and Semiparametric Estimation in Models with Misclassified Categorical Dependent Variables," Other publications TiSEM dfb6b8e3-5319-47c7-a998-9, Tilburg University, School of Economics and Management.
    3. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    4. Fiebig, Denzil G. & Haas, Marion & Hossain, Ishrat & Street, Deborah J. & Viney, Rosalie, 2009. "Decisions about Pap tests: What influences women and providers?," Social Science & Medicine, Elsevier, vol. 68(10), pages 1766-1774, May.
    5. Hall, Jane & Fiebig, Denzil G. & King, Madeleine T. & Hossain, Ishrat & Louviere, Jordan J., 2006. "What influences participation in genetic carrier testing?: Results from a discrete choice experiment," Journal of Health Economics, Elsevier, vol. 25(3), pages 520-537, May.
    6. Jacoby, Hanan G. & Mansuri, Ghazala, 2020. "Enforcement for sale: Lobbying for water in Pakistan's Indus Basin," Journal of Public Economics, Elsevier, vol. 190(C).
    7. Robert Bartels & Denzil Fiebig & Arthur Soest, 2006. "Consumers and experts: an econometric analysis of the demand for water heaters," Empirical Economics, Springer, vol. 31(2), pages 369-391, June.
    8. Duangkamon Chotikapanich & William E. Griffiths, 2003. "Averaging Lorenz Curves," Monash Econometrics and Business Statistics Working Papers 22/03, Monash University, Department of Econometrics and Business Statistics.
    9. K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
    10. Andrews, Donald W K, 2001. "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.
    11. Pedro Dal Bó & Guillaume R. Fréchette, 2019. "Strategy Choice in the Infinitely Repeated Prisoner's Dilemma," American Economic Review, American Economic Association, vol. 109(11), pages 3929-3952, November.
    12. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Dustmann, C. & van Soest, A.H.O., 2004. "An analysis of speaking fluency of immigrants using ordered response models with classification errors," Other publications TiSEM 48f7dd4a-ce90-4b0b-b71d-c, Tilburg University, School of Economics and Management.
    14. Joerg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," CESifo Working Paper Series 1565, CESifo.
    15. Peter Hansen, 2003. "Asymptotic Tests of Composite Hypotheses," Working Papers 2003-09, Brown University, Department of Economics.
    16. Kuswanto, Heri & Sibbertsen, Philipp, 2009. "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP) dp-427, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    17. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
    18. Markku Lanne, 2006. "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168.
    19. Berg, Nathan, 2004. "No-decision classification: an alternative to testing for statistical significance," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 631-650, November.
    20. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation for Research in Economics, Yale University.
    21. LaFrance, Jeffrey T., 2008. "The structure of US food demand," Journal of Econometrics, Elsevier, vol. 147(2), pages 336-349, December.
    22. Veli YILANCI & Yilmaz OZKAN & Abdulkadir ALTINSOY, 2020. "Testing the Unemployment Hysteresis in G7 Countries: A Fresh Evidence from Fourier Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 49-59, September.
    23. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009. "Hypothesis testing in econometrics," IEW - Working Papers 444, Institute for Empirical Research in Economics - University of Zurich.
    24. Kelvin Balcombe & Iain Fraser, 2015. "Parametric preference functionals under risk in the gain domain: A Bayesian analysis," Journal of Risk and Uncertainty, Springer, vol. 50(2), pages 161-187, April.
    25. Stephen G. Cecchetti & Anil K. Kashyap & David W. Wilcox, 1995. "Do Firms Smooth the Seasonal in Production in a Boom? Theory and Evidence," NBER Working Papers 5011, National Bureau of Economic Research, Inc.
    26. Zeng-Hua Lu & Alec Zuo, 2017. "Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1339769-133, January.
    27. Hilmer, Christiana E. & Holt, Matthew T., 2000. "A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife," 2000 Annual meeting, July 30-August 2, Tampa, FL 21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    28. Madeleine King & Rosalie Viney & Ishrat Hossain & David Smith & Sandra Fowler & Elizabeth Savage & Bruce Armstrong, 2006. "Men?s preferences for treatment of early stage prostate cancer: Results from a discrete choice experiment, CHERE Working Paper 2006/14," Working Papers 2006/14, CHERE, University of Technology, Sydney.
    29. Jin Lee, 2000. "One-Sided Testing for ARCH Effect Using Wavelets," Econometric Society World Congress 2000 Contributed Papers 1214, Econometric Society.

  51. Donald W.K. Andrews & Werner Ploberger, 1994. "Testing for Serial Correlation Against an ARMA(1,1) Process," Cowles Foundation Discussion Papers 1077, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996. "Tests of Seasonal and Non-Seasonal Serial Correlation," Cowles Foundation Discussion Papers 1124, Cowles Foundation for Research in Economics, Yale University.
    2. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
    3. Ravi Bansal & Amir Yaron, 2000. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," NBER Working Papers 8059, National Bureau of Economic Research, Inc.
    4. Ai Deng Author-X-Name-First: Ai, 2006. "Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process," Boston University - Department of Economics - Working Papers Series WP2006-027, Boston University - Department of Economics.
    5. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
    6. Jawadi, Fredj & Ftiti, Zied, 2019. "Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis," Energy Economics, Elsevier, vol. 80(C), pages 12-19.
    7. In Choi, 1999. "Testing the random walk hypothesis for real exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 293-308, May.

  52. Donald W.K. Andrews & Werner Ploberger, 1993. "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative," Cowles Foundation Discussion Papers 1058, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996. "Tests of Seasonal and Non-Seasonal Serial Correlation," Cowles Foundation Discussion Papers 1124, Cowles Foundation for Research in Economics, Yale University.
    2. René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO.
    3. Paolo Zagaglia, 2024. "A Note on the Predictive Power of the Term Spread for the Output Gap," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-7.
    4. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008. "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper 16669, University Library of Munich, Germany.
    5. Kim, Dukpa & Perron, Pierre, 2009. "Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope," Journal of Econometrics, Elsevier, vol. 149(1), pages 26-51, April.
    6. Beard, T. Randolph & Caudill, Steven B. & Gropper, Daniel M., 1997. "The diffusion of production processes in the U.S. banking industry: A finite mixture approach," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 721-740, May.
    7. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
    8. Donald W.K. Andrews & Werner Ploberger, 1994. "Testing for Serial Correlation Against an ARMA(1,1) Process," Cowles Foundation Discussion Papers 1077, Cowles Foundation for Research in Economics, Yale University.

  53. Donald W.K. Andrews, 1993. "Empirical Process Methods in Econometrics," Cowles Foundation Discussion Papers 1059, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Saraswata Chaudhuri & Eric Zivot, 2008. "A new method of projection-based inference in GMM with weakly identified nuisance parameters," Working Papers UWEC-2008-26, University of Washington, Department of Economics.
    2. Nidhaleddine Ben Cheikh & Christophe Rault, 2015. "Recent Estimates of Exchange Rate Pass-Through to Import Prices in the Euro Area," CESifo Working Paper Series 5341, CESifo.
    3. Lewbel, Arthur & Linton, Oliver, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," LSE Research Online Documents on Economics 2066, London School of Economics and Political Science, LSE Library.
    4. David Powell, 2013. "A New Framework for Estimation of Quantile Treatment Effects Nonseparable Disturbance in the Presence of Covariates," Working Papers WR-824-1, RAND Corporation.
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    1. Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
    2. Götz, T.B. & Hecq, A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
    3. Ghysels, Eric & Guay, Alain, 2004. "Testing For Structural Change In The Presence Of Auxiliary Models," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
    4. Hoshino, Takahiro, 2008. "Bayesian significance testing and multiple comparisons from MCMC outputs," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3543-3559, March.
    5. Kim, Jae-Young, 2014. "An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification," Journal of Econometrics, Elsevier, vol. 178(P1), pages 132-145.
    6. Victor Chernozhukov & Han Hong, 2023. "An MCMC Approach to Classical Estimation," Papers 2301.07782, arXiv.org.
    7. Berg, Nathan, 2004. "No-decision classification: an alternative to testing for statistical significance," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 631-650, November.
    8. Penelope Smith, 2006. "Bayesian Inference for a Threshold Autoregression with a Unit Root," Melbourne Institute Working Paper Series wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    9. Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian, 2009. "Frequentist inference in weakly identified DSGE models," Working Papers 09-13, Federal Reserve Bank of Philadelphia.
    10. Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.

  58. Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992. "Optimal Changepoint Tests for Normal Linear Regression," Cowles Foundation Discussion Papers 1016, Cowles Foundation for Research in Economics, Yale University.

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  59. Donald W.K. Andrews, 1992. "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers 1020, Cowles Foundation for Research in Economics, Yale University.

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    1. Hansen, Bruce E., 1996. "Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays," Econometric Theory, Cambridge University Press, vol. 12(2), pages 347-359, June.
    2. Valentina Corradi & Norman R. Swanson, 2003. "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers 200321, Rutgers University, Department of Economics.
    3. Donald W. K. Andrews, 1997. "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 65(4), pages 913-932, July.
    4. Corradi, Valentina & Swanson, Norman R., 2006. "Bootstrap conditional distribution tests in the presence of dynamic misspecification," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.

  60. Donald W.K. Andrews, 1991. "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Klaus NEUSSER, 1992. "Dynamics of Total Factor Productivities," Vienna Economics Papers vie9206, University of Vienna, Department of Economics.
    2. Ray C. Fair, 1992. "Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations," Cowles Foundation Discussion Papers 1005, Cowles Foundation for Research in Economics, Yale University.
    3. Christopher A. Sims, 1992. "A Nine Variable Probabilistic Macroeconomic Forecasting Model," Cowles Foundation Discussion Papers 1034, Cowles Foundation for Research in Economics, Yale University.
    4. Georgios Chortareas & George Kapetanios, 2008. "Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels," Working Papers 629, Queen Mary University of London, School of Economics and Finance.
    5. Donald W.K. Andrews & Hong-Yuan Chen, 1992. "Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series," Cowles Foundation Discussion Papers 1026, Cowles Foundation for Research in Economics, Yale University.
    6. Stock, James H., 1991. "Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series," Journal of Monetary Economics, Elsevier, vol. 28(3), pages 435-459, December.
    7. Phillips, Peter & Sul, Donggyu, 2002. "Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence," Working Papers 194, Department of Economics, The University of Auckland.
    8. Chen, Shyh-Wei & Shen, Chung-Hua, 2015. "Revisiting the Feldstein–Horioka puzzle with regime switching: New evidence from European countries," Economic Modelling, Elsevier, vol. 49(C), pages 260-269.

  61. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.

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    1. Delsol, Laurent & Ferraty, Frédéric & Vieu, Philippe, 2011. "Structural test in regression on functional variables," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 422-447, March.
    2. Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers 99-02, University of Iowa, Department of Economics.
    3. Kunitomo, N. & McAleer, M.J. & Nishiyama, Y., 2010. "Moment Restriction-based Econometric Methods: An Overview," Econometric Institute Research Papers EI 2010-61, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.
    5. Yixiao Jiang, 2020. "A Hausman Test for Partially Linear Models with an Application to Implied Volatility Surface," JRFM, MDPI, vol. 13(11), pages 1-12, November.
    6. Donald W.K. Andrews, 1992. "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers 1020, Cowles Foundation for Research in Economics, Yale University.
    7. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
    8. Wang, Wenju & Wang, Qiao, 2019. "Consistent specification test for partially linear models with the k-nearest-neighbor method," Economics Letters, Elsevier, vol. 177(C), pages 89-93.
    9. Kristensen, Dennis, 2010. "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, vol. 156(2), pages 239-259, June.
    10. Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
    11. Kristensen, Dennis, 2011. "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, vol. 164(2), pages 382-403, October.
    12. Susanne M. Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers 10/14, Institute for Fiscal Studies.
    13. Javier Hidalgo, 1999. "Nonparametric tests for model selection with time series data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 365-398, December.
    14. Bravo, Francesco, 2009. "Two-step generalised empirical likelihood inference for semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1412-1431, August.
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    16. König, Heinz & Lechner, Michael, 1994. "Some recent developments in microeconometrics: A survey," ZEW Discussion Papers 94-12, ZEW - Leibniz Centre for European Economic Research.
    17. Christos Kollias & Suzanna-Maria Paleologou, 2015. "Defence And Non-Defence Spending In The Usa: Stimuli To Economic Growth? Comparative Findings From A Semiparametric Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 67(4), pages 359-370, October.
    18. Horowitz, Joel L. & Spokoiny, Vladimir G., 2000. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers 00-04, University of Iowa, Department of Economics.
    19. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    20. Andrew M. Jones & José M. Labeaga, 2003. "Individual heterogeneity and censoring in panel data estimates of tobacco expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 157-177.
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    22. Euwals, R.W., 1997. "Empirical studies on individual labour market behaviour," Other publications TiSEM 0ccdaeec-7067-453e-a450-b, Tilburg University, School of Economics and Management.
    23. Ivan Korolev, 2018. "A Consistent Heteroskedasticity Robust LM Type Specification Test for Semiparametric Models," Papers 1810.07620, arXiv.org, revised Nov 2019.
    24. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
    25. Lejeune, Bernard, 2009. "A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 507-523, June.
    26. Whang, Yoon-Jae, 2000. "Consistent bootstrap tests of parametric regression functions," Journal of Econometrics, Elsevier, vol. 98(1), pages 27-46, September.
    27. Euwals, R.W. & Melenberg, B. & van Soest, A.H.O., 1997. "Testing the Predicitive Value of Subjective Labour Supply Data," Discussion Paper 1997-25, Tilburg University, Center for Economic Research.
    28. Henderson, Daniel J. & Carroll, Raymond J. & Li, Qi, 2008. "Nonparametric estimation and testing of fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 144(1), pages 257-275, May.
    29. Ait-Sahalia, Yacine & Bickel, Peter J. & Stoker, Thomas M., 2001. "Goodness-of-fit tests for kernel regression with an application to option implied volatilities," Journal of Econometrics, Elsevier, vol. 105(2), pages 363-412, December.
    30. Li, Qi & Stengos, Thanasis, 1996. "Semiparametric estimation of partially linear panel data models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 389-397.
    31. Jinhong You & Xian Zhou & Lixing Zhu & Bin Zhou, 2011. "Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors," Statistical Papers, Springer, vol. 52(2), pages 263-286, May.
    32. White, Halbert & Hong, Yongmiao, 1999. "M-Testing Using Finite and Infinite Dimensional Parameter Estimators," University of California at San Diego, Economics Working Paper Series qt9qz123ng, Department of Economics, UC San Diego.
    33. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
    34. Jiti Gao & Hua Liang, 1997. "Statistical Inference in Single-Index and Partially Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 493-517, September.
    35. Madden, Gary & Mayer, Walter & Wu, Chen & Tran, Thien, 2015. "The forecasting accuracy of models of post-award network deployment: An application of maximum score tests," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1153-1158.
    36. Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994. "Goodness-of-fit tests for regression using kernel methods," Working papers 3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    37. Matthew Backus & Christopher Conlon & Michael Sinkinson, 2021. "Common Ownership and Competition in the Ready-to-Eat Cereal Industry," NBER Working Papers 28350, National Bureau of Economic Research, Inc.
    38. Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An adaptive, rate-optimal test of a parametric model against a nonparametric alternative," SFB 373 Discussion Papers 1999,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    39. Wangli Xu & Xu Guo, 2013. "Checking the adequacy of partial linear models with missing covariates at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(3), pages 473-490, June.
    40. Yoo, Seung-Hoon & Yang, Chang-Young, 2000. "Dealing with bottled water expenditures data with zero observations: a semiparametric specification," Economics Letters, Elsevier, vol. 66(2), pages 151-157, February.
    41. Li, Qi & Stengos, Thanasis, 1994. "Non-parametric specification testing of non-nested econometric models," DES - Working Papers. Statistics and Econometrics. WS 3961, Universidad Carlos III de Madrid. Departamento de Estadística.
    42. Wangli Xu & Xu Guo & Lixing Zhu, 2012. "Goodness-of-fitting for partial linear model with missing response at random," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(1), pages 103-118.

  62. Donald W.K. Andrews & Christopher J. Monahan, 1990. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Cowles Foundation Discussion Papers 942, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
    2. Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
    3. Gabriel Frahm & Tobias Wickern & Christof Wiechers, 2012. "Multiple tests for the performance of different investment strategies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 343-383, July.
    4. Focarelli, Dario, 2005. "Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area," Economic Modelling, Elsevier, vol. 22(2), pages 305-325, March.
    5. Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Staff Report 199, Federal Reserve Bank of Minneapolis.
    6. Matteo Mogliani, 2010. "Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study," PSE Working Papers halshs-00564897, HAL.
    7. Sun, Yixiao & Kaplan, David M., 2011. "A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing," University of California at San Diego, Economics Working Paper Series qt8cx0t4gc, Department of Economics, UC San Diego.
    8. Nielsen, Morten Ørregaard & Frederiksen, Per, 2008. "Finite sample accuracy and choice of sampling frequency in integrated volatility estimation," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 265-286, March.
    9. Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
    10. Elliott, Graham & Muller, Ulrich K., 2007. "Confidence sets for the date of a single break in linear time series regressions," Journal of Econometrics, Elsevier, vol. 141(2), pages 1196-1218, December.
    11. Guo, Honggang & Wang, Jianzhou & Li, Zhiwu & Lu, Haiyan & Zhang, Linyue, 2022. "A non-ferrous metal price ensemble prediction system based on innovative combined kernel extreme learning machine and chaos theory," Resources Policy, Elsevier, vol. 79(C).
    12. Kelly, Morgan, 1997. "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 351-363, August.
    13. Hyungsik Roger MOON & Benoit PERRON, 2002. "Testing For A Unit Root In Panels With Dynamic Factors," Cahiers de recherche 18-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    14. Francis X. Diebold & Glenn D. Rudebusch, 2019. "On the Evolution of U.S. Temperature Dynamics," Papers 1907.06303, arXiv.org, revised Jan 2021.
    15. Andersen, Torben G & Sorensen, Bent E, 1996. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 328-352, July.
    16. Frédérique Bec & Mélika Ben Salem & Emma Ben Youssef, 1997. "An empirical testing of exchange market efficiency hypothesis [Une évaluation empirique de l'efficience du marché deschanges]," Post-Print hal-01851744, HAL.
    17. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
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    6. Eugenio Figueroa & Roberto Pastén, 2009. "Country-specific environmental Kuznets curves: a random coefficient approach applied to high-income countries," Estudios de Economia, University of Chile, Department of Economics, vol. 36(1 Year 20), pages 5-32, June.
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    9. Laurence M. Ball & Mr. Sandeep Mazumder, 2015. "A Phillips Curve with Anchored Expectations and Short-Term Unemployment," IMF Working Papers 2015/039, International Monetary Fund.
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    1. Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Discussion Paper 2004-130, Tilburg University, Center for Economic Research.
    2. Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
    3. Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
    4. Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Other publications TiSEM 95ec06ea-005b-4c08-a2e6-f, Tilburg University, School of Economics and Management.
    5. Donald W.K. Andrews, 1994. "Hypothesis Testing with a Restricted Parameter Space," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.
    6. Zhu, Hongtu & Zhang, Heping, 2006. "Asymptotics for estimation and testing procedures under loss of identifiability," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 19-45, January.
    7. Timo Dimitriadis & Yannick Hoga, 2023. "Regressions under Adverse Conditions," Papers 2311.13327, arXiv.org, revised Feb 2025.
    8. Donald W. K. Andrews, 1999. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
    9. Mayer, Alexander, 2023. "Two-step estimation in linear regressions with adaptive learning," Statistics & Probability Letters, Elsevier, vol. 195(C).
    10. Antonio Merlo & Áureo de Paula, 2015. "Identification and estimation of preference distributions when voters are ideological," CeMMAP working papers CWP50/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
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    Cited by:

    1. Tae-Hwan Kim & Christophe Muller, 2020. "Inconsistency transmission and variance reduction in two-stage quantile regression," Post-Print hal-02084505, HAL.
    2. Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009. "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.
    3. Donald W.K. Andrews, 1992. "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers 1020, Cowles Foundation for Research in Economics, Yale University.
    4. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
    5. Gary Gorton & Richard Rosen, "undated". "Corporate Control, Portfolio Choice, and the Decline of Banking," Rodney L. White Center for Financial Research Working Papers 2-93, Wharton School Rodney L. White Center for Financial Research.
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    8. Donald W.K. Andrews & David Pollard, 1990. "A Functional Central Limit Theorem for Strong Mixing Stochastic Processes," Cowles Foundation Discussion Papers 951, Cowles Foundation for Research in Economics, Yale University.

  67. Donald W.K. Andrews, 1989. "Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation," Cowles Foundation Discussion Papers 909R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1990.

    Cited by:

    1. Tae-Hwan Kim & Christophe Muller, 2020. "Inconsistency transmission and variance reduction in two-stage quantile regression," Post-Print hal-02084505, HAL.
    2. Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009. "Predictive density estimators for daily volatility based on the use of realized measures," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.
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    4. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
    5. Tae-Hwan Kim & Christophe Muller, 2012. "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers halshs-00793372, HAL.
    6. Donald W.K. Andrews & David Pollard, 1990. "A Functional Central Limit Theorem for Strong Mixing Stochastic Processes," Cowles Foundation Discussion Papers 951, Cowles Foundation for Research in Economics, Yale University.

  68. Donald W.K. Andrews & Ray C. Fair, 1989. "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ray C. Fair, 1989. "Inflationary Expectations and Price Setting Behavior," NBER Working Papers 3102, National Bureau of Economic Research, Inc.
    2. Alessandro Magrini & Fabio Bartolini & Alessandra Coli & Barbara Pacini, 2019. "A structural equation model to assess the impact of agricultural research expenditure on multiple dimensions," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(4), pages 2063-2080, July.
    3. Rucker C. Johnson & Steven Raphael, 2009. "The Effects of Male Incarceration Dynamics on Acquired Immune Deficiency Syndrome Infection Rates among African American Women and Men," Journal of Law and Economics, University of Chicago Press, vol. 52(2), pages 251-293, May.
    4. Townsend, Rob F. & van Zyl, Johan & Thirtle, Colin G., 1997. "Assessing the benefits of research expenditures on maize production in South Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 36(4), pages 1-13, December.

  69. Donald W.K. Andrews, 1989. "An Empirical Process Central Limit Theorem for Dependent Non-Identically Distributed Random Variables," Cowles Foundation Discussion Papers 907, Cowles Foundation for Research in Economics, Yale University.

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    1. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
    2. Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021. "Evaluating Forecast Performance with State Dependence," Working Papers 1295, Barcelona School of Economics.
    3. Donald W.K. Andrews, 1992. "An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables," Cowles Foundation Discussion Papers 1020, Cowles Foundation for Research in Economics, Yale University.
    4. Blasques, F. & Gorgi, P. & Koopman, S.J., 2021. "Missing observations in observation-driven time series models," Journal of Econometrics, Elsevier, vol. 221(2), pages 542-568.
    5. Hansen, Bruce E., 1996. "Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays," Econometric Theory, Cambridge University Press, vol. 12(2), pages 347-359, June.
    6. Arcones, Miguel A., 1996. "Weak convergence of stochastic processes indexed by smooth functions," Stochastic Processes and their Applications, Elsevier, vol. 62(1), pages 115-138, March.
    7. Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011. "Information in the Revision Process of Real-Time Datasets," Departmental Working Papers 201107, Rutgers University, Department of Economics.
    8. Kuersteiner, Guido M., 2019. "Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity," Journal of Econometrics, Elsevier, vol. 211(1), pages 243-261.
    9. Chung-Ming Kuan, 2013. "Markov switching model (in Russian)," Quantile, Quantile, issue 11, pages 13-40, December.
    10. Vassilis A. Hajivassiliou, 1993. "Macroeconomic Shocks in an Aggregative Disequilibrium Model," Working Papers _016, Yale University.
    11. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
    12. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
    13. Donald W.K. Andrews & David Pollard, 1990. "A Functional Central Limit Theorem for Strong Mixing Stochastic Processes," Cowles Foundation Discussion Papers 951, Cowles Foundation for Research in Economics, Yale University.

  70. Donald W.K. Andrews, 1989. "Asymptotics for Semiparametric Econometric Models: III. Testing and Examples," Cowles Foundation Discussion Papers 910, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Federico Bandi & Peter C. B. Phillips, 2000. "Accelerated Asymptotics for Diffusion Model Estimation," Econometric Society World Congress 2000 Contributed Papers 1656, Econometric Society.
    2. Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
    3. Federico M. Bandi & Peter C.B. Phillips, 2005. "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers 1522, Cowles Foundation for Research in Economics, Yale University.
    4. Tae-Hwan Kim & Halbert White, 2003. "Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression," Advances in Econometrics, in: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, pages 107-132, Emerald Group Publishing Limited.
    5. Florian Gunsilius & Meng Hsuan Hsieh & Myung Jin Lee, 2022. "Tangential Wasserstein Projections," Papers 2207.14727, arXiv.org, revised Aug 2022.

  71. Donald W.K. Andrews & Yoon-Jae Whang, 1989. "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," Cowles Foundation Discussion Papers 925, Cowles Foundation for Research in Economics, Yale University.

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    1. Dong, Chaohua & Linton, Oliver, 2018. "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, vol. 207(1), pages 212-236.
    2. Camlong-Viot, Christine & Rodríguez-Póo, Juan M. & Vieu, Philippe, 2003. "Nonparametric and Semiparametric Estimation of Additive Models with both Discrete and Continuous Variables under Dependence," SFB 373 Discussion Papers 2003,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. Hardle, Wolfgang & Linton, Oliver, 1986. "Applied nonparametric methods," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 38, pages 2295-2339, Elsevier.
    4. Gordon B. Dahl, 1997. "Mobility and the Returns to Education: Testing A Roy Model With Multiple Markets," Working Papers 760, Princeton University, Department of Economics, Industrial Relations Section..
    5. Donald W.K. Andrews, 1989. "Asymptotic Optimality of Generalized C_{L}, Cross-Validation, and Generalized Cross-Validation in Regression with Heteroskedastic Errors," Cowles Foundation Discussion Papers 906, Cowles Foundation for Research in Economics, Yale University.
    6. Sukjin Han, 2012. "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification," Department of Economics Working Papers 140414, The University of Texas at Austin, Department of Economics, revised Apr 2014.
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    1. Harry J. Paarsch & Stephen G. Donald & Jacques Robert, 2006. "An empirical model of the multi-unit, sequential, clock auction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1221-1247.
    2. Jacoby, Hanan G. & Mansuri, Ghazala, 2009. "Incentives, supervision, and sharecropper productivity," Journal of Development Economics, Elsevier, vol. 88(2), pages 232-241, March.
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    6. Godtland, Erin & Sadoulet, Elisabeth & de Janvry, Alain & Murgai, Rinku & Ortiz, Oscar, 2003. "The Impact of Farmer-Field-Schools on Knowledge and Productivity: A Study of Potato Farmers in the Peruvian Andes," CUDARE Working Papers 25093, University of California, Berkeley, Department of Agricultural and Resource Economics.
    7. Livernois, J. & Thille, H. & Zhang, X., 2003. "A Test of the Hotelling Rule Using Old-Growth Timber Data," Working Papers 2003-4, University of Guelph, Department of Economics and Finance.
    8. Pargal, Sheoli & Gilligan, Daniel & Huq, Mainul, 2000. "Private provision of a public good - social capital and solid waste management in Dhaka, Bangladesh," Policy Research Working Paper Series 2422, The World Bank.
    9. Lavergne, Pascal, 2015. "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers 15-562, Toulouse School of Economics (TSE), revised May 2020.
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    12. Jacoby, Hanan G. & Mansuri, Ghazala, 2006. "Incomplete contracts and investment : a study of land tenancy in Pakistan," Policy Research Working Paper Series 3826, The World Bank.
    13. Martin B. Schmidt & David J. Berri, 2004. "The Impact of Labor Strikes on Consumer Demand: An Application to Professional Sports," American Economic Review, American Economic Association, vol. 94(1), pages 344-357, March.
    14. Hanan Jacoby & Bart Minten, 2006. "Land Titles, Investment, and Agricultural Productivity in Madagascar : A Poverty and Social Impact Analysis," World Bank Publications - Reports 12661, The World Bank Group.
    15. Lagarde, Mylène & Blaauw, Duane, 2022. "Overtreatment and benevolent provider moral hazard: Evidence from South African doctors," Journal of Development Economics, Elsevier, vol. 158(C).
    16. Lagarde, Mylène & Blaauw, Duane, 2022. "Overtreatment and benevolent provider moral hazard: evidence from South African doctors," LSE Research Online Documents on Economics 115383, London School of Economics and Political Science, LSE Library.
    17. Stéphanie Cassilde, 2011. "La mobilité chromatique," Post-Print halshs-01574042, HAL.
    18. Easterly, William, 1991. "Economic stagnation, fixed factors, and policy thresholds," Policy Research Working Paper Series 795, The World Bank.
    19. Frederick H. Wallace & Gary L. Shelley, 2005. "An Alternative Test of Purchasing Power Parity," International Finance 0502009, University Library of Munich, Germany.
    20. Atkins, Frank J. & Coe, Patrick J., 2002. "An ARDL bounds test of the long-run Fisher effect in the United States and Canada," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 255-266, June.
    21. Pritchett, Lant, 2000. "Understanding Patterns of Economic Growth: Searching for Hills among Plateaus, Mountains, and Plains," The World Bank Economic Review, World Bank, vol. 14(2), pages 221-250, May.
    22. Dutta, Jayasri & Zaman, Asad, 1989. "What Do Heteroskedasticity Tests Detect?," MPRA Paper 113344, University Library of Munich, Germany, revised Dec 1992.
    23. Dubois, Pierre, 2002. "Moral hazard, land fertility and sharecropping in a rural area of the Philippines," Journal of Development Economics, Elsevier, vol. 68(1), pages 35-64, June.
    24. Donald W.K. Andrews, 1991. "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University.
    25. Carstensen, Kai & Gundlach, Erich, 2005. "The primacy of institutions reconsidered: The effects of malaria prevalence in the empirics of development," Kiel Working Papers 1210, Kiel Institute for the World Economy (IfW Kiel).
    26. Patrick J. Coe & James M. Nason, 2004. "Long-run monetary neutrality and long-horizon regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 355-373.
    27. Coe, Patrick J. & Nason, James M., 2003. "The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?," Economics Letters, Elsevier, vol. 78(3), pages 351-356, March.
    28. Pritchett, Lant, 1998. "Patterns of economic growth : hills, plateaus, mountains, and plains," Policy Research Working Paper Series 1947, The World Bank.
    29. Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.
    30. Noriega, Antonio E., 2004. "Long-run monetary neutrality and the unit-root hypothesis: further international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 179-197, August.
    31. Shiu‐Sheng Chen & Yu‐Hsi Chou, 2010. "Exchange Rates and Fundamentals: Evidence from Long‐Horizon Regression Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 63-88, February.

  77. Donald W.K. Andrews, 1986. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers," Cowles Foundation Discussion Papers 790, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
    2. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation for Research in Economics, Yale University.
    3. Benedikt M. Pötscher & Ingmar R. Prucha, 1999. "Basic Elements of Asymptotic Theory," Electronic Working Papers 99-001, University of Maryland, Department of Economics.
    4. Darrell Duffie & Kenneth J. Singleton, 1990. "Simulated Moments Estimation of Markov Models of Asset Prices," NBER Technical Working Papers 0087, National Bureau of Economic Research, Inc.
    5. Robert M. de Jong & Tiemen Woutersen, 2007. "Dynamic time series binary choice," Economics Working Paper Archive 538, The Johns Hopkins University,Department of Economics.
    6. Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
    7. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation for Research in Economics, Yale University.
    8. Altissimo, Filippo & Violante, Giovanni, 2000. "The Nonlinear Dynamics of Output and Unemployment in the US," CEPR Discussion Papers 2475, C.E.P.R. Discussion Papers.
    9. Donald W.K. Andrews & Werner Ploberger, 1993. "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative," Cowles Foundation Discussion Papers 1058, Cowles Foundation for Research in Economics, Yale University.
    10. Rosa L. Matzkin, 1989. "A Nonparametric Maximum Rank Correlation Estimator," Cowles Foundation Discussion Papers 918, Cowles Foundation for Research in Economics, Yale University.
    11. Joris Pinkse, 2000. "Feasible Multivariate Nonparametric Estimation Using Weak Separability," Econometric Society World Congress 2000 Contributed Papers 1241, Econometric Society.

  78. Donald W.K. Andrews, 1986. "On the Performance of Least Squares in Linear Regression with Undefined Error Means," Cowles Foundation Discussion Papers 798, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Peter C.B. Phillips & Mico Loretan, 1990. "Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns," Cowles Foundation Discussion Papers 947, Cowles Foundation for Research in Economics, Yale University.
    2. Phillips, Peter C. B. & Loretan, Mico, 1991. "The Durbin-Watson ratio under infinite-variance errors," Journal of Econometrics, Elsevier, vol. 47(1), pages 85-114, January.

  79. Donald W.K. Andrews & Peter C.B. Phillips, 1986. "Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions," Cowles Foundation Discussion Papers 786, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Donald W.K. Andrews & Hong-Yuan Chen, 1992. "Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series," Cowles Foundation Discussion Papers 1026, Cowles Foundation for Research in Economics, Yale University.
    2. Donald W.K. Andrews, 1991. "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University.
    3. Murray, Christian J. & Papell, David H., 2002. "The purchasing power parity persistence paradigm," Journal of International Economics, Elsevier, vol. 56(1), pages 1-19, January.

  80. Donald W.K. Andrews, 1985. "Asymptotic Results for Generalized Wald Tests," Cowles Foundation Discussion Papers 761R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1986.

    Cited by:

    1. Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Papers wuwp173, Vienna University of Economics and Business, Department of Economics.
    2. George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
    3. Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal), 2004. "A simple estimation method and finite-sample inference for a stochastic volatility model," Econometric Society 2004 North American Summer Meetings 153, Econometric Society.
    4. Myoung‐jae Lee, 2008. "Method‐of‐moment view of linear simultaneous equation systems," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 62(2), pages 230-238, May.
    5. Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
    6. Karabiyik, Hande & Reese, Simon & Westerlund, Joakim, 2017. "On the role of the rank condition in CCE estimation of factor-augmented panel regressions," Journal of Econometrics, Elsevier, vol. 197(1), pages 60-64.
    7. Donald W.K. Andrews, 1986. "Power in Econometric Applications," Cowles Foundation Discussion Papers 800, Cowles Foundation for Research in Economics, Yale University.
    8. Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian, 2014. "Impulse response matching estimators for DSGE models," Vanderbilt University Department of Economics Working Papers 14-00014, Vanderbilt University Department of Economics.
    9. Peter C. B. Phillips, 2022. "Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency," Cowles Foundation Discussion Papers 2332, Cowles Foundation for Research in Economics, Yale University.
    10. Geert Dhaene & Olivier Scaillet, 2000. "Reversed Score and Likelihood Ratio Tests," Working Papers 2000-60, Center for Research in Economics and Statistics.
    11. Mayer, Walter J. & Liu, Feng & Dang, Xin, 2017. "Improving the power of the Diebold–Mariano–West test for least squares predictions," International Journal of Forecasting, Elsevier, vol. 33(3), pages 618-626.
    12. Lanne, Markku & Saikkonen, Pentti, 2005. "A Multivariate Generalized Orthogonal Factor GARCH Model," MPRA Paper 23714, University Library of Munich, Germany.
    13. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," Econometrics 0307007, University Library of Munich, Germany.
    14. Sentana, Enrique & Fiorentini, Gabriele, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
    15. d’Artis Kancs & Julda Kielyte, 2002. "Migration in the Enlarged European Union: Empirical Evidence for Labour Mobility in the Baltic States," EERI Research Paper Series EERI_RP_2002_04, Economics and Econometrics Research Institute (EERI), Brussels.
    16. Albert Satorra & Heinz Neudecker, 2015. "A Theorem on the Rank of a Product of Matrices with Illustration of Its Use in Goodness of Fit Testing," Psychometrika, Springer;The Psychometric Society, vol. 80(4), pages 938-948, December.
    17. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    18. Joakim Westerlund, 2020. "A cross‐section average‐based principal components approach for fixed‐T panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 776-785, September.
    19. Komunjer, Ivana & Zhu, Yinchu, 2020. "Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 218(2), pages 561-586.
    20. Antoine, Bertille & Renault, Eric, 2024. "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, vol. 30(C), pages 36-59.
    21. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
    22. Al-Sadoon, Majid M., 2017. "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, vol. 199(1), pages 49-62.
    23. Breunig, Christoph & Hoderlein, Stefan, 2018. "Specification Testing in Random Coefficient Models," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.
    24. Kim, Jinyong & Kim, Kun Ho & Lee, Jeong Hwan, 2021. "Cross-sectional tests of asset pricing models with full-rank mimicking portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    25. Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2017. "Statistical Inference for Independent Component Analysis: Application to Structural VAR Models," Working Papers 2017-09, Center for Research in Economics and Statistics.
    26. François-Éric Racicota & David Tessierc, 2023. "On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note," Working Papers 2023-001, Department of Research, Ipag Business School.
    27. Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    28. Christoph Breunig & Stefan Hoderlein, 2016. "Nonparametric Specification Testing in Random Parameter Models," Boston College Working Papers in Economics 897, Boston College Department of Economics.
    29. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018. "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin 1762, DIW Berlin, German Institute for Economic Research.
    30. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation for Research in Economics, Yale University.
    31. Lee, Myoung-jae & Kim, Young-sook, 2007. "Multinomial choice and nonparametric average derivatives," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 63-81, January.
    32. Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
    33. Joan Alegre & Juan Carlos Escanciano, 2023. "Robust Minimum Distance Inference in Structural Models," Papers 2310.05761, arXiv.org.
    34. Lutkepohl, Helmut & Burda, Maike M., 1997. "Modified Wald tests under nonregular conditions," Journal of Econometrics, Elsevier, vol. 78(2), pages 315-332, June.
    35. Hiroyuki Kasahara & Katsumi Shimotsu, 2014. "Non-parametric identification and estimation of the number of components in multivariate mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 97-111, January.
    36. Enrique Sentana & Francisco Penaranda, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers dp497, Financial Markets Group.
    37. Artūras Juodis & Vasilis Sarafidis, 2022. "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 1-15, January.
    38. Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021. "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series 91, Bank of Lithuania.
    39. Satorra, Albert & Neudecker, Heinz, 1997. "Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors, ," Journal of Multivariate Analysis, Elsevier, vol. 63(2), pages 259-276, November.
    40. Shin‐Kun Peng & Takatoshi Tabuchi, 2007. "Spatial Competition in Variety and Number of Stores," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 16(1), pages 227-250, March.
    41. Delgado, M. A. & Vainora, J., 2024. "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Cambridge Working Papers in Economics 2440, Faculty of Economics, University of Cambridge.
    42. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
    43. Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
    44. Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.
    45. Smaga, Łukasz, 2015. "Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 215-220.
    46. Guay, Alain & Pelgrin, Florian, 2023. "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, vol. 236(1).
    47. Duplinskiy, A., 2014. "Is regularization necessary? A Wald-type test under non-regular conditions," Research Memorandum 025, Maastricht University, Graduate School of Business and Economics (GSBE).
    48. Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, University Library of Munich, Germany.
    49. Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023. "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, vol. 235(2), pages 779-815.
    50. Mora, Juan & Moro-Egido, Ana I., 2008. "On specification testing of ordered discrete choice models," Journal of Econometrics, Elsevier, vol. 143(1), pages 191-205, March.
    51. Dufour, Jean-Marie & Valéry, Pascale, 2009. "Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models," Journal of Econometrics, Elsevier, vol. 150(2), pages 193-206, June.
    52. Ramdan Dridi, 2000. "Simulated Asymptotic Least Squares Theory," STICERD - Econometrics Paper Series 396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    53. Dariush Najarzadeh & Mojtaba Khazaei & Mojtaba Ganjali, 2015. "Testing for equality of ordered eigenvectors of two multivariate normal populations," METRON, Springer;Sapienza Università di Roma, vol. 73(1), pages 57-72, April.
    54. Xu, Ke-Li, 2018. "A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes," Journal of Econometrics, Elsevier, vol. 206(1), pages 258-278.
    55. Majid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
    56. Gonzalo Camba-Mendez & George Kapetanios, 2005. "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers 541, Queen Mary University of London, School of Economics and Finance.
    57. Shaobo Jin & Fan Yang-Wallentin & Kenneth A. Bollen, 2021. "A unified model-implied instrumental variable approach for structural equation modeling with mixed variables," Psychometrika, Springer;The Psychometric Society, vol. 86(2), pages 564-594, June.
    58. Joseba Luzarraga-Goitia & Marta Regúlez-Castillo & Arturo Rodríguez-Castellanos, 2021. "The dynamics between the stock market and exchange rates: Spain 1999–2015," The European Journal of Finance, Taylor & Francis Journals, vol. 27(7), pages 655-678, May.
    59. Duchesne, Pierre & Francq, Christian, 2010. "On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses," MPRA Paper 19740, University Library of Munich, Germany.
    60. Feng, Long & Zhao, Ping & Ding, Yanling & Liu, Binghui, 2021. "Rank-based tests of cross-sectional dependence in panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
    61. Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
    62. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
    63. Dridi, Ramdan, 2000. "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics 6861, London School of Economics and Political Science, LSE Library.
    64. A. Hadi & M. Wells, 1990. "A note on generalized wald’s method," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 37(1), pages 309-315, December.

  81. Donald W.K. Andrews, 1985. "Random Cell Chi-Square Diagnostic Tests for Econometric Models: I. Introduction and Applications," Cowles Foundation Discussion Papers 762, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Donald W.K. Andrews, 1985. "Asymptotic Results for Generalized Wald Tests," Cowles Foundation Discussion Papers 761R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1986.

  82. Donald W.K. Andrews, 1985. "Random Cell Chi-Square Diagnostic Tests for Econometric Models: II. Theory," Cowles Foundation Discussion Papers 763R, Cowles Foundation for Research in Economics, Yale University, revised Jun 1986.

    Cited by:

    1. Donald W.K. Andrews, 1985. "Asymptotic Results for Generalized Wald Tests," Cowles Foundation Discussion Papers 761R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1986.

  83. Donald W.K. Andrews, 1984. "A Zero-One Result for the Least Squares Estimator," Cowles Foundation Discussion Papers 698, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Abhimanyu Gupta & Xi Qu & Sorawoot Srisuma & Jiajun Zhang, 2025. "Inference on varying coefficients in spatial autoregressions," Papers 2502.03084, arXiv.org.
    2. Marco Merkli & Mark Penney, 2015. "Quantum Measurements of Scattered Particles," Mathematics, MDPI, vol. 3(1), pages 1-27, March.
    3. Gupta, A, 2015. "Nonparametric specification testing via the trinity of tests," Economics Discussion Papers 23824, University of Essex, Department of Economics.
    4. Donald W.K. Andrews, 1986. "On the Performance of Least Squares in Linear Regression with Undefined Error Means," Cowles Foundation Discussion Papers 798, Cowles Foundation for Research in Economics, Yale University.

  84. Donald W.K. Andrews, 1984. "A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model," Cowles Foundation Discussion Papers 734R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1985.

    Cited by:

    1. Franco Peracchi, 1988. "Robust Estimators of Regression," UCLA Economics Working Papers 476, UCLA Department of Economics.
    2. Blackburn, McKinley L., 1997. "Misspecified skedastic functions in grouped-data models," Economics Letters, Elsevier, vol. 55(1), pages 1-8, August.

  85. Donald W.K. Andrews, 1983. "First Order Autoregressive Processes and Strong Mixing," Cowles Foundation Discussion Papers 664, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2019. "A General Framework for Prediction in Time Series Models," Papers 1902.01622, arXiv.org.
    2. Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020. "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers 2020rwp-164, Yonsei University, Yonsei Economics Research Institute.
    3. ŁUkasz Lenart & Jacek Leśkow & Rafał Synowiecki, 2008. "Subsampling in testing autocovariance for periodically correlated time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 995-1018, November.
    4. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
    5. Luz M. Gómez & Rogério F. Porto & Pedro A. Morettin, 2021. "Nonparametric regression with warped wavelets and strong mixing processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1203-1228, December.
    6. Dong Jin Lee & Tae-Hwan Kim & Paul Mizen, 2020. "Impulse response analysis in conditional quantile models with an application to monetary policy," Discussion Papers 2020/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).

  86. Donald W.K. Andrews, 1982. "Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model," Cowles Foundation Discussion Papers 659, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Kirill Evdokimov & Yuichi Kitamura & Taisuke Otsu, 2014. "Robust estimation of moment condition models with weakly dependent data," STICERD - Econometrics Paper Series 579, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

Articles

  1. Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020. "Generic results for establishing the asymptotic size of confidence sets and tests," Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
    See citations under working paper version above.
  2. Donald W. K. Andrews & Patrik Guggenberger, 2019. "Identification‐ and singularity‐robust inference for moment condition models," Quantitative Economics, Econometric Society, vol. 10(4), pages 1703-1746, November.

    Cited by:

    1. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    2. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
    3. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    4. Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
    5. Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis, 2021. "A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity," Papers 2103.11371, arXiv.org, revised Oct 2022.
    6. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
    7. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    8. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
    9. Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
    10. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
    11. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
    12. Woosik Gong & Myung Hwan Seo, 2022. "Bootstraps for Dynamic Panel Threshold Models," Papers 2211.04027, arXiv.org, revised Sep 2024.
    13. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
    14. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.

  3. Donald W. K. Andrews & Vadim Marmer & Zhengfei Yu, 2019. "On optimal inference in the linear IV model," Quantitative Economics, Econometric Society, vol. 10(2), pages 457-485, May.
    See citations under working paper version above.
  4. Andrews, Donald W.K., 2017. "Examples of L2-complete and boundedly-complete distributions," Journal of Econometrics, Elsevier, vol. 199(2), pages 213-220.
    See citations under working paper version above.
  5. Andrews, Donald W.K. & Guggenberger, Patrik, 2017. "Asymptotic Size Of Kleibergen’S Lm And Conditional Lr Tests For Moment Condition Models," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1046-1080, October.
    See citations under working paper version above.
  6. Donald W. K. Andrews & Wooyoung Kim & Xiaoxia Shi, 2017. "Commands for testing conditional moment inequalities and equalities," Stata Journal, StataCorp LLC, vol. 17(1), pages 56-72, March.

    Cited by:

    1. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    2. Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
    3. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Martin E Andresen & Martin Huber, 2021. "Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 536-558.

  7. Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
    See citations under working paper version above.
  8. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
    See citations under working paper version above.
  9. Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
    See citations under working paper version above.
  10. Donald W. K. Andrews & Patrik Guggenberger, 2014. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.
    See citations under working paper version above.
  11. Andrews, Donald W.K. & Cheng, Xu, 2013. "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.
    See citations under working paper version above.
  12. Donald W. K. Andrews & Xiaoxia Shi, 2013. "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, vol. 81(2), pages 609-666, March.
    See citations under working paper version above.
  13. Donald W. K. Andrews & Panle Jia Barwick, 2012. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Econometrica, Econometric Society, vol. 80(6), pages 2805-2826, November.
    See citations under working paper version above.
  14. Donald W. K. Andrews & Xu Cheng, 2012. "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, September.
    See citations under working paper version above.
  15. Andrews, Donald W.K. & Guggenberger, Patrik, 2012. "Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 169(2), pages 196-210.
    See citations under working paper version above.
  16. Andrews, Donald W.K. & Guggenberger, Patrik, 2010. "Applications of subsampling, hybrid, and size-correction methods," Journal of Econometrics, Elsevier, vol. 158(2), pages 285-305, October.
    See citations under working paper version above.
  17. Donald W. K. Andrews & Gustavo Soares, 2010. "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Econometrica, Econometric Society, vol. 78(1), pages 119-157, January.
    See citations under working paper version above.
  18. Andrews, Donald W.K. & Guggenberger, Patrik, 2010. "ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP," Econometric Theory, Cambridge University Press, vol. 26(2), pages 426-468, April.

