Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors-Reference-Cited by-同舟云学术

Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors

Published:2020-09-10 Issue:8 Volume:39 Page:763-791
ISSN:0747-4938
Container-title:Econometric Reviews
language:en
Short-container-title:Econometric Reviews

Author:

Coudin Elise¹,Dufour Jean-Marie²

Affiliation:

1. Centre de recherche en économie et statistique (CREST-ENSAE) and INSEE, Paris, France;

2. William Dow Professor of Economics, Centre interuniversitaire de recherche en analyse des organisations (CIRANO), and Centre interuniversitaire de recherche en économie quantitative (CIREQ), McGill University, Montréal, Canada

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/07474938.2020.1772568

Reference50 articles.

1. Statistical Inference for Computable General Equilibrium Models, with Application to A Model of the Moroccan Economy

2. Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers

3. The Nonexistence of Certain Statistical Procedures in Nonparametric Problems

4. Convergence Across States and Regions

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Covariate-adaptive randomization inference in matched designs;Journal of the Royal Statistical Society Series B: Statistical Methodology;2024-04-09

2. A higher-order correct fast moving-average bootstrap for dependent data;Journal of Econometrics;2023-07

3. A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data;SSRN Electronic Journal;2019