16 results
VALID HETEROSKEDASTICITY ROBUST TESTING
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- Econometric Theory , First View
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- 11 September 2023, pp. 1-53
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HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?
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- Econometric Theory / Volume 39 / Issue 4 / August 2023
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- 27 April 2022, pp. 789-847
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ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
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- Econometric Theory / Volume 33 / Issue 1 / February 2017
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- 14 December 2015, pp. 1-68
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ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
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- Econometric Theory / Volume 32 / Issue 2 / April 2016
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- 26 February 2015, pp. 261-358
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ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES
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- Econometric Theory / Volume 29 / Issue 3 / June 2013
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- 12 November 2012, pp. 642-658
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Efficiency of Maximum Likelihood
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- Econometric Theory / Volume 9 / Issue 3 / June 1993
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- 11 February 2009, pp. 534-536
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Comment
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- Econometric Theory / Volume 6 / Issue 2 / June 1990
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- 11 February 2009, pp. 291-292
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CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
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- Econometric Theory / Volume 24 / Issue 2 / April 2008
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- 18 February 2008, pp. 581-583
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CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
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- Econometric Theory / Volume 24 / Issue 2 / April 2008
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- 30 November 2007, pp. 338-376
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GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS
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- Econometric Theory / Volume 24 / Issue 2 / April 2008
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- 30 November 2007, pp. 319-322
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THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscher
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- Econometric Theory / Volume 23 / Issue 4 / August 2007
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- 25 April 2007, pp. 711-748
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PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
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- Econometric Theory / Volume 22 / Issue 1 / February 2006
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- 12 December 2005, pp. 69-97
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MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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- Econometric Theory / Volume 21 / Issue 1 / February 2005
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- 08 February 2005, pp. 21-59
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NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
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- Econometric Theory / Volume 20 / Issue 1 / February 2004
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- 05 March 2004, pp. 1-22
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THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
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- Econometric Theory / Volume 19 / Issue 1 / February 2003
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- 08 January 2003, pp. 100-142
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THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
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- Econometric Theory / Volume 17 / Issue 4 / August 2001
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- 27 July 2001, pp. 671-685
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