    Cited by:

    1. Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, vol. 40(2), pages 359-372, April.
    2. Stephen P. Ryan & Catherine Tucker, 2011. "Heterogeneity and the Dynamics of Technology Adoption," NBER Working Papers 17253, National Bureau of Economic Research, Inc.
    3. Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
    4. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    5. Andrews, Donald W.K. & Guggenberger, Patrik, 2012. "Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 169(2), pages 196-210.
    6. Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
    7. Centorrino, Samuele & Pérez-Urdiales, María, 2023. "Maximum likelihood estimation of stochastic frontier models with endogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 82-105.
    8. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    9. Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
    10. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    11. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    12. Chen, Ruxin & Tabri, Rami V., 2019. "Jackknife Empirical Likelihood for Inequality Constraints on Regular Functionals," Working Papers 2019-07, University of Sydney, School of Economics, revised Sep 2019.
    13. Hassler, Uwe, 2010. "Testing regression coefficients after model selection through sign restrictions," Economics Letters, Elsevier, vol. 107(2), pages 220-223, May.
    14. Francesco Audrino & Lorenzo Camponovo, 2013. "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Papers 1312.1473, arXiv.org.
    15. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    16. Clément de Chaisemartin, 2012. "Fuzzy differences in differences," PSE Working Papers halshs-00671368, HAL.
    17. Wang, Wenjie, 2020. "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper 99109, University Library of Munich, Germany.
    18. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2014. "A Practical Two‐Step Method for Testing Moment Inequalities," Econometrica, Econometric Society, vol. 82, pages 1979-2002, September.
    19. Federico A. Bugni & Joel L. Horowitz, 2018. "Permutation tests for equality of distributions of functional data," CeMMAP working papers CWP18/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
    21. Tiemen M. Woutersen & John Ham, 2013. "Calculating confidence intervals for continuous and discontinuous functions of parameters," CeMMAP working papers 23/13, Institute for Fiscal Studies.
    22. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
    23. Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
    24. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
    25. Joseph Fry, 2023. "A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls," Papers 2312.01209, arXiv.org, revised Mar 2024.
    26. Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
    27. Elliott, Graham & Müller, Ulrich K, 2014. "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series qt4j733246, Department of Economics, UC San Diego.
    28. Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
    29. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    30. Fry, Joseph, 2024. "A method of moments approach to asymptotically unbiased Synthetic Controls," Journal of Econometrics, Elsevier, vol. 244(1).
    31. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    32. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "The Validity of Instruments Revisited," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    33. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
    34. Aditi Dimri & Véronique Gille & Philipp Ketz, 2024. "Measuring sex-selective abortion: How many women abort?," PSE-Ecole d'économie de Paris (Postprint) hal-04671748, HAL.
    35. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
    36. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    37. beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
    38. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    39. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.
    40. Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
    41. Philipp Ketz, 2019. "On asymptotic size distortions in the random coefficients logit model," Post-Print halshs-02302067, HAL.
    42. Konrad Menzel, 2021. "Bootstrap With Cluster‐Dependence in Two or More Dimensions," Econometrica, Econometric Society, vol. 89(5), pages 2143-2188, September.
    43. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators," Journal of Econometrics, Elsevier, vol. 152(1), pages 19-27, September.
    44. Chen, Heng & Fan, Yanqin & Liu, Ruixuan, 2016. "Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model," Journal of Econometrics, Elsevier, vol. 195(2), pages 255-270.
    45. Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
    46. Qihui Chen & Zheng Fang, 2019. "Inference on Functionals under First Order Degeneracy," Papers 1901.04861, arXiv.org.
    47. Dimri, Aditi & Gille, Véronique & Ketz, Philipp, 2024. "Measuring sex-selective abortion: How many women abort?," Journal of Development Economics, Elsevier, vol. 171(C).
    48. Lynda Khalaf & Beatriz Peraza López, 2020. "Simultaneous Indirect Inference, Impulse Responses and ARMA Models," Econometrics, MDPI, vol. 8(2), pages 1-26, April.
    49. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
    50. Deborah Kim, 2020. "On the Size Control of the Hybrid Test for Predictive Ability," Papers 2008.02318, arXiv.org, revised Sep 2021.
    51. Aditi Dimri & Véronique Gille & Philipp Ketz, 2024. "Measuring sex-selective abortion: How many women abort?," Post-Print hal-04671748, HAL.
    52. Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print halshs-01884381, HAL.
    53. Chunlin Wang & Paul Marriott & Pengfei Li, 2022. "A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 809-831, October.
    54. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    55. Xu Cheng & Eric Renault & Paul Sangrey, 2024. "Identifying the Volatility Risk Price Through the Leverage Effect," PIER Working Paper Archive 24-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    56. Philipp Ketz, 2022. "Allowing for weak identification when testing GARCH-X type models," Papers 2210.11398, arXiv.org.
    57. Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
    58. Zeng-Hua Lu & Alec Zuo, 2017. "Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1339769-133, January.
    59. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
    60. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    61. Kenta Takatsu & Arun Kumar Kuchibhotla, 2025. "Bridging Root-$n$ and Non-standard Asymptotics: Dimension-agnostic Adaptive Inference in M-Estimation," Papers 2501.07772, arXiv.org, revised Feb 2025.
    62. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    63. Chen, Ruxin & Tabri, Rami V., 2021. "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, vol. 221(1), pages 68-77.

  19. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities," Econometric Theory, Cambridge University Press, vol. 25(3), pages 669-709, June.
    See citations under working paper version above.
  20. Donald W. K. Andrews & Patrik Guggenberger, 2009. "Hybrid and Size-Corrected Subsampling Methods," Econometrica, Econometric Society, vol. 77(3), pages 721-762, May.

    Cited by:

    1. Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, vol. 40(2), pages 359-372, April.
    2. Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023. "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
    3. Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
    4. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    5. Andrews, Donald W.K. & Guggenberger, Patrik, 2012. "Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 169(2), pages 196-210.
    6. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
    7. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    8. Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2020. "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," CESifo Working Paper Series 8137, CESifo.
    9. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    10. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    11. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
    12. Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
    13. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
    14. Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
    15. Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
    16. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
    17. Pötscher, Benedikt M. & Preinerstorfer, David, 2016. "Controlling the Size of Autocorrelation Robust Tests," MPRA Paper 75657, University Library of Munich, Germany.
    18. Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
    19. Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 58326, University Library of Munich, Germany, revised 2014.
    20. Guggenberger, Patrik, 2010. "The impact of a Hausman pretest on the size of a hypothesis test: The panel data case," Journal of Econometrics, Elsevier, vol. 156(2), pages 337-343, June.
    21. Donald W. K. Andrews & Patrik Guggenberger, 2014. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.
    22. Wang, Yafeng & Graham, Brett, 2009. "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper 21331, University Library of Munich, Germany.
    23. Leeb, Hannes & Pötscher, Benedikt M., 2012. "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper 41459, University Library of Munich, Germany.
    24. Elliott, Graham & Müller, Ulrich K, 2014. "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series qt4j733246, Department of Economics, UC San Diego.
    25. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    26. Thomas Demuynck, 2018. "Testing the homogeneous marginal utility of income assumption," ULB Institutional Repository 2013/251991, ULB -- Universite Libre de Bruxelles.
    27. Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
    28. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
    29. Westerlund, Joakim, 2014. "On the choice of test for a unit root when the errors are conditionally heteroskedastic," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 40-53.
    30. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    31. Liu, Guannan & Yao, Shuang, 2020. "A robust test for predictability with unknown persistence," Economics Letters, Elsevier, vol. 189(C).
    32. Cherchye, Laurens & Demuynck, Thomas & Rock, Bram De, 2019. "Bounding counterfactual demand with unobserved heterogeneity and endogenous expenditures," Journal of Econometrics, Elsevier, vol. 211(2), pages 483-506.
    33. Angrist, Joshua & Rokkanen, Miikka, 2013. "Wanna Get Away? RD Identification Away from the Cutoff," IZA Discussion Papers 7429, Institute of Labor Economics (IZA).
    34. Mikihito Nishi, 2023. "Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions," Papers 2309.04926, arXiv.org, revised May 2024.
    35. Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
    36. Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013. "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive 15-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Mar 2015.
    37. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators," Journal of Econometrics, Elsevier, vol. 152(1), pages 19-27, September.
    38. Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2012. "Nonparametric estimation and inference about the overlap of two distributions," Journal of Econometrics, Elsevier, vol. 171(1), pages 1-23.
    39. Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022. "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, vol. 227(1), pages 241-263.
    40. Berenguer Rico, Vanessa, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de Economía.
    41. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    42. Hannes Leeb & Paul Kabaila, 2017. "Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 801-813, June.
    43. Joakim Westerlund & Paresh Narayan, 2013. "Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 1024-1045, November.
    44. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    45. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    46. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.

  21. Andrews, Donald W.K. & Guggenberger, Patrik, 2009. "Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators," Journal of Econometrics, Elsevier, vol. 152(1), pages 19-27, September.

    Cited by:

    1. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
    2. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
    3. Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
    4. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
    5. Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
    6. Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
    7. Guggenberger, Patrik, 2010. "The impact of a Hausman pretest on the size of a hypothesis test: The panel data case," Journal of Econometrics, Elsevier, vol. 156(2), pages 337-343, June.
    8. Sukjin Han & Adam McCloskey, 2024. "Inference for Interval-Identified Parameters Selected from an Estimated Set," Papers 2403.00422, arXiv.org.
    9. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    10. Canepa Alessandra, 2022. "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, vol. 14(1), pages 51-85, January.
    11. Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
    12. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
    13. Adrian O’Hagan & Thomas Brendan Murphy & Luca Scrucca & Isobel Claire Gormley, 2019. "Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap," Computational Statistics, Springer, vol. 34(4), pages 1779-1813, December.
    14. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.

  22. Donald W. K. Andrews & Sukjin Han, 2009. "Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 172-199, January.

    Cited by:

    1. Xavier d'Haultfoeuille & Roland Rathelot, 2011. "Measuring Segregation on Small Units : A Partial Identification Analysis," Working Papers 2011-18, Center for Research in Economics and Statistics.
    2. Stefan Boes, 2009. "Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints," SOI - Working Papers 0920, Socioeconomic Institute - University of Zurich.
    3. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R2, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
    5. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
    6. Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.
    7. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    8. Ting Ye & Luke Keele & Raiden Hasegawa & Dylan S. Small, 2020. "A Negative Correlation Strategy for Bracketing in Difference-in-Differences," Papers 2006.02423, arXiv.org, revised Jun 2022.
    9. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  23. Andrews, Donald W.K. & Marmer, Vadim, 2008. "Exactly distribution-free inference in instrumental variables regression with possibly weak instruments," Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
    See citations under working paper version above.
  24. Donald W. K. Andrews & Patrik Guggenberger, 2008. "Asymptotics for stationary very nearly unit root processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 203-212, January.
    See citations under working paper version above.
  25. Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2008. "Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 146(2), pages 241-254, October.

    Cited by:

    1. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
    2. Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
    3. Luis Aranda & Martin Daniel Siyaranamual, 2014. "Are Smarter People Better Samaritans? Effect of Cognitive Abilities on Pro-Social Behaviors," Working Papers in Economics and Development Studies (WoPEDS) 201405, Department of Economics, Padjadjaran University, revised May 2014.
    4. Müller, Ulrich K. & Watson, Mark W., 2013. "Low-frequency robust cointegration testing," Journal of Econometrics, Elsevier, vol. 174(2), pages 66-81.
    5. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    6. Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.
    7. Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
    8. Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.
    9. Sriananthakumar, Sivagowry, 2015. "Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests," Economic Modelling, Elsevier, vol. 49(C), pages 387-394.
    10. Drakos, A.A. & Bekiris, F.V., 2010. "Corporate performance, managerial ownership and endogeneity: A simultaneous equations analysis for the Athens stock exchange," Research in International Business and Finance, Elsevier, vol. 24(1), pages 24-38, January.
    11. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
    12. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84(4), pages 1571-1612, July.

  26. Andrews, Donald W.K. & Soares, Gustavo, 2007. "Rank Tests For Instrumental Variables Regression With Weak Instruments," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1033-1082, December.
    See citations under working paper version above.
  27. Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2007. "Performance of conditional Wald tests in IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 116-132, July.

    Cited by:

    1. Konstantinos Angelopoulos & George Economides, "undated". "Fiscal Policy, Rent Seeking and Growth under Electoral Uncertainty Theory and Evidence from the OECD," Working Papers 2007_28, Business School - Economics, University of Glasgow, revised Apr 2008.
    2. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
    3. Hanushek, Eric A. & Wößmann, Ludger, 2012. "Do better schools lead to more growth? Cognitive skills, economic outcomes, and causation," Munich Reprints in Economics 20400, University of Munich, Department of Economics.
    4. Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
    5. Brunnschweiler, Christa N. & Poelhekke, Steven, 2021. "Pushing one’s luck: Petroleum ownership and discoveries," Journal of Environmental Economics and Management, Elsevier, vol. 109(C).
    6. Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
    7. Ei Ei Thein & Atsushi Niigata & Kazuo Inaba, 2024. "Concentrated bank market and SMEs’ collateral issues: a study of the firms of developing Asian countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-19, December.
    8. Hanushek, Eric A. & Wößmann, Ludger, 2012. "Schooling, educational achievement, and the Latin American growth puzzle," Munich Reprints in Economics 20399, University of Munich, Department of Economics.
    9. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    10. Kilponen Juha, 2012. "Consumption, Leisure and Borrowing Constraints," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-25, May.
    11. Kenneth Harttgen & Matthias Opfinger, 2014. "National Identity and Religious Diversity," Kyklos, Wiley Blackwell, vol. 67(3), pages 346-367, August.
    12. Mikusheva, Anna, 2010. "Robust confidence sets in the presence of weak instruments," Journal of Econometrics, Elsevier, vol. 157(2), pages 236-247, August.
    13. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
    14. Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2008. "Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 146(2), pages 241-254, October.
    15. Keith Finlay & Leandro M. Magnusson, 2009. "Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models," Working Papers 0901, Tulane University, Department of Economics.
    16. Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
    17. Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
    18. Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
    19. Andreea Balan-Cohen, 2008. "Healthy, Wealthy, and Wise? The Impact of the Old Age Assistance Program on Elderly Mortality in the United States," Discussion Papers Series, Department of Economics, Tufts University 0719, Department of Economics, Tufts University.
    20. Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
    21. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    22. Michael Keane & Timothy Neal, 2021. "A New Perspective on Weak Instruments," Discussion Papers 2021-05a, School of Economics, The University of New South Wales.
    23. James Andreoni & Abigail Payne, 2007. "Crowding out Both Sides of the Philanthropy Market: Evidence from a Panel of Charities," Levine's Bibliography 122247000000001769, UCLA Department of Economics.
    24. Anna Mikusheva & Brian P. Poi, 2006. "Tests and confidence sets with correct size when instruments are potentially weak," Stata Journal, StataCorp LLC, vol. 6(3), pages 335-347, September.
    25. Riccardo Ciacci & Jorge García-Hombrados & Ayesha Zainudeen, 2020. "Mobile phone network and migration: evidence from Myanmar," MPIDR Working Papers WP-2020-016, Max Planck Institute for Demographic Research, Rostock, Germany.
    26. Adam Lee, 2024. "Locally Regular and Efficient Tests in Non-Regular Semiparametric Models," Papers 2403.05999, arXiv.org, revised Dec 2024.
    27. Noel Johnson & Courtney LaFountain & Steven Yamarik, 2011. "Corruption is bad for growth (even in the United States)," Public Choice, Springer, vol. 147(3), pages 377-393, June.
    28. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    29. Duo Qin & Yanqun Zhang, 2013. "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers 183, Department of Economics, SOAS University of London, UK.
    30. Michael Keane & Timothy Neal, 2021. "A Practical Guide to Weak Instruments," Discussion Papers 2021-05b, School of Economics, The University of New South Wales.
    31. Forchini, Giovanni, 2009. "The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification," Economics Letters, Elsevier, vol. 105(1), pages 49-52, October.
    32. Long Qian & Lixian Liu & Hongbo Liu & Xinjie Shi, 2024. "How does Migration Impact Individuals’ Public Safety Perceptions? Evidence from China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 174(2), pages 503-524, September.
    33. Keane, Michael & Neal, Timothy, 2023. "Instrument strength in IV estimation and inference: A guide to theory and practice," Journal of Econometrics, Elsevier, vol. 235(2), pages 1625-1653.
    34. Ashish Patel & Dipender Gill & Paul Newcombe & Stephen Burgess, 2023. "Conditional inference in cis‐Mendelian randomization using weak genetic factors," Biometrics, The International Biometric Society, vol. 79(4), pages 3458-3471, December.
    35. Quinn A. W. Keefer, 2019. "Do sunk costs affect expert decision making? Evidence from the within-game usage of NFL running backs," Empirical Economics, Springer, vol. 56(5), pages 1769-1796, May.
    36. Faria, Hugo J. & Montesinos-Yufa, Hugo M. & Morales, Daniel R. & Navarro, Carlos E., 2016. "Unbundling the roles of human capital and institutions in economic development," European Journal of Political Economy, Elsevier, vol. 45(S), pages 108-128.
    37. Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW Kiel).

  28. Andrews, Donald W.K. & Stock, James H., 2007. "Testing with many weak instruments," Journal of Econometrics, Elsevier, vol. 138(1), pages 24-46, May.

    Cited by:

    1. Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012. "Instrumental variable estimation with heteroskedasticity and many instruments," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, July.
    2. Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
    3. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
    4. Bekker, Paul A. & Crudu, Federico, 2012. "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper 37853, University Library of Munich, Germany.
    5. Andrew Shephard & Xu Cheng & Alejándro Sanchez-Becerra, 2023. "How to weight in moments matchings: A new approach and applications to earnings dynamics," CeMMAP working papers 13/23, Institute for Fiscal Studies.
    6. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
    7. Anatolyev, Stanislav & Gospodinov, Nikolay, 2011. "Specification Testing In Models With Many Instruments," Econometric Theory, Cambridge University Press, vol. 27(2), pages 427-441, April.
    8. Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
    9. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2022. "Optimal minimax rates against nonsmooth alternatives [Optimal testing for additivity in multiple nonparametric regression]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 322-339.
    10. Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
    11. Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
    12. Guido Ascari & Qazi Haque & Leandro M. Magnusson & Sophocles Mavroeidis, 2021. "Empirical evidence on the Euler equation for investment in the US," CAMA Working Papers 2021-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    13. Bekker, Paul A. & Crudu, Federico, 2015. "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 332-342.
    14. Keith Finlay & Leandro M. Magnusson, 2019. "Two applications of wild bootstrap methods to improve inference in cluster‐IV models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 911-933, September.
    15. Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
    16. Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
    17. Travaglini, Guido, 2008. "Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes," MPRA Paper 7108, University Library of Munich, Germany.
    18. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
    19. Yoonseok Lee & Ryo Okui, 2009. "A Specification Test for Instrumental Variables Regression with Many Instruments," Cowles Foundation Discussion Papers 1741, Cowles Foundation for Research in Economics, Yale University.
    20. Guy Tchuente, 2021. "A Note on the Topology of the First Stage of 2SLS with Many Instruments," Papers 2106.15003, arXiv.org.
    21. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    22. Marine Carrasco & Guy Tchuente, 2016. "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics 1608, School of Economics, University of Kent.
    23. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018. "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers 986, Kyoto University, Institute of Economic Research.
    24. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
    25. Malcomson, James & Mavroeidis, Sophocles, 2015. "Bargaining and Wage Rigidity in a Matching Model for the US," IZA Discussion Papers 8806, Institute of Labor Economics (IZA).
    26. Lee, Yoonseok & Okui, Ryo, 2012. "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, vol. 167(1), pages 133-139.
    27. Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    28. Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
    29. Harold D Chiang & Yuya Sasaki, 2023. "On Using The Two-Way Cluster-Robust Standard Errors," Papers 2301.13775, arXiv.org.
    30. Calhoun, Gray, 2010. "Hypothesis Testing in Linear Regression when K/N is Large," Staff General Research Papers Archive 32216, Iowa State University, Department of Economics.
    31. Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
    32. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    33. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
    34. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    35. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
    36. Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
    37. Arora, Varun & Chakravarty, Sujoy & Kapoor, Hansika & Mukherjee, Shagata & Roy, Shubhabrata & Tagat, Anirudh, 2023. "No going back: COVID-19 disease threat perception and male migrants' willingness to return to work in India," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 533-546.
    38. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    39. Vipul Bhatt & N. Kundan Kishor & Hardik Marfatia, 2020. "Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 257-284, April.

  29. Andrews, Donald W.K. & Kim, Jae-Young, 2006. "Tests for Cointegration Breakdown Over a Short Time Period," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 379-394, October.

    Cited by:

    1. Jianfei Cao & Connor Dowd, 2019. "Estimation and Inference for Synthetic Control Methods with Spillover Effects," Papers 1902.07343, arXiv.org, revised Nov 2019.
    2. Kaufmann, R. K. & Kauppi, H. & Mann, M. L. & Stock, James H., 2011. "Reconciling anthropogenic climate change with observed temperature 1998–2008," Scholarly Articles 29071926, Harvard University Department of Economics.
    3. Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
    4. Constantine Angyridis & Leo Michelis, 2021. "Structural breaks, debt limits and the tax smoothing hypothesis: theory and evidence from the OECD countries," Empirical Economics, Springer, vol. 60(3), pages 1283-1307, March.
    5. Ben Brewer & Karen Smith Conway & Deniz Ozabaci & Robert S. Woodward, 2022. "US Health Care Expenditures, GDP and Health Policy Reforms: Evidence from End-of-Sample Structural Break Tests," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(4), pages 451-487, October.
    6. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2017. "Tests for an end-of-sample bubble in financial time series," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 651-666, October.
    7. Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020. "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series 27, Institute for Advanced Studies.
    8. John Beghin & Caesar Cororaton & Federica Demaria & Sophie Drogue & Marie-Hélène Felt & Jean-Philippe Gervais & Graciela Ghezan & Thomas Heckelei & Jikun Huang & Daniel Iglesias & Daniel Lema & Natali, 2010. "Guidelines and methodology to analyze the different case studies," Working Papers hal-02818030, HAL.
    9. Pulapre Balakrishnan & Mausumi Das & M. Parameswaran, 2015. "The Mechanism of Long-Term Growth in India," Working Papers id:6414, eSocialSciences.
    10. Ewa Stanisławska, 2019. "Consumers’ Perception of Inflation in Inflationary and Deflationary Environment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 15(1), pages 41-71, April.
    11. Skrobotov, Anton, 2021. "Structural breaks in cointegration models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 117-141.
    12. KUROZUMI, Eiji & 黒住, 英司, 2017. "Confidence Sets for the Date of a Mean Shift at the End of a Sample," Discussion Papers 2017-06, Graduate School of Economics, Hitotsubashi University.
    13. Martin Wagner & Dominik Wied, 2017. "Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 960-980, November.
    14. Kaufmann, Robert K., 2011. "The role of market fundamentals and speculation in recent price changes for crude oil," Energy Policy, Elsevier, vol. 39(1), pages 105-115, January.
    15. Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation (mis)perceptions in the euro area," Empirical Economics, Springer, vol. 39(2), pages 353-369, October.
    16. Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023. "Real‐Time Monitoring of Bubbles and Crashes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 482-513, June.
    17. Tarlok Singh, 2023. "Do terms of trade affect economic growth? Robust evidence from India," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(2), pages 491-521, April.
    18. Luis F. Martins & Paulo M. M. Rodrigues, 2022. "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, vol. 63(2), pages 567-600, August.
    19. Singh, Tarlok, 2023. "The sustainability of current account in the BRICS countries depends on economic policies’ support to structural adaptation," Journal of Policy Modeling, Elsevier, vol. 45(3), pages 570-591.
    20. Singh Tarlok, 2015. "Trade Openness and Economic Growth in Canada: An Evidence from Time-Series Tests," Global Economy Journal, De Gruyter, vol. 15(3), pages 361-407, September.
    21. Fabio Busetti, 2012. "On detecting end-of-sample instabilities," Temi di discussione (Economic working papers) 881, Bank of Italy, Economic Research and International Relations Area.
    22. Sam Astill & David I. Harvey & Stephen J. Leybourne & Robert Sollis & A. M. Robert Taylor, 2018. "Real‐Time Monitoring for Explosive Financial Bubbles," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 863-891, November.
    23. Tarlok Singh, 2015. "Sustainability of current account deficits in India: an intertemporal perspective," Applied Economics, Taylor & Francis Journals, vol. 47(46), pages 4934-4951, October.
    24. Jianfei Cao & Shirley Lu, 2019. "Synthetic Control Inference for Staggered Adoption: Estimating the Dynamic Effects of Board Gender Diversity Policies," Papers 1912.06320, arXiv.org.
    25. Emilio Congregado & Vicente Esteve & Juan A. María A. Prats, 2024. "Optimal public deficit and tax-smoothing in the Spanish economy, 1850-2022," Working Papers 2401, Department of Applied Economics II, Universidad de Valencia.
    26. Skrobotov Anton, 2023. "Testing for explosive bubbles: a review," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-26, January.
    27. Anton Skrobotov, 2022. "Testing for explosive bubbles: a review," Papers 2207.08249, arXiv.org.
    28. Eiji Kurozumi, 2018. "Confidence Sets for the Date of a Structural Change at the End of a Sample," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 850-862, November.
    29. David I. Harvey & Stephen J. Leybourne & Robert Sollis & A.M. Robert Taylor, 2021. "Real‐time detection of regimes of predictability in the US equity premium," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 45-70, January.
    30. Nuno Alves, 2007. "Is the euro area M3 abandoning us?," Working Papers w200720, Banco de Portugal, Economics and Research Department.
    31. KIM, Jae-Young & PARK, Woong Yong, 2018. "Some Empirical Evidence on Models of the Fisher Relation: Post-Data Comparison," Discussion paper series HIAS-E-68, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    32. Balakrishnan, Pulapre & Das, Mausumi & Parameswaran, M., 2017. "The internal dynamic of Indian economic growth," Journal of Asian Economics, Elsevier, vol. 50(C), pages 46-61.

