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  1. Inference in instrumental variables models with heteroskedasticity and many instruments
    Author: Crudu, Federico; Mellace, Giovanni; Sándor, Zsolt
    Published: [2017]
    Publisher:  Università di Siena, [Siena]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Quaderni del Dipartimento di economia politica e statistica ; n. 761 (novembre 2017)
    Subjects: Instrumental variables; heteroskedasticity; many instruments; jackknife; specification tests; overidentification tests
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  2. Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
    Author: Coudin, Elise; Dufour, Jean-Marie
    Published: February 2017
    Publisher:  CIRANO, Centre interuniversitaire de recherche en analyse des organisations, Montréal

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Scientific series / CIRANO, Centre interuniversitaire de recherche en analyse des organisations ; 2017s-06
    Subjects: sign-based methods; median regression; test inversion; Hodges-Lehmann estimators; confidence distributions; p-value function; least absolute deviation estimators; quantile regressions; sign test; simultaneous inference; Monte Carlo tests; projection methods; non-normality; heteroskedasticity; serial dependence; GARCH; stochastic volatility
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen