Hits 1-10 within 16 documents
Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.107-
Testing for a change in persistence in the presence of non-stationary volatility [journal article]
Source: Journal of Econometrics, 147 (2008) 1. p.84-98
The long-run cost of job loss as measured by consumption changes [journal article]
Source: Journal of Econometrics, 145 (2008) 1-2. p.109-120
Increasing the price variation in a repeated cross section [journal article]
Source: Journal of Econometrics, 147 (2008) 2. p.316-325
Heterogeneous impacts in PROGRESA [journal article]
Source: Journal of Econometrics, 145 (2008) 1-2. p.64-80
The wild bootstrap, tamed at last [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.162-
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error [journal article]
Source: Journal of Econometrics, 147 (2008) 1. p.47-59
Correlation testing in time series, spatial and cross-sectional data [journal article]
Source: Journal of Econometrics, 147 (2008) 1. p.5-16
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? [journal article]
Source: Journal of Econometrics, 146 (2008) 2. p.318-328
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.10-