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Bonferroni-Based Size-Correction for Nonstandard Testing Problems. (2012). McCloskey, Adam.
In: Working Papers.
RePEc:bro:econwp:2012-16.

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  1. Identification- and Singularity-Robust Inference for Moment Condition. (2018). Andrews, Donald ; Guggenberger, Patrik.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1978r.

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  2. Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. (2017). Johansen, Soren ; Franchi, Massimo.
    In: Discussion Papers.
    RePEc:kud:kuiedp:1709.

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  3. Recent Developments in Cointegration. (2017). juselius, katarina.
    In: Econometrics.
    RePEc:gam:jecnmx:v:6:y:2017:i:1:p:1-:d:124889.

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  4. Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. (2017). Johansen, Soren ; Franchi, Massimo.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:2:p:25-:d:101429.

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  5. Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-17010.

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  6. Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. (2017). Johansen, Soren ; Franchi, Massimo.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-17.

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  7. Practical and theoretical advances in inference for partially identified models. (2016). Shaikh, Azeem ; Canay, Ivan.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:05/16.

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  8. Using invalid instruments on purpose: Focused moment selection and averaging for GMM. (2016). DiTraglia, Francis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:195:y:2016:i:2:p:187-208.

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  9. Robust inference in structural VARs with long-run restrictions. (2016). Zhan, Zhaoguo ; Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-17002.

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  10. Optimal Inference in a Class of Regression Models. (2016). Armstrong, Timothy ; Kolesar, Michal.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2043.

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  11. Practical and theoretical advances in inference for partially identified models. (2016). Shaikh, Azeem ; Canay, Ivan.
    In: CeMMAP working papers.
    RePEc:azt:cemmap:05/16.

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  12. Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2015). Ditraglia, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:15-027.

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  13. Robust inference in nonlinear models with mixed identification strength. (2015). Cheng, XU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:1:p:207-228.

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  14. Select the valid and relevant moments: An information-based LASSO for GMM with many moments. (2015). Liao, Zhipeng ; Cheng, XU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:443-464.

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  15. Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-045.

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  16. Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-037.

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  17. Uniform Inference in Nonlinear Models with Mixed Identification Strength. (2014). Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-018.

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  18. Estimation and Inference under Weak Identi cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function. (2013). Yang, Jui-Chung ; Xu, Ke-Li.
    In: 2013 Papers.
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  19. Testing for monotonicity in expected asset returns. (2013). Wolf, Michael ; Romano, Joseph P.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:23:y:2013:i:c:p:93-116.

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  20. Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Liao, Zhipeng ; Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-045.

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