skip to content

Faculty of Economics

C12

Hypothesis Testing: General


Title AuthorsYearJEL Codes
Estimation and Inference in Semiparametric Quantile Factor ModelsMa, S., Linton, O. and Gao, J.[2019]C12
Heteroskedasticity-Robust Inference in Linear Regression Models with Many CovariatesJochmans, K.[2020]C12
Testing Random Assignment to Peer GroupsJochmans, K.[2020]C12 C21
Testing Stochastic Dominance with Many Conditioning VariablesLinton, O., Seo, M., Whang, Y-J.[2020]C10 C12,C15 C15
Testing for Correlation in Error-Component ModelsJochmans, K.[2019]C12 C23
Testing for Correlation in Error-Component ModelsJochmans, K.[2019]C12 C23
High Dimensional Semiparametric Moment Restriction ModelsDong, C., Gao, J., Linton, O.[2018]C12 C14 C22 C30
A Coupled Component GARCH Model for Intraday and Overnight VolatilityLinton, O., Wu, J.[2018]C12 C13
Illegal Drugs and Public Corruption: Crack Based Evidence from CaliforniaFlamini, A., Jahanshahi, B., Mohaddes, K.[2018]C12 D73 K42
Econometric Analysis of Production Networks with Dominant Units Pesaran, H. and Yang, C. F.[2016]C12 C13 C23 C67 E32
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effectsHayakawa, K., Smith, V. and Pesaran, H.[2014]C12 C13 C23
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel ModelsHayakawa, K. and Pesaran, M.[2012]C12 C13 C23
Testing CAPM with a Large Number of Assets (Updated 28th March 2012)Pesaran, M. and Yamagata, T.[2012]C12 C15 C23 G11 G12
Testing Weak Cross-Sectional Dependence in Large PanelsPesaran, M. H.[2012]C12 C13 C33

<< Back to CWPE Home | See all JEL Codes >>