  30. Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006. "Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes," Journal of Econometrics, Elsevier, vol. 133(2), pages 673-702, August.
    See citations under working paper version above.
  31. Donald W. K. Andrews & Marcelo J. Moreira & James H. Stock, 2006. "Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression," Econometrica, Econometric Society, vol. 74(3), pages 715-752, May.

    Cited by:

    1. Sreevidya Ayyar & Yukitoshi Matsushita & Taisuke Otsu, 2022. "Conditional likelihood ratio test with many weak instruments," STICERD - Econometrics Paper Series 624, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Ulrich K. Müller & Andriy Norets, 2016. "Coverage Inducing Priors in Nonstandard Inference Problems," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1233-1241, July.
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    148. Tetsuya Kaji, 2021. "Theory of Weak Identification in Semiparametric Models," Econometrica, Econometric Society, vol. 89(2), pages 733-763, March.
    149. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84(4), pages 1571-1612, July.
    150. Theodore W Anderson, 2010. "Optimal significance tests in simultaneous equation models," CeMMAP working papers CWP18/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    151. Fábio Gomes & Lourenço Paz, 2015. "Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?," Economics Bulletin, AccessEcon, vol. 35(1), pages 168-181.
    152. James L. Powell, 2017. "Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory," Journal of Economic Perspectives, American Economic Association, vol. 31(2), pages 107-124, Spring.
    153. Yukitoshi Matsushita, 2007. "Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-466, CIRJE, Faculty of Economics, University of Tokyo.
    154. Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
    155. Kees Jan van Garderen & Noud van Giersbergen, 2020. "A Nearly Similar Powerful Test for Mediation," Papers 2012.11342, arXiv.org, revised Jan 2022.
    156. Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
    157. Wehby George L. & McCarthy Ann Marie & Castilla Eduardo & Murray Jeffrey C., 2011. "The Impact of Household Investments on Early Child Neurodevelopment and on Racial and Socioeconomic Developmental Gaps: Evidence from South America," Forum for Health Economics & Policy, De Gruyter, vol. 14(1), pages 1-60, December.
    158. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.

  32. Donald W. K. Andrews, 2005. "Cross-Section Regression with Common Shocks," Econometrica, Econometric Society, vol. 73(5), pages 1551-1585, September.
    See citations under working paper version above.
  33. Andrews, Donald W.K. & Lieberman, Offer, 2005. "Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series," Econometric Theory, Cambridge University Press, vol. 21(4), pages 710-734, August.
    See citations under working paper version above.
  34. Donald W. K. Andrews & Yixiao Sun, 2004. "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, vol. 72(2), pages 569-614, March.
    See citations under working paper version above.
  35. Donald W. K. Andrews, 2004. "the Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, Econometric Society, vol. 72(3), pages 673-700, May.
    See citations under working paper version above.
  36. Daniel S. Hamermesh & Peter Schmidt, 2003. "The Determinants of Econometric Society Fellows Elections," Econometrica, Econometric Society, vol. 71(1), pages 399-407, January.

    Cited by:

    1. Weilong Bi & Ho Fai Chan & Benno Torgler, 2019. "Self-esteem, self-symbolizing, and academic recognition: behavioral evidence from curricula vitae," Scientometrics, Springer;Akadémiai Kiadó, vol. 119(1), pages 495-525, April.
    2. Pierre-Philippe Combes & Laurent Linnemer & Michael Visser, 2006. "Publish or peer-rich ? The role of skills and networks in hiring economics professors," Research Unit Working Papers 0604, Laboratoire d'Economie Appliquee, INRA.
    3. Niclas Berggren & Henrik Jordahl & Panu Poutvaara, 2007. "The Looks of a Winner: Beauty, Gender, and Electoral Success," CESifo Working Paper Series 2002, CESifo.
    4. Espinosa, Miguel & Rondon, Carlos & Romero, Mauricio, 2012. "The use of mathematics in economics and its effect on a scholar's academic career," MPRA Paper 41341, University Library of Munich, Germany.
    5. Terence tai-leung Chong & Cally Choi & Benjamin Everard, 2009. "Who will win the Nobel Prize?," Economics Bulletin, AccessEcon, vol. 29(2), pages 1107-1116.
    6. Andrew J. Oswald, 2010. "A suggested method for the measurement of world-leading research (illustrated with data on economics)," Scientometrics, Springer;Akadémiai Kiadó, vol. 84(1), pages 99-113, July.
    7. Arthur Zillante, 2005. "Reputation Effects in Gold Glove Award Voting," Public Economics 0502003, University Library of Munich, Germany.
    8. Axel Dreher & Matthew Gould & Matthew Rablen & James Raymond Vreeland, 2012. "The Determinants of Election to the United Nations Security Council," CESifo Working Paper Series 3902, CESifo.
    9. Sebastian Hager & Carlo Schwarz & Fabian Waldinger, 2024. "Measuring Science: Performance Metrics and the Allocation of Talent," American Economic Review, American Economic Association, vol. 114(12), pages 4052-4090, December.
    10. Hamermesh, Daniel S., 2007. "Replication in Economics," IZA Discussion Papers 2760, Institute of Labor Economics (IZA).
    11. Bagues, Manuel & Perez-Villadoniga, Maria J., 2012. "Do recruiters prefer applicants with similar skills? Evidence from a randomized natural experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 12-20.
    12. Ho Fai Chan & Bruno S. Frey & Jana Gallus & Benno Torgler, 2013. "Does The John Bates Clark Medal Boost Subsequent Productivity And Citation Success?," CREMA Working Paper Series 2013-02, Center for Research in Economics, Management and the Arts (CREMA).
    13. Daniel S. Hamermesh, 2018. "Citations in Economics: Measurement, Uses, and Impacts," Journal of Economic Literature, American Economic Association, vol. 56(1), pages 115-156, March.
    14. Robert Hofmeister & Matthias Krapf, 2011. "How Do Editors Select Papers, and How Good are They at Doing It?," Working Paper Series of the Department of Economics, University of Konstanz 2011-37, Department of Economics, University of Konstanz.
    15. Manuel Ennes Ferreira & Sandro Mendonça & João Pereira, 2018. "Gatekeeping African studies: What does “editormetrics” indicate about journal governance?," Working Papers Department of Economics 2018/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    16. Arthur M. Diamond & Robert J. Toth, 2007. "The determinants of election to the Presidency of the American Economic Association: Evidence from a cohort of distinguished 1950’s economists," Scientometrics, Springer;Akadémiai Kiadó, vol. 73(2), pages 131-137, November.
    17. Tolga Yuret, 2022. "Network analysis of econometric society fellows," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(12), pages 7615-7631, December.
    18. Franklin G. Mixon & Benno Torgler & Kamal P. Upadhyaya, 2017. "Scholarly impact and the timing of major awards in economics," Scientometrics, Springer;Akadémiai Kiadó, vol. 112(3), pages 1837-1852, September.
    19. Oswald, Andrew J., 2008. "Can We Test for Bias in Scientific Peer-Review?," IZA Discussion Papers 3665, Institute of Labor Economics (IZA).
    20. Chan, Ho Fai & Frey, Bruno S. & Gallus, Jana & Torgler, Benno, 2014. "Academic honors and performance," Labour Economics, Elsevier, vol. 31(C), pages 188-204.
    21. Miller, Alan D. & Chambers, Christopher P., "undated". "Scholarly Influence," Working Papers WP2013/1, University of Haifa, Department of Economics.
    22. António Osório, 2020. "Performance Evaluation: Subjectivity, Bias and Judgment Style in Sport," Group Decision and Negotiation, Springer, vol. 29(4), pages 655-678, August.
    23. Sandro Mendonça & João Pereira & Manuel Ennes Ferreira, 2018. "Gatekeeping African studies: what does “editormetrics” indicate about journal governance?," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(3), pages 1513-1534, December.
    24. Stephen Donald & Daniel S. Hamermesh, 2004. "What is Discrimination? Gender in the American Economic Association," NBER Working Papers 10684, National Bureau of Economic Research, Inc.
    25. Coupé, Tom, 2013. "Peer review versus citations – An analysis of best paper prizes," Research Policy, Elsevier, vol. 42(1), pages 295-301.
    26. Oswald, Andrew J., 2009. "World-Leading Research and its Measurement," The Warwick Economics Research Paper Series (TWERPS) 887, University of Warwick, Department of Economics.
    27. Tom Coupe & Olivier Gergaud & Abdul Noury, 2016. "Biases in Voting - The Case of the FIFA Best Player Award," Discussion Papers 57, Kyiv School of Economics.
    28. Tol, Richard S.J., 2023. "Nobel begets Nobel in economics," Journal of Informetrics, Elsevier, vol. 17(4).
    29. Oswald, Andrew J., 2015. "The Objective Measurement of World-Leading Research," IZA Discussion Papers 8829, Institute of Labor Economics (IZA).

  37. D. W. K. Andrews, 2003. "End-of-Sample Instability Tests," Econometrica, Econometric Society, vol. 71(6), pages 1661-1694, November.
    See citations under working paper version above.
  38. Donald W. K. Andrews & Patrik Guggenberger, 2003. "A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter," Econometrica, Econometric Society, vol. 71(2), pages 675-712, March.
    See citations under working paper version above.
  39. Donald W. K. Andrews, 2003. "Tests for Parameter Instability and Structural Change with Unknown Change Point: A Corrigendum," Econometrica, Econometric Society, vol. 71(1), pages 395-397, January.

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    1. Mugrabi, Farah Daniela, 2023. "Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets," LIDAM Discussion Papers LFIN 2023001, Université catholique de Louvain, Louvain Finance (LFIN).
    2. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
    3. Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
    4. Laurence M. Ball & Mr. Daniel Leigh & Mr. Prakash Loungani, 2013. "Okun's Law: Fit at 50?," IMF Working Papers 2013/010, International Monetary Fund.
    5. Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2013. "Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach," Economics Discussion Paper Series 1326, Economics, The University of Manchester.
    6. Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007. "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, vol. 141(2), pages 1219-1244, December.
    7. Kwapil, Claudia & Scharler, Johann, 2013. "Expected monetary policy and the dynamics of bank lending rates," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 542-551.
    8. Matthieu Crozet & Federico Trionfetti, 2008. "Trade costs and the Home Market Effect," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00497693, HAL.
    9. Bill Russell & Dooruj Rambaccussing, 2016. "Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve," Dundee Discussion Papers in Economics 294, Economic Studies, University of Dundee.
    10. Geoffrey Ngene & Charles Lambert & Ali Darrat, 2015. "Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 465-483, May.
    11. Girardi, Daniele, 2012. "Do financial investors affect the price of wheat?," MPRA Paper 40285, University Library of Munich, Germany.
    12. Jacobson, Mireille G. & Chang, Tom Y. & Earle, Craig C. & Newhouse, Joseph P., 2017. "Physician agency and patient survival," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 27-47.
    13. Lin Liu & Kai Shi, 2017. "A Comparative Analysis on the Wealth Effect between in the Stock Market and in the Housing Market in China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 118-127, November.
    14. Smith, Geoffrey Peter, 2024. "Why do firms with no leverage still have leverage and volatility feedback effects?," Journal of Empirical Finance, Elsevier, vol. 78(C).
    15. Mirzaei Abbasabadi, Hamed & Soleimani, Mohammad, 2021. "Examining the effects of digital technology expansion on Unemployment: A cross-sectional investigation," Technology in Society, Elsevier, vol. 64(C).
    16. Candelon, Bertrand & Lieb, Lenard, 2013. "Fiscal policy in good and bad times," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2679-2694.
    17. Zhou, Dong-hai & Liu, Xiao-xing, 2024. "Does systemic risk in the fund markets predict future economic downturns?," International Review of Financial Analysis, Elsevier, vol. 92(C).
    18. Pardo-Jaramillo, Sergio & Muñoz-Villamizar, Andrés & Gomez-Gonzalez, Jose E., 2023. "Unveiling the influence of COVID-19 on the online retail market: A comprehensive exploration," Journal of Retailing and Consumer Services, Elsevier, vol. 75(C).
    19. Makram El-Shagi & Sebastian Giesen, 2013. "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 101-123, January.
    20. Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2020. "Reserves and Risk : Evidence from China," Discussion paper series HIAS-E-98, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    21. James DeNicco & Christopher A. Laincz, 2018. "Jobless Recovery: A Time Series Look at the United States," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(1), pages 3-25, March.
    22. Asci, Serhat & Seale, James L. & Onel, Gulcan & VanSickle, John J., 2016. "U.S. and Mexican Tomatoes: Perceptions and Implications of the Renegotiated Suspension Agreement," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(01), pages 1-23, January.
    23. Yann Algan & Pierre Cahuc & Marc Sangnier, 2016. "Trust and the Welfare State: the Twin Peaks Curve," SciencePo Working papers Main hal-01447855, HAL.
    24. Kuikeu, Oscar, 2011. "Comment la dernière crise financière a relancé le débat relatif à l'arrimage du fcfa à l'euro [How the recent financial crisis have revived the debate on the parity between fcfa and euro]," MPRA Paper 32077, University Library of Munich, Germany.
    25. Chai, Jian & Lu, Quanying & Hu, Yi & Wang, Shouyang & Lai, Kin Keung & Liu, Hongtao, 2018. "Analysis and Bayes statistical probability inference of crude oil price change point," Technological Forecasting and Social Change, Elsevier, vol. 126(C), pages 271-283.
    26. Kushal Banik Chowdhury & Nityananda Sarkar, 2017. "Is the Hybrid New Keynesian Phillips Curve Stable? Evidence from Some Emerging Economies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(3), pages 427-449, September.
    27. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005. "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 139-182.
    28. Eo, Yunjong & Morley, James C., 2008. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper 10372, University Library of Munich, Germany.
    29. Ana Angulo & Peter Burridge & Jesus Mur, 2017. "Testing for a structural break in the weight matrix of the spatial error or spatial lag model," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(2-3), pages 161-181, July.
    30. Kuikeu, Oscar, 2011. "Arguments contre la zone franc [Against the cfa franc zone]," MPRA Paper 33710, University Library of Munich, Germany.
    31. Kraft, Kornelius & Lammers, Alexander, 2021. "Bargaining Power and the Labor Share - a Structural Break Approach," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242342, Verein für Socialpolitik / German Economic Association.
    32. Bill Russell & Dooruj Rambaccussing, 2019. "Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve," Empirical Economics, Springer, vol. 56(5), pages 1455-1475, May.
    33. Cahuc, Pierre & Algan, Yann & Sangnier, Marc, 2011. "Efficient and Inefficient Welfare States," CEPR Discussion Papers 8229, C.E.P.R. Discussion Papers.
    34. James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2016. "The Equilibrium Real Funds Rate: Past, Present, and Future," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 660-707, November.
    35. Julie L. Hotchkiss & Robert E. Moore & Fernando Rios‐Avila, 2015. "Reevaluation of the Employment Impact of the 1996 Summer Olympic Games," Southern Economic Journal, John Wiley & Sons, vol. 81(3), pages 619-632, January.
    36. James M. Nason & Gregor W. Smith, 2008. "The New Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Fall), pages 361-395.
    37. Mimouni, Karim & Charfeddine, Lanouar & Al-Azzam, Moh'd, 2016. "Do oil producing countries offer international diversification benefits? Evidence from GCC countries," Economic Modelling, Elsevier, vol. 57(C), pages 263-280.
    38. Linda S. Goldberg & Michael W. Klein, 2007. "Establishing Credibility: Evolving Perceptions of the European Central Bank," The Institute for International Integration Studies Discussion Paper Series iiisdp194, IIIS.
    39. Pistoresi, Barbara & Rinaldi, Alberto, 2012. "Exports, imports and growth," Explorations in Economic History, Elsevier, vol. 49(2), pages 241-254.
    40. Tarlok Singh, 2017. "Are Current Account Deficits in the OECD Countries Sustainable? Robust Evidence from Time-Series Estimators," The International Trade Journal, Taylor & Francis Journals, vol. 31(1), pages 29-64, January.
    41. Vítor Castro, 2010. "The duration of business cycle expansions and contractions: Are there change-points in duration dependence?," NIPE Working Papers 24/2010, NIPE - Universidade do Minho.
    42. Simone Elmer & Thomas Maag, 2009. "The Persistence of Inflation in Switzerland," KOF Working papers 09-235, KOF Swiss Economic Institute, ETH Zurich.
    43. Carlos Castro & Stijn Ferrari, 2012. "Measuring and testing for the systemically important financial institutions," Working Paper Research 228, National Bank of Belgium.
    44. Kartal, Mustafa Tevfik & Ghosh, Sudeshna & Adebayo, Tomiwa Sunday, 2023. "Renewable energy effect on economy and environment: The case of G7 countries through novel bootstrap rolling window approach," Renewable Energy, Elsevier, vol. 216(C).
    45. Effiong, Ekpeno L., 2016. "Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria," MPRA Paper 74336, University Library of Munich, Germany.
    46. Gomez-Biscarri, Javier, 2008. "Changes in the informational content of term spreads: Is monetary policy becoming less effective?," Journal of Economics and Business, Elsevier, vol. 60(5), pages 415-435.
    47. Candelon, Bertrand & Carare, Alina & Hasse, Jean-Baptiste & Lu, Jing, 2020. "The post-crises output growth effects in a globalized economy," International Economics, Elsevier, vol. 161(C), pages 139-158.
    48. Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2014. "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 21-33.
    49. Otilia Boldea & Alastair R. Hall, 2013. "Testing structural stability in macroeconometric models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 9, pages 206-228, Edward Elgar Publishing.
    50. Rituparna Kar & Nityananda Sarkar, 2006. "Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(1), pages 41-69, March.
    51. Chor Foon Tang, 2013. "Evidence on Structural Instability in the Japanese Money Demand Function," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(3), pages 255-272, August.
    52. Mireille Jacobson & Tom Y. Chang & Joseph P. Newhouse & Craig C. Earle, M.D., 2013. "Physician Agency and Competition: Evidence from a Major Change to Medicare Chemotherapy Reimbursement Policy," NBER Working Papers 19247, National Bureau of Economic Research, Inc.
    53. Chen, Liang, 2012. "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper 37514, University Library of Munich, Germany.
    54. Ciccarelli, Carlo & Fenoaltea, Stefano, 2007. "Business fluctuations in Italy, 1861-1913: The new evidence," Explorations in Economic History, Elsevier, vol. 44(3), pages 432-451, July.
    55. Manner, Hans & Blatt, Dominik & Candelon, Bertrand, 2014. "Detecting financial contagion in a multivariate system," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100411, Verein für Socialpolitik / German Economic Association.
    56. Kyrychenko, Olexiy, 2024. "Health benefits of air pollution reduction: Evidence from economic slowdown in India," Economics & Human Biology, Elsevier, vol. 55(C).
    57. Mª Ángeles Caraballo Pou & Carlos Dabús, 2005. "Nominal rigidities, relative prices and skewness," Economic Working Papers at Centro de Estudios Andaluces E2005/17, Centro de Estudios Andaluces.
    58. Arturo Estrella & Anthony P. Rodrigues, 2005. "One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory," Staff Reports 232, Federal Reserve Bank of New York.
    59. William Goetzmann & Simon Huang, 2015. "Momentum in Imperial Russia," NBER Working Papers 21700, National Bureau of Economic Research, Inc.
    60. Bergljot Barkbu & Vincenzo Cassino & Aileen Gosselin-Lotz & Laura Piscitelli, 2005. "The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness," Bank of England working papers 285, Bank of England.
    61. Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014. "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Econometric Research Association, vol. 6(1), pages 1-23, April.
    62. Nicolas Gendron-Carrier & Marco Gonzalez-Navarro & Stefano Polloni & Matthew A. Turner, 2018. "Subways and Urban Air Pollution," NBER Working Papers 24183, National Bureau of Economic Research, Inc.
    63. Fernando, Antonette, 2022. "The Role of Financial Structural Factors in Retail Rate Adjustment: Evidence from Sri Lanka," OSF Preprints gn5jp, Center for Open Science.
    64. Pouliot, William, 2016. "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, vol. 58(C), pages 523-534.
    65. González-Sánchez, Mariano, 2018. "Causality in the EMU sovereign bond markets," Finance Research Letters, Elsevier, vol. 26(C), pages 281-290.
    66. Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2008. "Change in persistence tests for panels: An update and some new results," Economics & Statistics Discussion Papers esdp08043, University of Molise, Department of Economics.
    67. Rosa, Carlo, 2011. "Words that shake traders," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 915-934.
    68. Javier Gómez, 2007. "Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?," Faculty Working Papers 05/07, School of Economics and Business Administration, University of Navarra.
    69. Dutta, Amitava & Puvvala, Abhinay & Roy, Rahul & Seetharaman, Priya, 2017. "Technology diffusion: Shift happens — The case of iOS and Android handsets," Technological Forecasting and Social Change, Elsevier, vol. 118(C), pages 28-43.
    70. A. Ahrens & T. V. Kovandzic & L. M. Vieraitis, 2015. "Do execution moratoriums increase homicide? Re-examining evidence from Illinois," Applied Economics, Taylor & Francis Journals, vol. 47(31), pages 3243-3257, July.
    71. Seema Jayachandran & Adriana Lleras-Muney & Kimberly V. Smith, 2010. "Modern Medicine and the Twentieth Century Decline in Mortality: Evidence on the Impact of Sulfa Drugs," American Economic Journal: Applied Economics, American Economic Association, vol. 2(2), pages 118-146, April.
    72. Tam, King Wa & Page, Lionel, 2016. "Effects of language proficiency on labour, social and health outcomes of immigrants in Australia," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 66-78.
    73. Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
    74. Sun, Yanpeng & Mirza, Nawazish & Qadeer, Abdul & Hsueh, Hsin-Pei, 2021. "Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?," Resources Policy, Elsevier, vol. 72(C).
    75. Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.
    76. Hall Alastair & Sakkas Nikolaos, 2013. "Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 53-67, July.
    77. Upper, Christian & Werner, Thomas, 2002. "Tail Wags Dog? Time-Varying Information Shares in the Bund Market," Discussion Paper Series 1: Economic Studies 2002,24, Deutsche Bundesbank.
    78. Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
    79. Chai, Jian & Du, Mengfan & Liang, Ting & Sun, Xiaojie Christine & Yu, Ji & Zhang, Zhe George, 2019. "Coal consumption in China: How to bend down the curve?," Energy Economics, Elsevier, vol. 80(C), pages 38-47.
    80. El-Shazly, Alaa, 2016. "Structural breaks and monetary dynamics: A time series analysis," Economic Modelling, Elsevier, vol. 53(C), pages 133-143.
    81. Emanuele Felice & Josep Pujol Andreu, 2013. "GDP and life expectancy in Italy and Spain over the long-run (1861-2008): insights from a time-series approach," UHE Working papers 2013_06, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica.
    82. Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2016. "Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?," Journal of Financial Economics, Elsevier, vol. 122(1), pages 86-115.
    83. Kodongo, Odongo & Ojah, Kalu, 2014. "The conditional pricing of currency and inflation risks in Africa's equity markets," MPRA Paper 56100, University Library of Munich, Germany.
    84. Girardi, Daniele, 2011. "Do financial investors affect commodity prices? The case of Hard Red Winter Wheat," MPRA Paper 35670, University Library of Munich, Germany.
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    103. Olexiy Kyrychenko, 2021. "The Impact of the Crisis-inducted Reduction in Air Pollution on Infant Mortality in India: A Policy Perspective," CERGE-EI Working Papers wp702, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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  40. Andrews, Donald W.K. & Buchinsky, Moshe, 2002. "ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS," Econometric Theory, Cambridge University Press, vol. 18(4), pages 962-984, August.
    See citations under working paper version above.
  41. Andrews, Donald W K, 2002. "Generalized Method of Moments Estimation When a Parameter Is on a Boundary," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 530-544, October.

