TY  - JOUR
TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
AU  - Victor Chernozhukov
AU  - Han Hong
AU  - Elie Tamer
JO  - Econometrica
PY  - 2007
VL  - 75
IS  - 5
DO  - 10.1111/j.1468-0262.2007.00794.x
UR  - https://doi.org/10.1111/j.1468-0262.2007.00794.x
ER  -


TY  - JOUR
TI  - The Asymptotic Variance of Semiparametric Estimators
AU  - Whitney K. Newey
JO  - Econometrica
PY  - 1994
VL  - 62
IS  - 6
DO  - 10.2307/2951752
UR  - https://doi.org/10.2307/2951752
ER  -


TY  - JOUR
TI  - A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
AU  - Halbert White
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 4
DO  - 10.2307/1912934
UR  - https://doi.org/10.2307/1912934
ER  -


TY  - JOUR
TI  - A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
AU  - Whitney K. Newey
AU  - Kenneth D. West
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 3
DO  - 10.2307/1913610
UR  - https://doi.org/10.2307/1913610
ER  -


TY  - JOUR
TI  - Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
AU  - Donald W. K. Andrews
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 3
DO  - 10.2307/2938229
UR  - https://doi.org/10.2307/2938229
ER  -


TY  - JOUR
TI  - Instrumental Variables Regression with Weak Instruments
AU  - Douglas Staiger
AU  - James H. Stock
JO  - Econometrica
PY  - 1997
VL  - 65
IS  - 3
DO  - 10.2307/2171753
UR  - https://doi.org/10.2307/2171753
ER  -


TY  - JOUR
TI  - Co-Integration and Error Correction: Representation, Estimation, and Testing
AU  - Robert F. Engle
AU  - C. W. J. Granger
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 2
DO  - 10.2307/1913236
UR  - https://doi.org/10.2307/1913236
ER  -


TY  - JOUR
TI  - Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
AU  - Soren Johansen
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 6
DO  - 10.2307/2938278
UR  - https://doi.org/10.2307/2938278
ER  -


TY  - JOUR
TI  - Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
AU  - M. Hashem Pesaran
JO  - Econometrica
PY  - 2006
VL  - 74
IS  - 4
DO  - 10.1111/j.1468-0262.2006.00692.x
UR  - https://doi.org/10.1111/j.1468-0262.2006.00692.x
ER  -


TY  - JOUR
TI  - Estimation and Inference of Impulse Responses by Local Projections
AU  - Òscar Jordà
JO  - American Economic Review
PY  - 2005
VL  - 95
IS  - 1
DO  - 10.1257/0002828053828518
UR  - https://doi.org/10.1257/0002828053828518
ER  -


TY  - JOUR
TI  - Inferential Theory for Factor Models of Large Dimensions
AU  - Jushan Bai
JO  - Econometrica
PY  - 2003
VL  - 71
IS  - 1
DO  - 10.1111/1468-0262.00392
UR  - https://doi.org/10.1111/1468-0262.00392
ER  -


TY  - JOUR
TI  - Comparing Predictive Accuracy
AU  - Francis X. Diebold
AU  - Roberto S. Mariano
JO  - Journal of Business & Economic Statistics
PY  - 1995
VL  - 13
IS  - 3
DO  - 10.1080/07350015.1995.10524599
UR  - https://doi.org/10.1080/07350015.1995.10524599
ER  -


TY  - JOUR
TI  - Tests of Conditional Predictive Ability
AU  - Raffaella Giacomini
AU  - Halbert White
JO  - Econometrica
PY  - 2006
VL  - 74
IS  - 6
DO  - 10.1111/j.1468-0262.2006.00718.x
UR  - https://doi.org/10.1111/j.1468-0262.2006.00718.x
ER  -


TY  - JOUR
TI  - Estimating and Testing Linear Models with Multiple Structural Changes
AU  - Jushan Bai
AU  - Pierre Perron
JO  - Econometrica
PY  - 1998
VL  - 66
IS  - 1
DO  - 10.2307/2998540
UR  - https://doi.org/10.2307/2998540
ER  -