Hits 1-8 within 8 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-
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
The wild bootstrap, tamed at last [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.162-
Local likelihood estimation of truncated regression and its partial derivatives: theory and application [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.185-
Explaining individual response using aggregated data [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.1-
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-
A joint serial correlation test for linear panel data models [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.135-
Exact computation of max weighted score estimators [journal article]
Source: Journal of Econometrics, 146 (2008) 1. p.86-