    Cited by:

    1. Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
    2. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper 47343, University Library of Munich, Germany.
    3. Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
    4. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
    5. Joseph Fry, 2023. "A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls," Papers 2312.01209, arXiv.org, revised Mar 2024.
    6. Jeremy T. Fox & Kyoo il Kim, 2011. "A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models," NBER Working Papers 17283, National Bureau of Economic Research, Inc.
    7. Tomasz Swiecki, 2017. "Determinants of Structural Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 24, pages 95-131, March.
    8. Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.
    9. Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
    10. Philipp Ketz, 2019. "Testing overidentifying restrictions with a restricted parameter space," Post-Print halshs-02492665, HAL.
    11. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Fallaw Sowell & Nandana Sengupta, 2021. "Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples," Stats, MDPI, vol. 4(3), pages 1-20, September.
    13. Riccardo Colacito & Mariano M. Croce, 2011. "Risks for the Long Run and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 119(1), pages 153-181.
    14. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    15. Philipp Ketz, 2019. "On asymptotic size distortions in the random coefficients logit model," Post-Print halshs-02302067, HAL.
    16. Kiriliouk, Anna, 2017. "Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models," LIDAM Discussion Papers ISBA 2017027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    17. Chen, Song Xi & Cui, Hengjian, 2007. "On the second-order properties of empirical likelihood with moment restrictions," Journal of Econometrics, Elsevier, vol. 141(2), pages 492-516, December.
    18. Otunuga Olusegun M. & Ladde Gangaram S. & Ladde Nathan G., 2019. "Local Lagged Adapted Generalized Method of Moments: An Innovative Estimation and Forecasting Approach and its Applications," Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-72, January.
    19. Stépahne Auray & Nicolas Lepage-Saucier & Purevdorj Tuvaandor, 2018. "Doubly Robust GMM Inference and Differentiated Products Demand Models," Working Papers 2018-13, Center for Research in Economics and Statistics.
    20. Thomas von Brasch & Arvid Raknerud, 2021. "A two-stage pooled panel data estimator of demand elasticities," Discussion Papers 951, Statistics Norway, Research Department.
    21. Wang, Ao, 2021. "A BLP Demand Model of Product-Level Market Shares with Complementarity," The Warwick Economics Research Paper Series (TWERPS) 1351, University of Warwick, Department of Economics.
    22. McCully, Brett, 2021. "Immigrants, Legal Status, and Illegal Trade," MPRA Paper 109610, University Library of Munich, Germany.
    23. David T. Frazier & Eric Renault, 2016. "Indirect Inference With(Out) Constraints," Papers 1607.06163, arXiv.org, revised Aug 2019.
    24. Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print halshs-01884381, HAL.
    25. Gregory Cox, 2022. "A Generalized Argmax Theorem with Applications," Papers 2209.08793, arXiv.org.
    26. Dovonon, Prosper & Hall, Alastair R. & Kleibergen, Frank, 2020. "Inference in second-order identified models," Journal of Econometrics, Elsevier, vol. 218(2), pages 346-372.
    27. Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers 15210, National Bureau of Economic Research, Inc.
    28. Donald W. K. Andrews & Xu Cheng, 2012. "Estimation and Inference With Weak, Semi‐Strong, and Strong Identification," Econometrica, Econometric Society, vol. 80(5), pages 2153-2211, September.
    29. Nandana Sengupta & Fallaw Sowell, 2019. "The Ridge Path Estimator for Linear Instrumental Variables," Papers 1908.09237, arXiv.org.
    30. Kiriliouk, Anna, 2020. "Hypothesis testing for tail dependence parameters on the boundary of the parameter space," Econometrics and Statistics, Elsevier, vol. 16(C), pages 121-135.
    31. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    32. Nandana Sengupta & Fallaw Sowell, 2020. "On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples," Econometrics, MDPI, vol. 8(4), pages 1-25, October.

  42. Andrews, Donald W.K., 2002. "EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS," Econometric Theory, Cambridge University Press, vol. 18(5), pages 1040-1085, October.
    See citations under working paper version above.
  43. Donald W. K. Andrews, 2002. "Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators," Econometrica, Econometric Society, vol. 70(1), pages 119-162, January.
    See citations under working paper version above.
  44. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.

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    1. Christian Merkl & Stephanie Stolz, 2009. "Banks' regulatory buffers, liquidity networks and monetary policy transmission," Applied Economics, Taylor & Francis Journals, vol. 41(16), pages 2013-2024.
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    3. Jouida, Sameh, 2018. "Diversification, capital structure and profitability: A panel VAR approach11We are grateful to the editor and the anonymous reviewer for their valuable comments," Research in International Business and Finance, Elsevier, vol. 45(C), pages 243-256.
    4. Marra, Alessandro & Colantonio, Emiliano, 2021. "The path to renewable energy consumption in the European Union through drivers and barriers: A panel vector autoregressive approach," Socio-Economic Planning Sciences, Elsevier, vol. 76(C).
    5. Isiaka Akande Raifu & Terver Theophilus Kumeka & Alarudeen Aminu, 2021. "Reaction of stock market returns to COVID-19 pandemic and lockdown policy: evidence from Nigerian firms stock returns," Future Business Journal, Springer, vol. 7(1), pages 1-16, December.
    6. Alfonso Mendoza-Velázquez & Luis Carlos Ortuño-Barba & Luis David Conde-Cortés, 2022. "Corporate governance and firm performance in hybrid model countries," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(1), pages 32-58, February.
    7. Stefan Boes, 2010. "Count Data Models with Correlated Unobserved Heterogeneity," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 382-402, September.
    8. Stolz, Stéphanie & Wedow, Michael, 2005. "Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks," Discussion Paper Series 2: Banking and Financial Studies 2005,07, Deutsche Bundesbank.
    9. Nathaniel Blankson & Godfred Amewu & Kenneth Ofori-Boateng & Kwame Adanu, 2022. "Banking reforms, efficiency and competition: new empirical evidence from a panel vector autoregressive analysis of Ghanaian banks," SN Business & Economics, Springer, vol. 2(5), pages 1-24, May.
    10. Degl’Innocenti, M & Fiordelisi, F & Girardone, C & Radić, N, 2018. "Competition and Risk-Taking in Investment banking," Essex Finance Centre Working Papers 21268, University of Essex, Essex Business School.
    11. Yimga, Jules, 2018. "Microfinance expansion and its effects on cost efficiency," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 205-216.
    12. Kate Hynes & Yum K. Kwan & Anthony Foley, 2017. "Local linkages: The interdependence of foreign and domestic firms," Working Papers 201712, School of Economics, University College Dublin.
    13. Błażej Suproń & Janusz Myszczyszyn, 2024. "Impact of Renewable and Non-Renewable Energy Consumption on the Production of the Agricultural Sector in the European Union," Energies, MDPI, vol. 17(15), pages 1-22, July.
    14. Thomas Ziesemer, 2016. "The Impact of Development Aid on Education and Health: Survey and New Evidence for Low‐income Countries from Dynamic Models," Journal of International Development, John Wiley & Sons, Ltd., vol. 28(8), pages 1358-1380, November.
    15. Sumon Kumar Bhaumik & Manisha Chakrabarty & Ali M. Kutan & Ekta Selarka, 2021. "How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(4), pages 795-818, December.
    16. Lea Steininger & Michael Sigmund, 2020. "Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis," Empirical Economics, Springer, vol. 59(4), pages 1537-1572, October.
    17. De Wachter, Stefan & Tzavalis, Elias, 2012. "Detection of structural breaks in linear dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3020-3034.
    18. Dhar, Tirtha & Weinberg, Charles B., 2016. "Measurement of interactions in non-linear marketing models: The effect of critics' ratings and consumer sentiment on movie demand," International Journal of Research in Marketing, Elsevier, vol. 33(2), pages 392-408.
    19. Debin Ma & Dongqi Sun & Ziyi Wang, 2024. "Exploring the Rural Revitalization Effect under the Interaction of Agro-Tourism Integration and Tourism-Driven Poverty Reduction: Empirical Evidence for China," Land, MDPI, vol. 13(1), pages 1-24, January.
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    21. Ndwiga, David, 2020. "The effects of FinTechs on bank market power and risk taking behaviour in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 44, Kenya Bankers Association (KBA).
    22. Robert S. Chirinko & Daniel J. Wilson, 2011. "Tax Competition Among U.S. States: Racing to the Bottom or Riding on a Seesaw?," CESifo Working Paper Series 3535, CESifo.
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    24. Nguyen, Dung Thuy Thi & Diaz-Rainey, Ivan & Roberts, Helen & Le, Minh, 2021. "Loans from my neighbours: East Asian commercial banks, financial integration, and bank default risk," International Review of Financial Analysis, Elsevier, vol. 74(C).
    25. Ibrahim Ayoade Adekunle & Sheriffdeen Adewale Tella & Oluwaseyi Adedayo Adelowokan, 2021. "Macroeconomic policy volatility and household consumption in Africa," SN Business & Economics, Springer, vol. 1(3), pages 1-22, March.
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    27. Abdulaleem Isiaka & Alexander Mihailov & Giovanni Razzi, 2022. "Distributional Effects of Public Spending and Tax Shocks in Middle-Income Countries: A Panel VAR Approach," Economics Discussion Papers em-dp2022-09, Department of Economics, University of Reading.
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    38. Can Xu & Jan Jacobs & Jakob de Haan, 2021. "Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries," CESifo Working Paper Series 9123, CESifo.
    39. Eliene Farias & Leonardo Bornacki Mattos & Douglas Marcos Ferreira, 2024. "Spillover effects: Does the inflation targeting system matter?," SN Business & Economics, Springer, vol. 4(6), pages 1-17, June.
    40. Ivanovski, Kris & Hailemariam, Abebe, 2022. "Time-varying geopolitical risk and oil prices," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 206-221.
    41. Jason Taylor & Wenjun Xue & Hakan Yilmazkuday, 2020. "The Impact of China's Fiscal and Monetary Policy Responses to the Great Recession: An Analysis of Firm-Level Chinese Data," Working Papers 2002, Florida International University, Department of Economics.
    42. Gülsüm Akarsu, 2017. "Analyzing the impact of oil price volatility on electricity demand: the case of Turkey," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(3), pages 371-388, December.
    43. Alessandro Marra & Emiliano Colantonio, 2022. "The institutional and socio-technical determinants of renewable energy production in the EU: implications for policy," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(2), pages 267-299, June.
    44. Lin, Boqiang & Okoye, Jude O., 2023. "Towards renewable energy generation and low greenhouse gas emission in high-income countries: Performance of financial development and governance," Renewable Energy, Elsevier, vol. 215(C).
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    46. Mohamed M. Sraieb, 2022. "The dynamics of US foreign aid decisions," Empirical Economics, Springer, vol. 63(4), pages 1859-1886, October.
    47. Tara Vanli, 2024. "Can systemic governance of smart cities catalyse urban sustainability?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(9), pages 23327-23384, September.
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    See citations under working paper version above.
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    Cited by:

    1. Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2016. "Insurance Market Development and Economic Growth in Transition Countries: Some new evidence based on bootstrap panel Granger causality test," MPRA Paper 69051, University Library of Munich, Germany.
    2. Jasmin Kantarevic & Boris Kralj, 2013. "Link Between Pay For Performance Incentives And Physician Payment Mechanisms: Evidence From The Diabetes Management Incentive In Ontario," Health Economics, John Wiley & Sons, Ltd., vol. 22(12), pages 1417-1439, December.
    3. Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011. "Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 27(5), pages 957-991, October.
    4. DUGUET Emmanuel, 2004. "Are R&D subsidies a substitute or a complement to privately funded R&D? Evidence from France using propensity score methods for non- experimental data," Public Economics 0411007, University Library of Munich, Germany.
    5. John C. Ham & Xianghong Li & Patricia B. Reagan, 2004. "Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men," Working Papers 2004_3, York University, Department of Economics.
    6. Chwila Adam & Żądło Tomasz, 2020. "On the choice of the number of Monte Carlo iterations and bootstrap replicates in Empirical Best Prediction," Statistics in Transition New Series, Statistics Poland, vol. 21(2), pages 35-60, June.
    7. Kantarevic, Jasmin & Kralj, Boris, 2015. "Physician Payment Contracts in the Presence of Moral Hazard and Adverse Selection: The Theory and its Application to Ontario," IZA Discussion Papers 9142, Institute of Labor Economics (IZA).
    8. Streukens, Sandra & Leroi-Werelds, Sara, 2016. "Bootstrapping and PLS-SEM: A step-by-step guide to get more out of your bootstrap results," European Management Journal, Elsevier, vol. 34(6), pages 618-632.
    9. Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150619, Agricultural and Applied Economics Association.
    10. Burridge, Peter & Robert Taylor, A. M., 2004. "Bootstrapping the HEGY seasonal unit root tests," Journal of Econometrics, Elsevier, vol. 123(1), pages 67-87, November.
    11. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "Bootstrap M Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 393-421.
    12. Tobias Nigbur, 2015. "Calls of convertible debt securities: no bad news at all," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(1), pages 61-79, February.
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    14. Guilherme Resende Oliveira & Benjamin Miranda Tabak & José Guilherme de Lara Resende & Daniel Oliveira Cajueiro, 2012. "Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica," Working Papers Series 272, Central Bank of Brazil, Research Department.
    15. Ham, John C. & Li, Xianghong & Reagan, Patricia B., 2011. "Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men," Journal of Econometrics, Elsevier, vol. 161(2), pages 208-227, April.
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    19. Śmiech, Sławomir & Papież, Monika, 2014. "Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU: The bootstrap panel Granger causality approach," Energy Policy, Elsevier, vol. 71(C), pages 118-129.
    20. Liu Yuan & Bottai Matteo, 2009. "Mixed-Effects Models for Conditional Quantiles with Longitudinal Data," The International Journal of Biostatistics, De Gruyter, vol. 5(1), pages 1-24, November.
    21. Guastella,Giovanni & Moro, Daniele & Sckokai, Paolo & Veneziani, Mario, 2013. "Investment behaviour of EU arable crop farms in selected EU countries and the impact of policy reforms," Factor Markets Working Papers 154, Centre for European Policy Studies.
    22. Monika Papiez & Slawomir Smiech, 2013. "Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 51-68.
    23. Meng-Shiuh Chang & Teng-Yuan Hu & Ching-Yuan Lin, 2016. "Variation in Engel's law across quantiles in Taiwan: toward an alternative concept of near poverty line," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(1), pages 103-115, January.
    24. Neil Kellard & Denise Osborn & Jerry Coakley & Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2015. "Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 603-629, September.

  47. Donald W. K. Andrews & Moshe Buchinsky, 2000. "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, Econometric Society, vol. 68(1), pages 23-52, January.

    Cited by:

    1. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
    2. Zhuan Pei, 2013. "Eligibility Recertification and Dynamic Opt-in Incentives in Income-tested Social Programs: Evidence from Medicaid/CHIP," Working Papers 61, Brandeis University, Department of Economics and International Business School.
    3. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Tinbergen Institute Discussion Papers 13-187/III, Tinbergen Institute.
    4. Hsiao, Cheng & Perrigne, Isabelle, 2001. "Studies in Estimation and Testing," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 1-4, July.
    5. Jasmin Kantarevic & Boris Kralj, 2013. "Link Between Pay For Performance Incentives And Physician Payment Mechanisms: Evidence From The Diabetes Management Incentive In Ontario," Health Economics, John Wiley & Sons, Ltd., vol. 22(12), pages 1417-1439, December.
    6. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2016. "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Quaderni di Dipartimento 6, Department of Statistics, University of Bologna.
    7. Lach, Łukasz, 2011. "Impact of hard coal usage for metal production on economic growth of Poland," MPRA Paper 52282, University Library of Munich, Germany.
    8. Nikolay Gospodinov, 1999. "Median Unbiased Forecasts for Highly Persistent Autoregressive Processes," Computing in Economics and Finance 1999 533, Society for Computational Economics.
    9. João Henrique G. Mazzeu & Gloria González-Rivera & Esther Ruiz & Helena Veiga, 2020. "A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities," Econometric Reviews, Taylor & Francis Journals, vol. 39(10), pages 971-990, November.
    10. Mayer, Thierry & Head, Keith, 2015. "Brands in Motion: How frictions shape multinational production," CEPR Discussion Papers 10797, C.E.P.R. Discussion Papers.
    11. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers 2014-22, Department of Economics and Business Economics, Aarhus University.
    12. Gurgul, Henryk & Lach, Łukasz, 2012. "Two deficits and economic growth: Case of CEE countries in transition," MPRA Paper 52257, University Library of Munich, Germany.
    13. Desai, Mihir A. & Foley, C. Fritz & Hines, James R. Jr., 2001. "Repatriation Taxes and Dividend Distortions," National Tax Journal, National Tax Association;National Tax Journal, vol. 54(4), pages 829-851, December.
    14. García-Miralles, Esteban & Leganza, Jonathan M., 2024. "Joint retirement of couples: Evidence from discontinuities in Denmark," Journal of Public Economics, Elsevier, vol. 230(C).
    15. DUGUET Emmanuel, 2004. "Are R&D subsidies a substitute or a complement to privately funded R&D? Evidence from France using propensity score methods for non- experimental data," Public Economics 0411007, University Library of Munich, Germany.
    16. F. J. Callado-Munoz & J. Gonzalez-Chapela & N. Utrero-Gonzalez, 2017. "Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(5), pages 439-459, October.
    17. Inga Heiland, 2017. "Five Essays on International Trade, Factor Flows and the Gains from Globalization," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 74, May.
    18. John C. Ham & Xianghong Li & Patricia B. Reagan, 2004. "Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men," Working Papers 2004_3, York University, Department of Economics.
    19. Gurgul, Henryk & Lach, Łukasz, 2011. "The impact of regional disparities on economic growth," MPRA Paper 52258, University Library of Munich, Germany.
    20. Tigran Poghosyan & Arsen Poghosyan, 2010. "Foreign bank entry, bank efficiency and market power in Central and Eastern European Countries1," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 18(3), pages 571-598, July.
    21. Juan Carlos Suárez Serrato & Philippe Wingender, 2016. "Estimating Local Fiscal Multipliers," NBER Working Papers 22425, National Bureau of Economic Research, Inc.
    22. Kanabar, Ricky, 2016. "In or out? Poverty dynamics among older individuals in the UK," ISER Working Paper Series 2016-08, Institute for Social and Economic Research.
    23. Sunil S. Poshakwale & Anandadeep Mandal, 2017. "Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 859-892, May.
    24. Hugo Benítez-Silva & Moshe Buchinsky & Hiu Man Chan & Sofia Cheidvasser & John Rust, 2004. "How large is the bias in self-reported disability?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 649-670.
    25. Fields, Gary S & Buchinsky, Mosche & Kramarz, Francis & Fougère, Denis, 2003. "Francs or Ranks? Earnings Mobility in France, 1967-1999," CEPR Discussion Papers 3937, C.E.P.R. Discussion Papers.
    26. Gurgul, Henryk & Lach, lukasz, 2011. "The role of coal consumption in the economic growth of the Polish economy in transition," Energy Policy, Elsevier, vol. 39(4), pages 2088-2099, April.
    27. Mihir A. Desai & C. Fritz Foley & James R. Hines Jr., 2002. "Dividend Policy inside the Firm," NBER Working Papers 8698, National Bureau of Economic Research, Inc.
    28. Bertrand Candelon & Jan Piplack & Stefan Straetmans, 2009. "Multivariate Business Cycle Synchronization in Small Samples," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 715-737, October.
    29. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Testing for co-integration in vector autoregressions with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
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    1. Sauer, J., 2007. "Monotonicity and Curvature – A Bootstrapping Approach," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 42, March.
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    3. Eduardo Souza-Rodrigues & Adrian L. Torchiana & Ted Rosenbaum & Paul T. Scott, 2020. "Improving Estimates of Transitions from Satellite Data: A Hidden Markov Model Approach," Working Papers tecipa-672, University of Toronto, Department of Economics.
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    7. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, September.
    8. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2016. "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Quaderni di Dipartimento 6, Department of Statistics, University of Bologna.
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    43. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois, 2003. "Simulation-based exact jump tests in models with conditional heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 531-553, December.
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    Cited by:

    1. Donald W.K. Andrews, 1994. "Hypothesis Testing with a Restricted Parameter Space," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.
    2. Joel Steele & Emilio Ferrer & John Nesselroade, 2014. "An Idiographic Approach to Estimating Models of Dyadic Interactions with Differential Equations," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 675-700, October.
    3. Andrews, Donald W K, 2001. "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.
    4. SaangJoon Baak, 2000. "Heterogeneous Expectations, Volatility and Welfare," Working Papers EMS_2000_01, Research Institute, International University of Japan.
    5. Klaus Moeltner & David F. Layton, 2002. "A Censored Random Coefficients Model For Pooled Survey Data With Application To The Estimation Of Power Outage Costs," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 552-561, August.
    6. Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
    7. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
    8. Baak, Saang Joon, 1999. "Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1517-1543, September.
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    11. Giuseppe Cavaliere & Zeng-Hua Lu & Anders Rahbek & Yuhong Yang, 2021. "MinP Score Tests with an Inequality Constrained Parameter Space," Papers 2107.06089, arXiv.org.
    12. SaangJoon Baak, 1999. "Heterogeneous Expectations, Market Dynamics, and Social Welfare," Computing in Economics and Finance 1999 222, Society for Computational Economics.

  57. Andrews, Donald W.K., 1995. "Nonparametric Kernel Estimation for Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 11(3), pages 560-586, June.

