Filtered by: Journal of Econometrics
On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile
“On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.
See related: Research Methods
Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data
“Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.
See related: Research Methods
Threshold Regression With Nonparametric Sample Splitting
“Threshold Regression With Nonparametric Sample Splitting,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in the Journal of Econometrics.
See related: Research Methods
Baltagi paper on estimating high dimensional factor models published in Journal of Econometrics
Baltagi paper on testing for heteroskedasticity published in Journal of Econometrics
Wang paper on nearly weighted risk minimal unbiased estimation published in Jour of Econometrics
Baltagi article on panel data using ε-contamination published in Journal of Econometricsec
Baltagi article on domestic sales and exports with spillovers published in Journal of Econometrics
Baltagi large factor model with structural instability article published in Journal of Econometrics
Baltagi article on heterogeneous panels with structural breaks published in Journal of Econometrics
Horrace study on endogenous network production functions with selectivity published in JE
Lee paper on model selection in the presence of incidental parameters published in Jour of Econ
Lee study on bias in dynamic panel models under time series misspecification published in J of Econ
Horrace study on game of where to fish published in Journal of Econometrics
Lee paper on Hahn-Hausman test as a specification test published in Journal of Econometrics
Baltagi article on regional trade agreement effects published in Journal of Econometrics
Baltagi article on serial correlation, spatial autocorrelation and random effects published in JE
Baltagi Lagrange multiplier test for heteroskedasticity study published in Journal of Econometrics
Horrace paper on ranking & selection from independent truncated normal distributions published in JE