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Generic results for establishing the asymptotic size of confidence sets and tests. (2020). Guggenberger, Patrik ; Cheng, XU.
In: Journal of Econometrics.
RePEc:eee:econom:v:218:y:2020:i:2:p:496-531.

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  2. Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam.
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  4. Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques.
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  15. Short and Simple Confidence Intervals when the Directions of Some Effects are Known. (2021). McCloskey, Adam ; Ketz, Philipp.
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  38. BOOTSTRAPPING YOUR FISH OR FISHING FOR BOOTSTRAPS?: PRECISION OF WELFARE LOSS ESTIMATES FROM A GLOBALLY CONCAVE INVERSE DEMAND MODEL OF COMMERCIAL FISH LANDINGS IN THE U.S. GREAT LAKES. (2004). Holt, Matthew ; Bishop, Richard C. ; Hilmer, Christiana E..
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  39. A simple estimator for nonlinear error in variable models. (2003). Tamer, Elie ; Hong, Han.
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  40. An MCMC approach to classical estimation. (2003). Hong, Han ; Chernozhukov, Victor.
    In: Journal of Econometrics.
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  41. GMM Estimation of Autoregressive Roots Near Unity with Panel Data. (2003). Phillips, Peter ; Moon, Hyungsik.
    In: Cowles Foundation Discussion Papers.
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  42. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. (2002). Chang, Yoosoon.
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  43. Variable Selection for Portfolio Choice. (2001). Ait-Sahalia, Yacine ; Brandt, Michael W..
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  44. Endogenous Distribution, Politics, and Growth. (2001). Ghate, Chetan ; Das, Satya ; CHATE, Chetan.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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  45. Nonparametric Tests for Positive Quadrant Dependence. (2001). Scaillet, Olivier ; Denuit, Michel.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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  46. Discrete Choice Modeling for Transportation. (2001). Brownstone, David.
    In: University of California Transportation Center, Working Papers.
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  47. CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION. (2000). Sentana, Enrique ; Fiorentini, Gabriele ; Calzolari, Giorgio.
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  48. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency. (2000). Chang, Yoosoon.
    In: Econometric Society World Congress 2000 Contributed Papers.
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  49. Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights. (2000). Kim, Tae-Hwan ; Stone, Douglas ; White, Halbert.
    In: University of California at San Diego, Economics Working Paper Series.
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  50. A COMPARISON OF RESAMPLING TECHNIQUES WHEN PARAMETERS ARE ON A BOUNDARY: THE BOOTSTRAP, SUBSAMPLE BOOTSTRAP, AND SUBSAMPLE JACKKNIFE. (2000). Holt, Matthew ; Hilmer, Christiana E..
    In: 2000 Annual meeting, July 30-August 2, Tampa, FL.
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