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    6. Escanciano, J C. & Hoderlein, S. & Lewbel, A. & Linton, O. & Srisuma, S., 2020. "Nonparametric Euler Equation Identi?cation and Estimation," Cambridge Working Papers in Economics 2064, Faculty of Economics, University of Cambridge.
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    42. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
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    46. Phan, Thi Nha Truc & Bertrand, Philippe & Phan, Hong Hai & Vo, Xuan Vinh, 2023. "The role of investor behavior in emerging stock markets: Evidence from Vietnam," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 367-376.
    47. Victor Chen & Jing Li & Daniel Shapiro & Xiaoxiang Zhang, 2014. "Ownership structure and innovation: An emerging market perspective," Asia Pacific Journal of Management, Springer, vol. 31(1), pages 1-24, March.
    48. Pesendorfer, Martin & Takahashi, Yuya & Otsu, Taisuke, 2014. "Testing Equilibrium Multiplicity in Dynamic Games," CEPR Discussion Papers 10111, C.E.P.R. Discussion Papers.
    49. Elias Katsikas & Theologos Dergiades, 2012. "Revising higher education policy in Greece: filling the Danaids’ Jar," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(3), pages 279-292, August.
    50. Valerie Grossman & Adrienne Mack & Enrique Martínez García, 2014. "A contribution to the chronology of turning points in global economic activity (1980-2012)," Globalization Institute Working Papers 169, Federal Reserve Bank of Dallas.
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    53. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
    54. F.A.G. Windmeijer, 1994. "A goodness-of-fit test in the multinomial legit model based on weighted squared residuals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 271-283, November.
    55. McDonald, John, 2009. "Using least squares and tobit in second stage DEA efficiency analyses," European Journal of Operational Research, Elsevier, vol. 197(2), pages 792-798, September.
    56. David G. McMillan, 2023. "Do financial markets predict macroeconomic performance? US evidence from risk‐based measures," Manchester School, University of Manchester, vol. 91(5), pages 439-466, September.
    57. Galina Besstremyannaya, 2014. "Heterogeneous effect of coinsurance rate on healthcare costs: generalized finite mixtures and matching estimators," Discussion Papers 14-014, Stanford Institute for Economic Policy Research.
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    61. Elias Katsikas & Theologos Dergiades, 2009. "Higher Education Policy in Greece: Filling the Danaids' Jar," Discussion Paper Series 2009_16, Department of Economics, University of Macedonia, revised Nov 2009.
    62. Sung-Jin Cho & John Rust, 2015. "Precommitments for Financial Self-Control:Evidence from Credit Card Borrowing," 2015 Meeting Papers 33, Society for Economic Dynamics.
    63. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
    64. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2003-118, Tilburg University, Center for Economic Research.
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  78. Andrews, Donald W K, 1988. "Chi-Square Diagnostic Tests for Econometric Models: Theory," Econometrica, Econometric Society, vol. 56(6), pages 1419-1453, November.

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    1. Bart Cockx & Muriel Dejemeppe & Andrey Launov & Bruno Van der Linden, 2017. "Imperfect Monitoring of Job Search: Structural Estimation and Policy Design," LIDAM Discussion Papers IRES 2017002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
    3. Alfranca, Óscar & Diaz-Balteiro, Luis & Herruzo, A. Casimiro, 2009. "Technical innovation in Spain's wood-based industry: The role of environmental and quality strategies," Forest Policy and Economics, Elsevier, vol. 11(3), pages 161-168, May.
    4. Günther, Isabel & Launov, Andrey, 2006. "Competitive and Segmented Informal Labor Markets," W.E.P. - Würzburg Economic Papers 72, University of Würzburg, Department of Economics.
    5. Bloemen, H.G., 2002. "Job search, hours restrictions and desired hours of work," Serie Research Memoranda 0038, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    6. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. John K. Dagsvik & Zhiyang Jia, 2016. "Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 487-506, April.
    8. de Bresser, Jochem & van Soest, Arthur, 2013. "Survey response in probabilistic questions and its impact on inference," Journal of Economic Behavior & Organization, Elsevier, vol. 96(C), pages 65-84.
    9. Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013. "Testing for Equilibrium Multiplicity in Dynamic Markov Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 423, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    10. Jones, A. & Lomas, J. & Rice, N., 2014. "Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution," Health, Econometrics and Data Group (HEDG) Working Papers 14/26, HEDG, c/o Department of Economics, University of York.
    11. Nelissen, J.H.M., 1994. "Gedragseffecten en kringloopeffecten in microsimulatiemodellen," Other publications TiSEM 458ff5e7-c285-4e9c-bc48-9, Tilburg University, School of Economics and Management.
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    15. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
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    45. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
    46. Mosca, I. & Schut-Welkzijn, A., 2008. "Choice determinants of the mobility in the Dutch health insurance market," Other publications TiSEM 6908cbf8-9b72-47ff-98ee-3, Tilburg University, School of Economics and Management.
    47. Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
    48. Mora, Juan & Moro-Egido, Ana I., 2008. "On specification testing of ordered discrete choice models," Journal of Econometrics, Elsevier, vol. 143(1), pages 191-205, March.
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    50. Phan, Thi Nha Truc & Bertrand, Philippe & Phan, Hong Hai & Vo, Xuan Vinh, 2023. "The role of investor behavior in emerging stock markets: Evidence from Vietnam," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 367-376.
    51. Ilaria Mosca & Anoushka Schut-Welkzijn, 2008. "Choice determinants of the mobility in the Dutch health insurance market," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 9(3), pages 261-264, August.
    52. Pesendorfer, Martin & Takahashi, Yuya & Otsu, Taisuke, 2014. "Testing Equilibrium Multiplicity in Dynamic Games," CEPR Discussion Papers 10111, C.E.P.R. Discussion Papers.
    53. Elias Katsikas & Theologos Dergiades, 2012. "Revising higher education policy in Greece: filling the Danaids’ Jar," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(3), pages 279-292, August.
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    59. F.A.G. Windmeijer, 1994. "A goodness-of-fit test in the multinomial legit model based on weighted squared residuals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 271-283, November.
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    63. Galina Besstremyannaya, 2014. "Heterogeneous effect of coinsurance rate on healthcare costs: generalized finite mixtures and matching estimators," Discussion Papers 14-014, Stanford Institute for Economic Policy Research.
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    67. Elias Katsikas & Theologos Dergiades, 2009. "Higher Education Policy in Greece: Filling the Danaids' Jar," Discussion Paper Series 2009_16, Department of Economics, University of Macedonia, revised Nov 2009.
    68. Sung-Jin Cho & John Rust, 2015. "Precommitments for Financial Self-Control:Evidence from Credit Card Borrowing," 2015 Meeting Papers 33, Society for Economic Dynamics.
    69. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
    70. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2003-118, Tilburg University, Center for Economic Research.
    71. Arthur van Soest & Hana Vonkova, 2014. "Testing the specification of parametric models by using anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 177(1), pages 115-133, January.
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    73. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 9fe68e51-a026-4660-b6e7-8, Tilburg University, School of Economics and Management.

  79. Andrews, Donald W.K., 1988. "Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables," Econometric Theory, Cambridge University Press, vol. 4(3), pages 458-467, December.
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  80. Andrews, Donald W. K., 1987. "Least Squares Regression with Integrated or Dynamic Regressors under Weak Error Assumptions," Econometric Theory, Cambridge University Press, vol. 3(1), pages 98-116, February.

    Cited by:

    1. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.

  81. Andrews, Donald W K, 1987. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers [On Unification of the Asymptotic Theory of Nonlinear Econometric Models]," Econometrica, Econometric Society, vol. 55(6), pages 1465-1471, November.

    Cited by:

    1. Seo, Myung Hwan & Linton, Oliver, 2007. "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
    2. Honore, Bo E. & Kyriazidou, Ekaterini & Udry, Christopher, 1997. "Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 107-128.
    3. Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
    4. Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February.
    5. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
    6. Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
    7. Nicholas C.S. Sim, 2009. "Modeling Quantile Dependence: A New Look at the Money-Output Relationship," School of Economics and Public Policy Working Papers 2009-34, University of Adelaide, School of Economics and Public Policy.
    8. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Other publications TiSEM d63bf400-7ff2-4a1c-8067-1, Tilburg University, School of Economics and Management.
    9. Tianxiao Pang & Danna Zhang & Terence Tai-Leung Chong, 2014. "Asymptotic Inferences For An Ar(1) Model With A Change Point: Stationary And Nearly Non-Stationary Cases," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(2), pages 133-150, March.
    10. Pang, Tianxiao & Zhang, Danna & Chong, Terence Tai-Leung, 2013. "Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases," MPRA Paper 55312, University Library of Munich, Germany.
    11. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
    12. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
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    15. Elliott, Graham & Lieli, Robert P., 2013. "Predicting binary outcomes," Journal of Econometrics, Elsevier, vol. 174(1), pages 15-26.
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    17. Alan P. Ker & Abdoul G. Sam, 2018. "Semiparametric estimation of the link function in binary-choice single-index models," Computational Statistics, Springer, vol. 33(3), pages 1429-1455, September.
    18. Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2022. "Semiparametric estimation and variable selection for single-index copula models," LIDAM Reprints ISBA 2022011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    19. Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022. "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
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    39. Dahl, Christian M. & Levine, Michael, 2006. "Nonparametric estimation of volatility models with serially dependent innovations," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2007-2016, December.
    40. Jeon, Byung M. & Brown, Bryan, 2001. "Efficient Semiparametric Estimation of Expectations in Dynamic Nonlinear Systems," Working Papers 2001-09, Rice University, Department of Economics.
    41. Ham, John C. & Woutersen, Tiemen, 2011. "Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters," IZA Discussion Papers 5816, Institute of Labor Economics (IZA).
    42. Pan, Jun, 2002. "The jump-risk premia implicit in options: evidence from an integrated time-series study," Journal of Financial Economics, Elsevier, vol. 63(1), pages 3-50, January.
    43. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2017. "Correction," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 883-883, April.
    44. de Jong, Robert M., 1998. "Uniform laws of large numbers and stochastic Lipschitz-continuity," Journal of Econometrics, Elsevier, vol. 86(2), pages 243-268, June.
    45. Andrew J. Patton & Johanna F. Ziegel & Rui Chen, 2017. "Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk)," Papers 1707.05108, arXiv.org.
    46. Lei, J., 2013. "Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models," Discussion Paper 2013-061, Tilburg University, Center for Economic Research.
    47. Jenish, Nazgul & Prucha, Ingmar R., 2009. "Central limit theorems and uniform laws of large numbers for arrays of random fields," Journal of Econometrics, Elsevier, vol. 150(1), pages 86-98, May.
    48. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    49. Liangjun Su & Zhenlin Yang, 2008. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Development Economics Working Papers 22477, East Asian Bureau of Economic Research.
    50. Jin Seo Cho & Meng Huang & Halbert White, 2021. "Testing a Constant Mean Function Using Functional Regression," Working papers 2021rwp-190, Yonsei University, Yonsei Economics Research Institute.
    51. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University.
    52. Núñez, Olivier, 1998. "Asymptotic properties for a simulated pseudo maximum likelihood estimator," DES - Working Papers. Statistics and Econometrics. WS 6266, Universidad Carlos III de Madrid. Departamento de Estadística.
    53. Li, Yong & Yu, Jun & Zeng, Tao, 2020. "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, vol. 216(2), pages 450-493.
    54. Berkowitz, Jeremy, 2001. "Generalized spectral estimation of the consumption-based asset pricing model," Journal of Econometrics, Elsevier, vol. 104(2), pages 269-288, September.
    55. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April.
    56. Donald W.K. Andrews & Werner Ploberger, 1993. "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative," Cowles Foundation Discussion Papers 1058, Cowles Foundation for Research in Economics, Yale University.
    57. Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
    58. Rosa L. Matzkin, 1989. "A Nonparametric Maximum Rank Correlation Estimator," Cowles Foundation Discussion Papers 918, Cowles Foundation for Research in Economics, Yale University.
    59. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
    60. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
    61. PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    62. Mayer, Walter J., 1999. "An extension of the maximum score estimator for disequilibrium models," Economics Letters, Elsevier, vol. 64(2), pages 143-149, August.
    63. de Jong, Robert M., 1996. "The Bierens test under data dependence," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 1-32.
    64. Jenish, Nazgul & Prucha, Ingmar R., 2012. "On spatial processes and asymptotic inference under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 170(1), pages 178-190.
    65. Joris Pinkse & Margaret Slade & Lihong Shen, 2006. "Dynamic Spatial Discrete Choice Using One-step GMM: An Application to Mine Operating Decisions," Spatial Economic Analysis, Taylor & Francis Journals, vol. 1(1), pages 53-99.

  82. Andrews, Donald W. K., 1987. "Asymptotic Results for Generalized Wald Tests," Econometric Theory, Cambridge University Press, vol. 3(3), pages 348-358, June.
    See citations under working paper version above.
  83. Andrews, Donald W K, 1986. "Stability Comparisons of Estimators," Econometrica, Econometric Society, vol. 54(5), pages 1207-1235, September.

    Cited by:

    1. Donald W.K. Andrews, 1982. "Robust and Asymptotically Efficient Estimation of Location in a Stationary Strong Mixing Gaussian Parametric Model," Cowles Foundation Discussion Papers 659, Cowles Foundation for Research in Economics, Yale University.
    2. Ajax Persaud & Javid Zare, 2023. "Institutional varieties, governance quality, and firm‐level innovation in emerging economies: Case of India," Growth and Change, Wiley Blackwell, vol. 54(1), pages 234-259, March.

  84. Donald W. K. Andrews, 1986. "Complete Consistency: A Testing Analogue of Estimator Consistency," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(2), pages 263-269.

    Cited by:

    1. Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
    2. Michael Jansson, 2008. "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 76(5), pages 1103-1142, September.
    3. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    4. Byung-hill Jun & Hosin Song, 2019. "Tests for Detecting Probability Mass Points," Korean Economic Review, Korean Economic Association, vol. 35, pages 205-248.

  85. Andrews, Donald W K, 1986. "A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model," Econometrica, Econometric Society, vol. 54(3), pages 687-698, May.
    See citations under working paper version above.
  86. Andrews, Donald W. K., 1985. "A Zero-One Result for the Least Squares Estimator," Econometric Theory, Cambridge University Press, vol. 1(1), pages 85-96, April.
    See citations under working paper version above.

Software components

    Sorry, no citations of software components recorded.

Chapters

  1. Andrews, Donald W.K., 1986. "Empirical process methods in econometrics," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 37, pages 2247-2294, Elsevier.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

  1. Andrews,Donald W. K. & Stock,James H. (ed.), 2010. "Identification and Inference for Econometric Models," Cambridge Books, Cambridge University Press, number 9780521154741, January.

    Cited by:

    1. Ibirénoyé Romaric Sodjahin & Fabienne Femenia & Obafemi Philippe Koutchade & A. Carpentier, 2022. "On the economic value of the agronomic effects of crop diversification for farmers: estimation based on farm cost accounting data [Valeur économique des effets agronomiques de la diversification de," Working Papers hal-03639951, HAL.
    2. Xiaoqian Liu & Han Li & Yongzhi Sun & Chang’an Wang, 2022. "High‐speed railway and urban productivity disparities," Growth and Change, Wiley Blackwell, vol. 53(2), pages 680-701, June.
    3. Asad Zaman, 2010. "Causal Relations via Econometrics," International Econometric Review (IER), Econometric Research Association, vol. 2(1), pages 36-56, April.
    4. Jeffrey M. Wooldridge, 2015. "Control Function Methods in Applied Econometrics," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 420-445.
    5. Chai, Shijun & Chen, Yang & Huang, Bihong & Ye, Dezhu, 2018. "Social Networks and Informal Financial Inclusion in the People’s Republic of China," ADBI Working Papers 802, Asian Development Bank Institute.

  2. Andrews,Donald W. K. & Stock,James H. (ed.), 2005. "Identification and Inference for Econometric Models," Cambridge Books, Cambridge University Press, number 9780521844413, January.

    Cited by:

    1. Junji Kageyama, 2009. "Happiness and sex difference in life expectancy," MPIDR Working Papers WP-2009-009, Max Planck Institute for Demographic Research, Rostock, Germany.
    2. Huong Thu Le & Ha Trong Nguyen, 2015. "Parental health and children’s cognitive and non-cognitive development: New evidence from the Longitudinal Survey of Australian Children," Bankwest Curtin Economics Centre Working Paper series WP1506, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
    3. Cali, Massimiliano & Menon, Carlo, 2013. "Does urbanization affect rural poverty ? evidence from Indian districts," Policy Research Working Paper Series 6338, The World Bank.
    4. Michael Goujon And Aristide Mabali, 2016. "The Different Impacts Of Different Types Of Natural Resources On Political Institutions In Developing Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(3), pages 1-20, September.
    5. Rufin Baghana & Pierre Mohnen, 2009. "Effectiveness of R&D Tax Incentives in Small and Large Enterprises in Québec," CIRANO Working Papers 2009s-01, CIRANO.
    6. Riccardo Crescenzi & Luisa Gagliardi, 2015. "Moving People with Ideas - Innovation, Inter-regional Mobility and Firm Heterogeneity," SERC Discussion Papers 0174, Centre for Economic Performance, LSE.
    7. Francesco Cinnirella & Erik Hornung, 2011. "Landownership Concentration and the Expansion of Education," Working Papers 0010, European Historical Economics Society (EHES).
    8. Courty, Pascal & Pagliero, Mario, 2007. "Price Variation Antagonism and Firm Pricing Policies," CEPR Discussion Papers 6663, C.E.P.R. Discussion Papers.
    9. Coglianese, John & Davis, Lucas W. & Kilian, Lutz & Stock, James H., 2015. "Anticipation, tax avoidance, and the price elasticity of gasoline demand," CFS Working Paper Series 503, Center for Financial Studies (CFS).
    10. Franzoni, Francesco & Ben-David, Itzhak & Moussawi, Rabih & Sedunov, John, 2019. "The Granular Nature of Large Institutional Investors," CEPR Discussion Papers 13427, C.E.P.R. Discussion Papers.
    11. Linton, Oliver & Srisuma, Sorawoot, 2010. "Semiparametric estimation of Markov decision processeswith continuous state space," LSE Research Online Documents on Economics 58187, London School of Economics and Political Science, LSE Library.
    12. Rockey, James, 2012. "Reconsidering the fiscal effects of constitutions," European Journal of Political Economy, Elsevier, vol. 28(3), pages 313-323.
    13. Berman, Nicolas & Berthou, Antoine & Hericourt, Jerome, 2011. "Export dynamics and sales at home," CEPR Discussion Papers 8684, C.E.P.R. Discussion Papers.
    14. Aparicio Fenoll, Ainhoa & Kuehn, Zoë, 2018. "Immigrant networks and remittances: Cheaper together?," World Development, Elsevier, vol. 111(C), pages 225-245.
    15. Raoul Minetti & Pierluigi Murro & Monica Paiella, 2012. "Ownership Structure, Governance, and Innovation: Evidence from Italy," Working Papers 10, Department of the Treasury, Ministry of the Economy and of Finance.
    16. Jerome Dugan, 2015. "Trends in Managed Care Cost Containment: An Analysis of the Managed Care Backlash," Health Economics, John Wiley & Sons, Ltd., vol. 24(12), pages 1604-1618, December.
    17. Niu, Yi & Ding, Chengri, 2015. "Unemployment matters: Improved measures of labor market distress in mortgage default analysis," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 27-38.
    18. Keith Bender & Colin Green & John Heywood, 2012. "Piece rates and workplace injury: Does survey evidence support Adam Smith?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 25(2), pages 569-590, January.
    19. Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2017. "Fiscal multipliers and foreign holdings of public debt," Economics Working Papers 1610, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
    20. Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon, 2019. "The Costs of Agglomeration: House and Land Prices in French Cities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(4), pages 1556-1589.
    21. Florian LEON, 2018. "Long-Term Finance and Entrepreneurship," DEM Discussion Paper Series 18-01, Department of Economics at the University of Luxembourg.
    22. Salem Abo-Zaid, 2021. "Taxation, credit frictions and the cyclical behavior of the labor wedge," Empirical Economics, Springer, vol. 60(4), pages 1777-1816, April.
    23. Combes, Pierre-Philippe & Gobillon, Laurent, 2015. "The Empirics of Agglomeration Economies," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 247-348, Elsevier.
    24. Mendieta-Muñoz, Ivan, 2017. "On The Interaction Between Economic Growth And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 21(4), pages 982-1022, June.
    25. Baghana, Rufin, 2010. "Public R&D Subsidies and Productivity: Evidence from Firm-Level Data in Quebec," MERIT Working Papers 2010-055, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    26. Carrieri, V.; & Jones, A.M.; & Principe, F.;, 2018. "Health shocks and labour market outcomes: evidence from professional football," Health, Econometrics and Data Group (HEDG) Working Papers 18/01, HEDG, c/o Department of Economics, University of York.
    27. El Montasser, Ghassen, 2014. "The seasonal KPSS Test: some extensions and further results," MPRA Paper 54920, University Library of Munich, Germany.
    28. MacDonald, Ronald & Vieira, Flávio & Damasceno, Aderbal, 2010. "The Role of Institutions in Cross-Section Income and Panel Data Growth Models: A Deeper Investigation on the Weakness and Proliferation of Instruments," SIRE Discussion Papers 2010-50, Scottish Institute for Research in Economics (SIRE).
    29. John Moffat & Duncan Roth, 2013. "The cohort size-wage relationship in Europe," MAGKS Papers on Economics 201346, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    30. Jere R. Behrman & John Hoddinott & John A. Maluccio & Reynaldo Martorell, 2009. "Brains versus Brawn: Labor Market Returns to Intellectual and Health Human Capital in a Poor Developing Country," Middlebury College Working Paper Series 0907, Middlebury College, Department of Economics.
    31. Nielsen, Morten Ørregaard & Frederiksen, Per, 2008. "Finite sample accuracy and choice of sampling frequency in integrated volatility estimation," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 265-286, March.
    32. Mohamed Elheddad & Mohga Bassim & Rizwan Ahmed, 2021. "FDI and economic growth in the GCC: does the oil sector matter?," Economics and Business Letters, Oviedo University Press, vol. 10(3), pages 178-190.
    33. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    34. Zhou, Gaoguang, 2022. "Good for managers, bad for shareholders? The effects of lone-insider boards on excessive corporate social responsibility," Journal of Business Research, Elsevier, vol. 140(C), pages 370-383.
    35. Doan, Tinh, 2011. "Labour market returns to higher education in Vietnam," Economics Discussion Papers 2011-4, Kiel Institute for the World Economy (IfW Kiel).
    36. Luisa Gagliardi & Simona Iammarino & Andrés Rodríguez-Pose, 2021. "Exposure to OFDI and regional labour markets: evidence for routine and non-routine jobs in Great Britain [Who’s got the aces up his sleeve? Functional specialization of cities and entrepreneurship]," Journal of Economic Geography, Oxford University Press, vol. 21(5), pages 783-806.
    37. Patrick M. Kreiser & Pankaj C. Patel & James O. Fiet, 2013. "The Influence of Changes in Social Capital on Firm–Founding Activities," Entrepreneurship Theory and Practice, , vol. 37(3), pages 539-567, May.
    38. Habibov, Nazim, 2016. "Effect of corruption on healthcare satisfaction in post-soviet nations: A cross-country instrumental variable analysis of twelve countries," Social Science & Medicine, Elsevier, vol. 152(C), pages 119-124.
    39. Yana Rubashkina & Marzio Galeotti & Elena Verdolini, 2014. "Environmental Regulation and Competitiveness: Empirical Evidence on the Porter Hypothesis from European Manufacturing Sectors," Working Papers 2014.80, Fondazione Eni Enrico Mattei.
    40. Adamos Adamou & Subash S, 2008. "The Impact of R&D and Foreign Direct Investment on Firm Growth in Emerging-Developing Countries : Evidence from Indian Manufacturing Industries," Development Economics Working Papers 22492, East Asian Bureau of Economic Research.
    41. Ćorić, Bruno & Pugh, Geoff, 2013. "Foreign direct investment and output growth volatility: A worldwide analysis," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 260-271.
    42. Markus Brueckner, 2021. "Infrastructure and Economic Growth," JRFM, MDPI, vol. 14(11), pages 1-13, November.
    43. Montag, Felix, 2022. "Mergers, Foreign Entry, and Jobs: Evidence from the U.S. Appliance Industry," CEPREMAP Working Papers (Docweb) 2207, CEPREMAP.
    44. Zhuang Hong & Wang Miao & Daniels Joseph, 2020. "Foreign Aid and Adolescent Fertility Rate: Cross-Country Evidence," Journal of Globalization and Development, De Gruyter, vol. 11(1), pages 1-35, June.
    45. Mostafa Monzur Hasan & Ahsan Habib & Ruoyun Zhao, 2022. "Corporate reputation risk and cash holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(1), pages 667-707, March.
    46. Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Likelihood inference on semiparametric models with generated regressors," LSE Research Online Documents on Economics 102696, London School of Economics and Political Science, LSE Library.
    47. Thomas Calvo & Emmanuelle Lavallée & Mireille Razafindrakoto & François Roubaud, 2019. "Fear Not For Man ? Armed conflict and social capital in Mali," Post-Print hal-02446972, HAL.
    48. Mantobaye Moundigbaye & William Rea & W. Robert Reed, 2016. "More Evidence On “Which Panel Data Estimator Should I Use?”," Working Papers in Economics 16/18, University of Canterbury, Department of Economics and Finance.
    49. B. Merlevede & Bernhard Michel, 2014. "Downstream Offshoring and Firm-level Employment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/880, Ghent University, Faculty of Economics and Business Administration.
    50. Álvaro Aguirre, 2011. "The Risk of Civil Conflicts as a Determinant of Political Institutions," Working Papers Central Bank of Chile 649, Central Bank of Chile.
    51. Ihlanfeldt, Keith & Mayock, Tom, 2015. "Foreclosures and local government budgets," Regional Science and Urban Economics, Elsevier, vol. 53(C), pages 135-147.
    52. Bernard Fingleton & Simonetta Longhi, 2011. "The Effects of Agglomeration on Wages: Evidence from the Micro-Level," SERC Discussion Papers 0081, Centre for Economic Performance, LSE.
    53. Fiorillo, Damiano & Sabatini, Fabio, 2011. "Structural social capital and health in Italy," MPRA Paper 32392, University Library of Munich, Germany.
    54. Anne‐célia Disdier & Carl Gaigné & Cristina Herghelegiu, 2023. "Do standards improve the quality of traded products?," Post-Print hal-04379781, HAL.
    55. Munemo, Jonathan, 2022. "Export entrepreneurship promotion: The role of regulation-induced time delays and institutions," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 262-275.
    56. Kenneth G. Stewart, 2019. "Suits' Watermelon Model: The Missing Simultaneous Equations Empirical Application," Journal of Economics Teaching, Journal of Economics Teaching, vol. 4(2), pages 115-139, December.
    57. Shafik Hebous & Tom Zimmermann, 2014. "Revisiting the Narrative Approach of Estimating Tax Multipliers," CESifo Working Paper Series 5040, CESifo.
    58. Bennett, Max & Yuan, Yue, 2016. "On the Price Spread of Benchmark Crude Oils: A Spatial Price Equilibrium Model," MPRA Paper 76024, University Library of Munich, Germany.
    59. Sheng-Syan Chen & Chia-Wei Huang & Chuan-Yang Hwang & Yanzhi Wang, 2022. "Voluntary disclosure and corporate innovation," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 1081-1115, April.
    60. Dettling, Lisa J. & Kearney, Melissa S., 2014. "House prices and birth rates: The impact of the real estate market on the decision to have a baby," Journal of Public Economics, Elsevier, vol. 110(C), pages 82-100.
    61. Eleanor Sanderson & Frank Windmeijer, 2013. "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers CWP58/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    62. Luke C. Miller & Daphna Bassok, 2019. "The Effects of Universal Preschool on Grade Retention," Education Finance and Policy, MIT Press, vol. 14(2), pages 149-177, Spring.
    63. Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Sébastien Roux, 2008. "Estimating Agglomeration Economies With History, Geology, And Worker Effects," Working Papers halshs-00347451, HAL.
    64. Maurice J. G. Bun & Frank Windmeijer, 2010. "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
    65. Ghorpade, Yashodhan, 2017. "Extending a Lifeline or Cutting Losses? The Effects of Conflict on Household Receipts of Remittances in Pakistan," World Development, Elsevier, vol. 99(C), pages 230-252.
    66. Jiejing Wang, 2020. "Urban government capacity and economic performance: An analysis of Chinese cities," Environment and Planning A, , vol. 52(5), pages 981-1004, August.
    67. Guillaume Daudin & Raphaël Franck & Hillel Rapoport, 2018. "Can internal migration foster the convergence in regional fertility rates? Evidence from 19th century France," Post-Print hal-01830768, HAL.
    68. Hadri, Kaddour & Kurozumi, Eiji, 2012. "A simple panel stationarity test in the presence of serial correlation and a common factor," Economics Letters, Elsevier, vol. 115(1), pages 31-34.
    69. David I. Stern & Jeremy van Dijk, 2016. "Economic growth and global particulate pollution concentrations," CCEP Working Papers 1604, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
    70. Ueki, Yasushi, 2013. "Formation of supply chain collaboration and firm performance in the Thai automotive and electronics industries," IDE Discussion Papers 415, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    71. Frederick Van der Ploeg & Steven Poelhekke, 2010. "The Pungent Smell of "Red Herrings": Subsoil Assets, Rents, Volatility and the Resource Curse," CESifo Working Paper Series 3013, CESifo.
    72. Francisco Gallego & José Tessada, 2010. "Sudden Stops, Financial Frictions, and Labor Market Flows: Evidence from Latin America," Working Papers ClioLab 10, EH Clio Lab. Instituto de Economía. Pontificia Universidad Católica de Chile.
    73. Quang Tran, Tuyen & Van Vu, Huong, 2019. "The impact of land fragmentation on household income: Evidence from rural Vietnam," MPRA Paper 98171, University Library of Munich, Germany, revised 2019.
    74. Jennifer Hunt, 2012. "The Impact of Immigration on the Educational Attainment of Natives," NBER Working Papers 18047, National Bureau of Economic Research, Inc.
    75. Céline Carrère & Marcelo Olarreaga & Damian Raess, 2022. "Labor clauses in trade agreements: Hidden protectionism?," Post-Print hal-04307137, HAL.
    76. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
    77. Worm, Stefan & Srivastava, Rajendra K., 2014. "Impact of component supplier branding on profitability," International Journal of Research in Marketing, Elsevier, vol. 31(4), pages 409-424.
    78. Konstantinos Angelopoulos & George Economides, "undated". "Fiscal Policy, Rent Seeking and Growth under Electoral Uncertainty Theory and Evidence from the OECD," Working Papers 2007_28, Business School - Economics, University of Glasgow, revised Apr 2008.
    79. Michael D. Bordo & Pierre L. Siklos, 2015. "Central Bank Credibility: An Historical and Quantitative Exploration," NBER Working Papers 20824, National Bureau of Economic Research, Inc.
    80. Burke, Paul J. & Leigh, Andrew, 2010. "Do Output Contractions Trigger Democratic Change?," IZA Discussion Papers 4808, Institute of Labor Economics (IZA).
    81. Francesc Ortega & Giovanni Peri, 2016. "Openness and income: The roles of trade and migration," World Scientific Book Chapters, in: The Economics of International Migration, chapter 10, pages 309-329, World Scientific Publishing Co. Pte. Ltd..
    82. Cohen-Zada, Danny & Gradstein, Mark & Reuven, Ehud, 2009. "Class Size and the Regression Discontinuity Design: The Case of Public Schools," IZA Discussion Papers 4679, Institute of Labor Economics (IZA).
    83. Gilles Duranton & Matthew A. Turner, 2011. "The Fundamental Law of Road Congestion: Evidence from US Cities," American Economic Review, American Economic Association, vol. 101(6), pages 2616-2652, October.
    84. Tansel, Aysit & Keskin, Halil Ibrahim, 2017. "Education Effects on Days Hospitalized and Days Out of Work by Gender: Evidence from Turkey," MPRA Paper 83227, University Library of Munich, Germany.
    85. Jonathan R. W. Temple & Nicolas Van de Sijpe, 2014. "Foreign Aid and Domestic Absorption," CSAE Working Paper Series 2014-01, Centre for the Study of African Economies, University of Oxford.
    86. Eric Fesselmeyer & Kiat Ying Seah, 2018. "Individual Payoffs and the Effect of Homeownership on Social Capital Investment," Journal of Housing Research, Taylor & Francis Journals, vol. 27(1), pages 59-78, January.
    87. Timothy Tyler Brown & Erin Dela Cruz & Stephen Scott Brown, 2011. "The effect of dental care on cardiovascular disease outcomes: an application of instrumental variables in the presence of heterogeneity and self‐selection," Health Economics, John Wiley & Sons, Ltd., vol. 20(10), pages 1241-1256, October.
    88. Robert MacCulloch & Silvia Pezzini, 2002. "The Role of Freedom, Growth and Religion in the Taste for Revolution," STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers 36, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    89. Fabio Pieri & Enrico Zaninotto, 2013. "Vertical integration and efficiency: an application to the Italian machine tool industry," Small Business Economics, Springer, vol. 40(2), pages 397-416, February.
    90. Le, Huong & Nguyen, Ha, 2015. "Intergenerational transmission in health: Causal estimates from fixed effects instrumental variables models for two cohorts of Australian children," MPRA Paper 68175, University Library of Munich, Germany.
    91. Cohen-Zada, Danny & Elder, Todd, 2009. "Historical religious concentrations and the effects of Catholic schooling," Journal of Urban Economics, Elsevier, vol. 66(1), pages 65-74, July.
    92. David A. Keiser, 2018. "The Missing Benefits of Clean Water and the Role of Mismeasured Pollution," Center for Agricultural and Rural Development (CARD) Publications 18-wp581, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    93. G. Gulsun Arikan, 2008. "How Privatizations Affect the Level of Perceived Corruption," Public Finance Review, , vol. 36(6), pages 706-727, November.
    94. Filipe Campante & Quoc-Anh Do, 2014. "Isolated Capital Cities, Accountability and Corruption: Evidence from US States," SciencePo Working papers Main hal-03393022, HAL.
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    1033. M. Shahe, Emran & Asadul, Islam & Forhad, Shilpi, 2018. "Distributional Effects of Corruption When Enforcement is Biased: Theory and Evidence from Bribery in Schools in Bangladesh," MPRA Paper 84637, University Library of Munich, Germany.
    1034. Guna Raj Bhatta, 2018. "External sector liberalization, financial development and income in South Asia," Asia-Pacific Sustainable Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 25(1), pages 37-56, June.
    1035. Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2019. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
    1036. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    1037. Njuki, Eric, 2021. "Nonlinear weather and climate-induced effects on hired farm labor wages: Evidence from the U.S. Cornbelt," 2021 Annual Meeting, August 1-3, Austin, Texas 313959, Agricultural and Applied Economics Association.
    1038. Fløgstad, Cathrin N. & Nordtveit, Ingvild, 2014. "Lending to developing countries: How do official creditors respond to sovereign defaults?," Working Papers in Economics 01/14, University of Bergen, Department of Economics.
    1039. Geishecker, Ingo, 2009. "Perceived job insecurity and well-being revisited: Towards conceptual clarity," University of Göttingen Working Papers in Economics 90, University of Goettingen, Department of Economics.
    1040. Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
    1041. Dang,Hai-Anh H. & Lanjouw,Peter F., 2013. "Measuring poverty dynamics with synthetic panels based on cross-sections," Policy Research Working Paper Series 6504, The World Bank.
    1042. Filipe Sardo & Elisabete S. Vieira & Zélia Serrasqueiro, 2022. "The role of gender and succession on the debt adjustments of family firm capital structure," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 349-372, June.
    1043. Kruse, Hendrik W. & Martínez-Zarzoso, Inma & Baghdadi, Leila, 2021. "Standards and political connections: Evidence from Tunisia," Journal of Development Economics, Elsevier, vol. 153(C).
    1044. Rüth, Sebastian K., 2020. "Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?," Journal of International Economics, Elsevier, vol. 126(C).
    1045. Li, Hongbin & Ma, Yueyuan & Meng, Lingsheng & Qiao, Xue & Shi, Xinzheng, 2017. "Skill complementarities and returns to higher education: Evidence from college enrollment expansion in China," China Economic Review, Elsevier, vol. 46(C), pages 10-26.
    1046. Sharon N. Kioko & Christine R. Martell, 2012. "Impact of State-Level Tax and Expenditure Limits (TELs) on Government Revenues and Aid to Local Governments," Public Finance Review, , vol. 40(6), pages 736-766, November.
    1047. Jonas Krämer & Jonas Schreyögg, 2019. "Demand-side determinants of rising hospital admissions in Germany: the role of ageing," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(5), pages 715-728, July.
    1048. Nancy McCarthy & Talip Kilic, 2015. "The nexus between gender, collective action for public goods and agriculture: evidence from Malawi," Agricultural Economics, International Association of Agricultural Economists, vol. 46(3), pages 375-402, May.
    1049. Jeon, Bang & Wu, Ji & Chen, Minghua & Wang, Rui, 2016. "Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies," School of Economics Working Paper Series 2016-14, LeBow College of Business, Drexel University.
    1050. Carrión-Flores, Carmen E. & Innes, Robert & Sam, Abdoul G., 2013. "Do voluntary pollution reduction programs (VPRs) spur or deter environmental innovation? Evidence from 33/50," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 444-459.
    1051. Christine Moorman & Rosellina Ferraro & Joel Huber, 2012. "Unintended Nutrition Consequences: Firm Responses to the Nutrition Labeling and Education Act," Marketing Science, INFORMS, vol. 31(5), pages 717-737, September.
    1052. Susanne Prantl & Alexandra Spitz-Oener, 2020. "The Impact of Immigration on Competing Natives' Wages: Evidence from German Reunification," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 79-97, March.
    1053. Dang, Duc Anh, 2010. "The long term impact of Vietnam war's veteran on economic governance," MPRA Paper 26347, University Library of Munich, Germany, revised 30 May 2011.
    1054. Peters, Bettina & Dachs, Bernhard & Dünser, Martina & Hud, Martin & Köhler, Christian & Rammer, Christian, 2014. "Firm growth, innovation and the business cycle: Background report for the 2014 competitiveness report," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 110577.
    1055. Hymel, Kent, 2009. "Does traffic congestion reduce employment growth?," Journal of Urban Economics, Elsevier, vol. 65(2), pages 127-135, March.
    1056. Mosfequs Salehin & Robert Breunig, 2012. "The immigrant wage gap and assimilation in Australia: the impact of unobserved heterogeneity," CEPR Discussion Papers 661, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    1057. Audrino, Francesco & Corsi, Fulvio, 2010. "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2372-2382, November.
    1058. Ali, Mir M. & Amialchuk, Aliaksandr & Rizzo, John A., 2012. "The influence of body weight on social network ties among adolescents," Economics & Human Biology, Elsevier, vol. 10(1), pages 20-34.
    1059. Nattavudh Powdthavee, 2010. "How much does money really matter? Estimating the causal effects of income on happiness," Empirical Economics, Springer, vol. 39(1), pages 77-92, August.
    1060. Bilanakos, Christos & Heywood, John S. & Sessions, John & Theodoropoulos, Nikolaos, 2018. "Does demand for product quality increase worker training?," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 159-177.
    1061. Puga, Diego & De la Roca, Jorge, 2012. "Learning by working in big cities," CEPR Discussion Papers 9243, C.E.P.R. Discussion Papers.
    1062. Wen Chen & Robert Inklaar, 2016. "Productivity spillovers of organization capital," Journal of Productivity Analysis, Springer, vol. 45(3), pages 229-245, June.
    1063. Amior, Michael & Manning, Alan, 2015. "The persistence of local joblessness," LSE Research Online Documents on Economics 62590, London School of Economics and Political Science, LSE Library.
    1064. Roberto Dell’Anno & Désirée Teobaldelli, 2015. "Keeping both corruption and the shadow economy in check: the role of decentralization," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(1), pages 1-40, February.
    1065. Daniel G. Chatman & Robert B. Noland, 2014. "Transit Service, Physical Agglomeration and Productivity in US Metropolitan Areas," Urban Studies, Urban Studies Journal Limited, vol. 51(5), pages 917-937, April.
    1066. Bester, C. Alan & Hansen, Christian B., 2016. "Grouped effects estimators in fixed effects models," Journal of Econometrics, Elsevier, vol. 190(1), pages 197-208.
    1067. Dao, Nguyen Dinh, 2020. "Does the microcredit intervention change the life of the low- and middle-income households in rural Vietnam? Evidence from panel data," World Development Perspectives, Elsevier, vol. 20(C).
    1068. Andreou, Elena & Ghysels, Eric, 2021. "Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors," Journal of Econometrics, Elsevier, vol. 220(2), pages 366-398.
    1069. Abel Rodríguez Tirado & Marcelo Delajara & Federico Hernández Álvarez, 2016. "Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2016), pages 167-182, October.
    1070. Michalis Nikiforos & Duncan Foley, 2011. "Distribution and Capacity: Conceptual Issues and Empirical Evidence September," Working Papers 1105, New School for Social Research, Department of Economics.
    1071. Robert Moffit, 2007. "Estimating Marginal Treatment Effects in Heterogeneous Populations," Economics Working Paper Archive 539, The Johns Hopkins University,Department of Economics.
    1072. Howard S. Bloom & Rebecca Unterman & Pei Zhu & Sean F. Reardon, 2020. "Lessons from New York City's Small Schools of Choice about High School Features that Promote Graduation for Disadvantaged Students," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 39(3), pages 740-771, June.
    1073. Michael D. Bordo & Pierre L. Siklos, 2017. "Central Bank Credibility before and after the Crisis," Open Economies Review, Springer, vol. 28(1), pages 19-45, February.
    1074. Adrianna Bella & Temesgen Kifle & Kam Ki Tang, 2021. "Smoke gets in your shape: The effects of smoking on body weight in Indonesia," Discussion Papers Series 646, School of Economics, University of Queensland, Australia.
    1075. Firpo, Sergio Pinheiro & Pinto, Rafael de Carvalho Cayres, 2012. "Combining Strategies for the Estimation of Treatment Effects," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(1), March.
    1076. Jingoo Kang & Sang‐Joon Kim, 2020. "Performance implications of incremental transition and discontinuous jump between exploration and exploitation," Strategic Management Journal, Wiley Blackwell, vol. 41(6), pages 1083-1111, June.
    1077. Weber, Jeremy G., 2014. "A decade of natural gas development: The makings of a resource curse?," Resource and Energy Economics, Elsevier, vol. 37(C), pages 168-183.
    1078. Lucifora, Claudio & Meurs, Dominique, 2012. "Family Values, Social Needs and Preferences for Welfare," IZA Discussion Papers 6977, Institute of Labor Economics (IZA).
    1079. Dominik Gutt & Philipp Herrmann & Mohammad S. Rahman, 2019. "Crowd-Driven Competitive Intelligence: Understanding the Relationship Between Local Market Competition and Online Rating Distributions," Information Systems Research, INFORMS, vol. 30(3), pages 980-994, September.
    1080. Khadija S. Almaghrabi & Kwaku Opong & Ioannis Tsalavoutas, 2021. "Compliance with pension‐related mandatory disclosures and debt financing," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(1-2), pages 148-184, January.
    1081. Evans Jadotte & Xavier Ramos, 2016. "The Effect of Remittances on Labour Supply in the Republic of Haiti," Journal of Development Studies, Taylor & Francis Journals, vol. 52(12), pages 1810-1825, December.
    1082. Vaona, Andrea, 2014. "The price-price Phillips curve in small open economies and monetary unions: Theory and empirics," Kiel Working Papers 1904, Kiel Institute for the World Economy (IfW Kiel).
    1083. Maria Garrone & Dorien Emmers & Alessandro Olper & Jo Swinnen, 2018. "Jobs and agricultural policy: impact of the common agricultural policy on EU agricultural employment," Working Papers of LICOS - Centre for Institutions and Economic Performance 633391, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance.
    1084. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2016. "A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching," Journal of Econometrics, Elsevier, vol. 190(2), pages 252-266.
    1085. Richard Kofi Akoto & Charles Adjasi, 2020. "External credit and export decision: Evidence from Nigeria," African Development Review, African Development Bank, vol. 32(4), pages 540-550, December.
    1086. Verwimp, Philip, 2012. "Undernutrition, subsequent risk of mortality and civil war in Burundi," Economics & Human Biology, Elsevier, vol. 10(3), pages 221-231.
    1087. Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
    1088. Morgenroth, Edgar & O'Brien, Martin, 2008. "Some Further Results on the Impact of Migrants on Trade," Papers DYNREG26, Economic and Social Research Institute (ESRI).
    1089. Stiebale, Joel & Haucap, Justus, 2013. "How Mergers A ffect Innovation: Theory and Evidence," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79831, Verein für Socialpolitik / German Economic Association.
    1090. Benedikt Heid & Raúl Mínguez & Asier Minondo, 2021. "Is competition from China so special?," The World Economy, Wiley Blackwell, vol. 44(1), pages 64-88, January.
    1091. Jonathan Siverskog & Martin Henriksson, 2019. "Estimating the marginal cost of a life year in Sweden’s public healthcare sector," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(5), pages 751-762, July.
    1092. Ghisetti, Claudia & Montresor, Sandro & Vezzani, Antonio, 2021. "Design and environmental technologies: Does ‘green-matching’ actually help?," Research Policy, Elsevier, vol. 50(5).
    1093. Linda T. M. Bui & Samuel Kapon, 2010. "The Impact of Voluntary Programs on Polluting Behavior: Evidence from Pollution Prevention Programs and Toxic Releases," Working Papers 40, Brandeis University, Department of Economics and International Business School, revised Nov 2011.
    1094. Zhang, Chris H. & Frijns, Bart, 2019. "Noise trading and informational efficiency," EconStor Preprints 198037, ZBW - Leibniz Information Centre for Economics.
    1095. Bartram, Söhnke M., 2019. "Corporate hedging and speculation with derivatives," Journal of Corporate Finance, Elsevier, vol. 57(C), pages 9-34.
    1096. Peter Reinhard Hansen & Guillaume Horel, 2009. "Quadratic Variation by Markov Chains," CREATES Research Papers 2009-13, Department of Economics and Business Economics, Aarhus University.
    1097. Shaun Larcom & Terry Gevelt, 2019. "Do Voluntary Commons Associations Deliver Sustainable Grazing Outcomes? An Empirical Study of England," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 51-74, May.
    1098. Yashodhan Ghorpade, 2016. "Calamity, Conflict and Cash Transfers: How Violence Affects Access to Aid in Pakistan," HiCN Working Papers 223, Households in Conflict Network.
    1099. Roberto A. De Santis & Fédéric Holm‐Hadulla, 2020. "Flow Effects of Central Bank Asset Purchases on Sovereign Bond Prices: Evidence from a Natural Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1467-1491, September.
    1100. Archana Dang & Pushkar Maitra & Nidhiya Menon, 2017. "Labor Market Engagement and the Health of Working Adults: Evidence from India," Working Papers id:12218, eSocialSciences.
    1101. Komunjer, Ivana, 2009. "Global identification of the semiparametric Box-Cox model," Economics Letters, Elsevier, vol. 104(2), pages 53-56, August.
    1102. Kocherlakota, Narayana R., 2020. "Analytical formulae for accurately sized t-tests in the single instrument case," Economics Letters, Elsevier, vol. 189(C).
    1103. Rezwanul Hasan Rana & Khorshed Alam & Jeff Gow, 2020. "The Impact of Immigration on Public and Out-of-Pocket Health Expenditure in OECD Countries," Journal of International Migration and Integration, Springer, vol. 21(2), pages 485-508, June.
    1104. Boockmann, Bernhard & Thomsen, Stephan L. & Walter, Thomas, 2009. "Intensifying the Use of Benefit Sanctions: An Effective Tool to Shorten Welfare Receipt and Speed Up Transitions to Employment?," IZA Discussion Papers 4580, Institute of Labor Economics (IZA).
    1105. Cohen-Zada, D., 2009. "An alternative instrument for private school competition," Economics of Education Review, Elsevier, vol. 28(1), pages 29-37, February.
    1106. Chuhui Li & Donald S Poskitt & Frank Windmeijer & Xueyan Zhao, 2019. "Binary Outcomes, OLS, 2SLS and IV Probit," Monash Econometrics and Business Statistics Working Papers 5/19, Monash University, Department of Econometrics and Business Statistics.
    1107. Adelaide Baronchelli & Roberto Ricciuti, 2018. "Climate change, rice production, and migration in Vietnamese households," WIDER Working Paper Series wp-2018-86, World Institute for Development Economic Research (UNU-WIDER).
    1108. Iglesias Emma M., 2011. "Constrained k-class Estimators in the Presence of Weak Instruments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-13, September.
    1109. Koo, Tay T.R. & Lim, Christine & Dobruszkes, Frédéric, 2017. "Causality in direct air services and tourism demand," Annals of Tourism Research, Elsevier, vol. 67(C), pages 67-77.
    1110. Craig E. Landry & Dylan Turner & Daniel Petrolia, 2021. "Flood Insurance Market Penetration and Expectations of Disaster Assistance," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 79(2), pages 357-386, June.
    1111. Chris Forman & Nicolas van Zeebroeck, 2012. "From Wires to Partners: How the Internet Has Fostered R&D Collaborations Within Firms," Management Science, INFORMS, vol. 58(8), pages 1549-1568, August.
    1112. Bellucci, Andrea & Borisov, Alexander & Giombini, Germana & Zazzaro, Alberto, 2019. "Collateralization and distance," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 205-217.
    1113. Ha Thanh Nguyen & Balachandran Muniandy, 2021. "Gender, ethnicity and stock liquidity: evidence from South Africa," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2337-2377, April.
    1114. Trifkovic, Neda, 2015. "Vertical Coordination and Aquaculture Farm Performance: The Case of Catfish Sector in Vietnam," 2015 Conference, August 9-14, 2015, Milan, Italy 211930, International Association of Agricultural Economists.
    1115. Ildefonso Mendez & Isabel Cutillas, 2014. "Has immigration affected Spanish presidential elections results?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 27(1), pages 135-171, January.
    1116. Bo E. Honoré & Michaela Kesina, 2017. "Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 543-558, October.
    1117. Paciorek, Andrew, 2013. "Supply constraints and housing market dynamics," Journal of Urban Economics, Elsevier, vol. 77(C), pages 11-26.
    1118. Andrikopoulos, Andreas & Merika, Anna A. & Triantafyllou, Anna & Merikas, Andreas G., 2013. "Internet disclosure and corporate performance: A case study of the international shipping industry," Transportation Research Part A: Policy and Practice, Elsevier, vol. 47(C), pages 141-152.
    1119. Bellucci, Andrea & Borisov, Alexander & Giombini, Germana & Zazzaro, Alberto, 2015. "Collateral and Local Lending: Testing the Lender-Based Theory," HIT-REFINED Working Paper Series 21, Institute of Economic Research, Hitotsubashi University.
    1120. Dhammika Dharmapala & C. Fritz Foley & Kristin J. Forbes, 2011. "Watch What I Do, Not What I Say: The Unintended Consequences of the Homeland Investment Act," Journal of Finance, American Finance Association, vol. 66(3), pages 753-787, June.
    1121. Peter Eppinger & Niklas Potrafke, 2015. "Did Globalization Influence Credit Market Deregulation," CESifo Working Paper Series 5374, CESifo.
    1122. Marco Battaglini & Valerio Leone Sciabolazza & Eleonora Patacchini, 2020. "Effectiveness of Connected Legislators," American Journal of Political Science, John Wiley & Sons, vol. 64(4), pages 739-756, October.
    1123. Attar, Itay & Cohen-Zada, Danny, 2018. "The effect of school entrance age on educational outcomes: Evidence using multiple cutoff dates and exact date of birth," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 38-57.
    1124. Angelopoulos, Konstantinos & Davies, Althea & Hamilton, Alastair & Hanley, Nicholas & Ross, Alasdair & Tinch, Dugald & Watson, Fiona, 2008. "Economic determinants of biodiversity change over a 400 year period in the Scottish uplands," Stirling Economics Discussion Papers 2008-01, University of Stirling, Division of Economics.
    1125. Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation for Research in Economics, Yale University.
    1126. Gelo, Dambala & Muchapondwa, Edwin & Koch, Steven F., 2016. "Decentralization, market integration and efficiency-equity trade-offs: Evidence from Joint Forest Management in Ethiopian villages," Journal of Forest Economics, Elsevier, vol. 22(C), pages 1-23.
    1127. Crescenzi, Riccardo & Gagliardi, Luisa & Orrù, Enrico, 2016. "Learning mobility grants and skill (mis)matching in the labour market: the case of the 'Master and Back' programme," LSE Research Online Documents on Economics 87608, London School of Economics and Political Science, LSE Library.
    1128. Knoben, Joris & Bakker, Rene M., 2019. "The guppy and the whale: Relational pluralism and start-ups' expropriation dilemma in partnership formation," Journal of Business Venturing, Elsevier, vol. 34(1), pages 103-121.
    1129. Christine Laudenbach & Jenny Pirschel & Stephan Siegel, 2018. "Personal Communication in an Automated World: Evidence from Loan Repayments," CESifo Working Paper Series 7295, CESifo.
    1130. Alexander Smith, 2013. "Estimating the causal effect of beliefs on contributions in repeated public good games," Experimental Economics, Springer;Economic Science Association, vol. 16(3), pages 414-425, September.
    1131. Pantelis Kazakis, 2019. "On the nexus between innovation, productivity and migration of US university graduates," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(4), pages 465-485, October.
    1132. James Dzansi, 2013. "Do remittance inflows promote manufacturing growth?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 51(1), pages 89-111, August.
    1133. Michael Ryan, 2020. "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics 20/11, University of Waikato.
    1134. Gorry, Devon, 2017. "The impact of grade ceilings on student grades and course evaluations: Evidence from a policy change," Economics of Education Review, Elsevier, vol. 56(C), pages 133-140.
    1135. Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012. "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
    1136. Adams, Richard H., Jr. & Cuecuecha, Alfredo & Page, John, 2008. "The impact of remittances on poverty and inequality in Ghana," Policy Research Working Paper Series 4732, The World Bank.
    1137. Ng, Travis & Yu, Linhui, 2014. "Which types of institutions hinder productivity among private manufacturing firms in China?," China Economic Review, Elsevier, vol. 31(C), pages 17-31.
    1138. Aysıt Tansel & Deniz Karaoğlan, 2019. "The Effect of Education on Health Behaviors and Obesity in Turkey: Instrumental Variable Estimates from a Developing Country," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 31(5), pages 1416-1448, December.
    1139. Hwang, Hyoseok (David) & Kim, Hyun-Dong & Kim, Taeyeon, 2020. "The blind power: Power-led CEO overconfidence and M&A decision making," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    1140. Rahel Aichele, 2013. "Trade, Climate Policy and Carbon Leakage - Theory and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 49, May.
    1141. Theodore Kury, 2013. "Price effects of independent transmission system operators in the United States electricity market," Journal of Regulatory Economics, Springer, vol. 43(2), pages 147-167, April.
    1142. Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007. "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 650, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    1143. Luca, Michael & Malhotra, Deepak & Poliquin, Christopher, 2020. "The impact of mass shootings on gun policy," Journal of Public Economics, Elsevier, vol. 181(C).
    1144. Martin Falk, 2014. "Corporate patents and knowledge sourcing from universities," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(1), pages 83-100, February.
    1145. Kathleen Beegle & Joachim Weerdt & Stefan Dercon, 2010. "Orphanhood and human capital destruction: Is there persistence into adulthood?," Demography, Springer;Population Association of America (PAA), vol. 47(1), pages 163-180, February.
    1146. Narjess Boubakri & Jean-Claude Cosset & Nassima Debab & Pascale Valéry, 2011. "Privatization and Globalization: an Empirical Analysis," Cahiers de recherche 1130, CIRPEE.
    1147. Alessio D’Ignazio & Carlo Menon, 2020. "Causal Effect of Credit Guarantees for Small‐ and Medium‐Sized Enterprises: Evidence from Italy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 191-218, January.
    1148. Frijns, Bart & Dodd, Olga & Cimerova, Helena, 2016. "The impact of cultural diversity in corporate boards on firm performance," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 521-541.
    1149. Qiao, Kunyuan & Dowell, Glen, 2022. "Environmental concerns, income inequality, and purchase of environmentally-friendly products: A longitudinal study of U.S. counties (2010-2017)," Research Policy, Elsevier, vol. 51(4).
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    1151. Alfred Appiah & Wiktor Adamowicz & Patrick Lloyd-Smith & Diane Dupont, 2019. "Reliability of Drinking Water: Risk Perceptions and Economic Value," Water Economics and Policy (WEP), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-27, April.
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    1153. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous effects of high school peers on educational outcomes," Ruhr Economic Papers 612, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    1154. Aquaro, M., 2013. "Pairwise difference estimation of linear panel data," Other publications TiSEM 2786f9bb-fbe1-4bac-8efc-b, Tilburg University, School of Economics and Management.
    1155. Oprica, Silviu & Weistroffer, Christian, 2019. "Institutional presence in secondary bank bond markets: how does it affect liquidity and volatility?," Working Paper Series 2276, European Central Bank.
    1156. Ariel H. Fambeu, 2019. "Peer Effect and Environmental Responsibility of Enterprises in a Sub-Saharan African Country," Economics Bulletin, AccessEcon, vol. 39(2), pages 1084-1094.
    1157. Asuyama, Yoko, 2016. "Delegation to workers across countries and industries : social capital and coordination needs matter," IDE Discussion Papers 620, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    1158. Granlund, David & Chuc, Nguyen T. & Phuc, Ho D. & Lindholm, Lars, 2010. "Inequality in mortality in Vietnam during a period of rapid transition," Social Science & Medicine, Elsevier, vol. 70(2), pages 232-239, January.
    1159. Nguyen, Ha Trong & Mitrou, Francis & Zubrick, Stephen R., 2021. "Retirement, housing mobility, downsizing and neighbourhood quality - A causal investigation," GLO Discussion Paper Series 882, Global Labor Organization (GLO).
    1160. Outes, Ingo & Porter, Catherine & Sanchez, Alan & Escobal, Javier, 2011. "Early Nutrition and Cognition in Peru: A Within-Sibling Investigation," Working Papers 2011-017, Banco Central de Reserva del Perú.
    1161. Shijun Ding & Laura Meriluoto & W. Robert Reed & Daoyun Tao & Haitao Wu, 2010. "The Impact of Agricultural Technology Adoption of Income Inequality in Rural China," Working Papers in Economics 10/41, University of Canterbury, Department of Economics and Finance.
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    1299. Desiderio Romero-Jordán & María Delgado-Rodríguez & Inmaculada Álvarez-Ayuso & Sonia Lucas-Santos, 2014. "Assessment of the public tools used to promote R&D investment in Spanish SMEs," Small Business Economics, Springer, vol. 43(4), pages 959-976, December.
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    1304. Hoang, Phi Cong & McGuire, William & Prakash, Aseem, 2018. "Reducing Toxic Chemical Pollution in Response to Multiple Information Signals: The 33/50 Voluntary Program and Toxicity Disclosures," Ecological Economics, Elsevier, vol. 146(C), pages 193-202.
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    1308. Etienne Lehmann & Claudio Lucifora & Simone Moriconi & Bruno Van der Linden, 2013. "Beyond the Labour Income Tax Wedge: The Unemployment-Reducing Effect of Tax Progressivity," CESifo Working Paper Series 4348, CESifo.
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    1310. Trogdon, Justin G. & Nonnemaker, James & Pais, Joanne, 2008. "Peer effects in adolescent overweight," Journal of Health Economics, Elsevier, vol. 27(5), pages 1388-1399, September.
    1311. Kilian, Lutz, 2007. "The Economic Effects of Energy Price Shocks," CEPR Discussion Papers 6559, C.E.P.R. Discussion Papers.
    1312. Xu, Jin, 2012. "Profitability and capital structure: Evidence from import penetration," Journal of Financial Economics, Elsevier, vol. 106(2), pages 427-446.
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    1314. Tian, Xuan, 2011. "The causes and consequences of venture capital stage financing," Journal of Financial Economics, Elsevier, vol. 101(1), pages 132-159, July.
    1315. Dimitrios Nikolaou, 2022. "Identifying the effects of bullying victimization on schooling," Contemporary Economic Policy, Western Economic Association International, vol. 40(1), pages 162-189, January.
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    1325. Milner, Allison & Aitken, Zoe & Kavanagh, Anne & LaMontagne, Anthony D. & Petrie, Dennis, 2017. "Status inconsistency and mental health: A random effects and instrumental variables analysis using 14 annual waves of cohort data," Social Science & Medicine, Elsevier, vol. 189(C), pages 129-137.
    1326. Jahn, Elke & Pozzoli, Dario, 2011. "Does the Sector Experience Affect the Pay Gap for Temporary Agency Workers?," Working Papers 11-9, University of Aarhus, Aarhus School of Business, Department of Economics.
    1327. Johannes Rincke & Christian Traxler, 2009. "Deterrence through Word of Mouth," CESifo Working Paper Series 2549, CESifo.
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    1329. B Ferreira Neto, Amir, 2018. "Do public libraries impact local labor markets? Evidence from Appalachia," MPRA Paper 89584, University Library of Munich, Germany.
    1330. Kim Huynh & Philipp Schmidt-Dengler & Helmut Stix, 2014. "The Role of Card Acceptance in the Transaction Demand for Money," Staff Working Papers 14-44, Bank of Canada.
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    1343. Jahn, Elke J. & Pozzoli, Dario, 2013. "The pay gap of temporary agency workers — Does the temp sector experience pay off?," Labour Economics, Elsevier, vol. 24(C), pages 48-57.
    1344. Giuseppe Ragusa, 2011. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, vol. 30(4), pages 406-456, August.
    1345. Borowiecki, Karol Jan & Kavetsos, Georgios, 2015. "In fatal pursuit of immortal fame: Peer competition and early mortality of music composers," Discussion Papers on Economics 6/2015, University of Southern Denmark, Department of Economics.
    1346. Shameen Prashantham & Julian Birkinshaw, 2015. "Choose Your Friends Carefully: Home-Country Ties and New Venture Internationalization," Management International Review, Springer, vol. 55(2), pages 207-234, April.
    1347. Moscone, Francesco & Tosetti, Elisa & Vittadini, Giorgio, 2015. "The Impact of Precarious Employment on Mental Health: the Case of Italy," MPRA Paper 61405, University Library of Munich, Germany.
    1348. Evan Wigton-Jones, 2020. "Legacies of inequality: the case of Brazil," Journal of Economic Growth, Springer, vol. 25(4), pages 455-501, December.
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    1350. Arif Khurshed & Abdulkadir Mohamed & Armin Schwienbacher & Fan Wang, 2020. "Do venture capital firms benefit from international syndicates?," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(6), pages 986-1007, August.
    1351. Jennifer M. Mellor & Beth A. Freeborn, 2009. "Religious Participation and Risky Health Behaviors among Adolescents," Working Papers 86, Department of Economics, College of William and Mary.
    1352. Amissah, Emmanuel & Bougheas, Spiro & Defever, Fabrice & Falvey, Rod, 2016. "Financial system architecture and the patterns ofinternational trade," LSE Research Online Documents on Economics 69016, London School of Economics and Political Science, LSE Library.
    1353. van Criekingen, Kristof & Freel, Mark & Czarnitzki, Dirk, 2021. "Open innovation deficiency: Evidence on project abandonment and delay," ZEW Discussion Papers 21-006, ZEW - Leibniz Centre for European Economic Research.
    1354. Cook, David, 2009. "The puzzling dual of the uncovered interest parity puzzle evidence from Pacific Rim capital flows," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 449-456, June.
    1355. Jason M. Fletcher & Steven F. Lehrer, 2009. "Using Genetic Lotteries within Families to Examine the Causal Impact of Poor Health on Academic Achievement," NBER Working Papers 15148, National Bureau of Economic Research, Inc.
    1356. Meta Brown & Sarah Stein & Basit Zafar, 2015. "The Impact of Housing Markets on Consumer Debt: Credit Report Evidence from 1999 to 2012," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 175-213, March.
    1357. Vinod Mishra & Russell Smyth, 2012. "Work Hours in Chinese Enterprises: Evidence From Matched Employer-Employee Data," Monash Economics Working Papers 10-12, Monash University, Department of Economics.
    1358. Kyriacou, Andreas, 2015. "Individualism-Collectivism, Governance and Economic Development," MPRA Paper 65151, University Library of Munich, Germany.
    1359. Rajeev K. Goel & Ummad Mazhar & James W. Saunoris, 2021. "Identifying the corrupt cog in the wheel: Dimensions of supply chain logistics and cross‐country corruption," Australian Economic Papers, Wiley Blackwell, vol. 60(4), pages 693-709, December.
    1360. Fredriksson, Per & Mamun, Khawaja, 2009. "Gubernatorial Reputation and Vertical Tax Externalities: All Smoke, No Fire?," Working Papers 2009002, Sacred Heart University, John F. Welch College of Business.
    1361. Anderson, Brian S, 2018. "Endogeneity and Entrepreneurship Research," OSF Preprints 75tn8, Center for Open Science.
    1362. Brian C. Cadena & Brian K. Kovak, 2016. "Immigrants Equilibrate Local Labor Markets: Evidence from the Great Recession," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 257-290, January.
    1363. Fan, Yaoyao & Jiang, Yuxiang & Zhang, Xuezhi & Zhou, Yue, 2019. "Women on boards and bank earnings management: From zero to hero," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
    1364. Daniela Del Boca & Anna Laura Mancini, 2013. "Parental time and child outcomes. Does gender matter?," Questioni di Economia e Finanza (Occasional Papers) 187, Bank of Italy, Economic Research and International Relations Area.
    1365. Monica Bozzano, 2015. "On the Historical Roots of Women’s Empowerment across Italian Provinces: Religion or Family Culture?," Center for Economic Research (RECent) 110, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
    1366. Anna Bottasso & Maurizio Conti & Simone Robbiano & Marta Santagata, 2022. "Roads to innovation: Evidence from Italy," Journal of Regional Science, Wiley Blackwell, vol. 62(4), pages 981-1005, September.
    1367. Kristin F. Butcher & Kelsey Moran & Tara Watson, 2022. "Immigrant labor and the institutionalization of the U.S.‐born elderly," Review of International Economics, Wiley Blackwell, vol. 30(5), pages 1375-1413, November.
    1368. Juan C Duque & Nancy Lozano-Gracia & Jorge E Patino & Paula Restrepo, 2022. "Urban form and productivity: What shapes are Latin-American cities?," Environment and Planning B, , vol. 49(1), pages 131-150, January.
    1369. Daniel L. Bennett & Boris Nikolaev, 2021. "Historical Disease Prevalence, Cultural Values, and Global Innovation," Entrepreneurship Theory and Practice, , vol. 45(1), pages 145-174, January.
    1370. Michael Duncan, 2011. "The Synergistic Influence of Light Rail Stations and Zoning on Home Prices," Environment and Planning A, , vol. 43(9), pages 2125-2142, September.
    1371. Fredriksson, Per & Mamun, Khawaja, 2009. "Tobacco Politics and Electoral Accountability in the United States," Working Papers 2009003, Sacred Heart University, John F. Welch College of Business.
    1372. Ding, Hong, 2012. "Is government’s help for unemployed people helpful for the society? An Empirical Study on Macro Data of Public Unemployment Spending in OECD Nations," MPRA Paper 43132, University Library of Munich, Germany.
    1373. Mohammad Reza Farzanegan & Sherif Maher Hassan, 2016. "How does the Flow of Remittances Affect the Trade Balance of the Middle East and North Africa?," CESifo Working Paper Series 6172, CESifo.
    1374. Aziz N. Berdiev & James W. Saunoris & Friedrich Schneider, 2018. "Give Me Liberty, or I Will Produce Underground: Effects of Economic Freedom on the Shadow Economy," Southern Economic Journal, John Wiley & Sons, vol. 85(2), pages 537-562, October.
    1375. Stefanie P. Herber & Michael Kalinowski, 2016. "Non-Take-Up of Student Financial Aid: A Microsimulation for Germany," SOEPpapers on Multidisciplinary Panel Data Research 844, DIW Berlin, The German Socio-Economic Panel (SOEP).
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    1377. Nicholas Sheard, 2015. "Airport Improvements and Urban Growth," Working Papers halshs-01117913, HAL.
    1378. Giray Gozgor, 2022. "The role of economic uncertainty in the rise of EU populism," Public Choice, Springer, vol. 190(1), pages 229-246, January.
    1379. Dahmann, Sarah C. & Schnitzlein, Daniel D., 2019. "No evidence for a protective effect of education on mental health," Social Science & Medicine, Elsevier, vol. 241(C).
    1380. Fu, Shihe & Viard, Brian & Zhang, Peng, 2017. "Air Quality and Manufacturing Firm Productivity: Comprehensive Evidence from China," MPRA Paper 78914, University Library of Munich, Germany.
    1381. Emmanuel Abokyi & Dirk Strijker & Kofi Fred Asiedu & Michiel N. Daams, 2022. "Buffer Stock Operations and Well-Being: The Case of Smallholder Farmers in Ghana," Journal of Happiness Studies, Springer, vol. 23(1), pages 125-148, January.
    1382. Hessam Bavafa & Lorin M. Hitt & Christian Terwiesch, 2018. "The Impact of E-Visits on Visit Frequencies and Patient Health: Evidence from Primary Care," Management Science, INFORMS, vol. 64(12), pages 5461-5480, December.
    1383. Kadir Atalay & Garry F. Barrett & Anita Staneva, 2020. "The effect of retirement on home production: evidence from Australia," Review of Economics of the Household, Springer, vol. 18(1), pages 117-139, March.
    1384. Miquel-Àngel Garcia-López & Ana I. Moreno-Monroy, 2018. "Income segregation in monocentric and polycentric cities: does urban form really matter?," Working Papers 2018/17, Institut d'Economia de Barcelona (IEB).
    1385. Paul J Burke & Sandra Kurniawati, 2018. "Electricity subsidy reform in Indonesia: Demand-side effects on electricity use," Departmental Working Papers 2018-01, The Australian National University, Arndt-Corden Department of Economics.
    1386. Rieckmann, Johannes, 2015. "Determinants of drinking water treatment and hygiene habits in provincial towns in Yemen," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113183, Verein für Socialpolitik / German Economic Association.
    1387. Amanda Carmignani & Massimo Omiccioli, 2007. "Costs and benefits of creditor concentration: An empirical approach," Temi di discussione (Economic working papers) 645, Bank of Italy, Economic Research and International Relations Area.
    1388. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
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    1392. d'Agostino, Giorgio & Dunne, John Paul & Pieroni, Luca, 2013. "Military Expenditure, Endogeneity and Economic Growth," MPRA Paper 45640, University Library of Munich, Germany.
    1393. Drichoutis, Andreas C. & Lazaridis, Panagiotis & Nayga, Rodolfo M., Jr., 2009. "Body Weight Outcomes and Food Expenditures Among Older Europeans: A simultaneous equation approach," 113th Seminar, September 3-6, 2009, Chania, Crete, Greece 58010, European Association of Agricultural Economists.
    1394. John V. Winters, 2017. "Do Native STEM Graduates Increase Innovation? Evidence from U.S. Metropolitan Areas," Economics Working Paper Series 1714, Oklahoma State University, Department of Economics and Legal Studies in Business.
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    1398. Priit Vahter, 2011. "Learning By Exporting: Evidence Based on Data of Knowledge Flows from Innovation Surveys in Estonia," William Davidson Institute Working Papers Series wp1011, William Davidson Institute at the University of Michigan.
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    1408. Rémi Bazillier & Jérôme Héricourt & Samuel Ligonnière, 2019. "Structure of Income Inequality and Household Leverage: Theory and Cross-Country Evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02079212, HAL.
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    1426. Fitzenberger, Bernd & Furdas, Marina & Sajons, Christoph, 2017. "End-of-Year Spending and the Long-Run Employment: Effects of Training Programs for the Unemployed," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168310, Verein für Socialpolitik / German Economic Association.
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