:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Kranz, Sebastian
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2411.14763
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Robust Inference in Panel Data Models: Some Effects of Heteroskedasticity and Leveraged Data in Small Samples
by: Polselli, Annalivia
Published: (2023)

Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
by: Casini, Alessandro
Published: (2021)

Endogenous Heteroskedasticity in Linear Models
by: Alejo, Javier, et al.
Published: (2024)

Testing for Nonlinear Cointegration under Heteroskedasticity
by: Hanck, Christoph, et al.
Published: (2021)

GLS under Monotone Heteroskedasticity
by: Arai, Yoichi, et al.
Published: (2022)

Large-Scale Estimation under Unknown Heteroskedasticity
by: Ho, Sheng Chao
Published: (2025)

Distributional Effects in Censored Quantile Regressions with Endogeneity and Heteroskedasticity
by: Wang, Xi
Published: (2026)

A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models
by: Ivan Korolev
Published: (2026)

High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
by: Ouyang, Fu, et al.
Published: (2023)

A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
by: Fan, Qingliang, et al.
Published: (2022)

Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity
by: Shang, Fei, et al.
Published: (2026)

Valid Heteroskedasticity Robust Testing
by: Pötscher, Benedikt M., et al.
Published: (2021)

A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors
by: Moriya, Koichiro, et al.
Published: (2025)

Robust Inference with High-Dimensional Instruments
by: Feng, Qu, et al.
Published: (2025)

Genuinely Robust Inference for Clustered Data
by: Chiang, Harold D., et al.
Published: (2023)

Cluster-Robust Inference for Quadratic Forms
by: Kolesár, Michal, et al.
Published: (2026)

Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
by: Sasaki, Yuya, et al.
Published: (2022)

Robust Inference in Locally Misspecified Bipartite Networks
by: Candelaria, Luis E., et al.
Published: (2024)

Initial-Condition-Robust Inference in Autoregressive Models
by: Andrews, Donald W. K., et al.
Published: (2026)

When Can We Trust Cluster-Robust Inference?
by: MacKinnon, James G.
Published: (2026)

On Robust Inference in Time Series Regression
by: Baillie, Richard T., et al.
Published: (2022)

Robust Estimation and Inference for High-Dimensional Panel Data Models
by: Gao, Jiti, et al.
Published: (2024)

Robust Two-Sample Mean Inference under Serial Dependence
by: Hounyo, Ulrich, et al.
Published: (2025)

Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)
by: Joonkyo Hong, et al.
Published: (2025)

A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
by: Pötscher, Benedikt M., et al.
Published: (2024)

Local Projection Inference is Simpler and More Robust Than You Think
by: Olea, José Luis Montiel, et al.
Published: (2020)

Refined Cluster Robust Inference
by: Gafarov, Bulat, et al.
Published: (2026)

Narrow Framing in Risk Aversion Experiments: Further Evidence From a Wide Replication
by: Ariel Gu, et al.
Published: (2025)

Serial-Dependence and Persistence Robust Inference in Predictive Regressions
by: Pitarakis, Jean-Yves
Published: (2025)

Robust Estimation and Inference in Panels with Interactive Fixed Effects
by: Armstrong, Timothy B., et al.
Published: (2022)

Robust Inference when Nuisance Parameters may be Partially Identified with Applications to Synthetic Controls
by: Fry, Joseph
Published: (2025)

Beyond Parallel Trends: An Identification-Strategy-Robust Approach to Causal Inference with Panel Data
by: Callaway, Brantly, et al.
Published: (2025)

EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference
by: Burtch, Gordon, et al.
Published: (2023)

Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption
by: Liu, Ziyi
Published: (2025)

Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia
by: Liao, Xiaosai, et al.
Published: (2024)

Robust Inference for the Direct Average Treatment Effect with Treatment Assignment Interference
by: Cattaneo, Matias D., et al.
Published: (2025)

Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
by: Hansen, Peter Reinhard, et al.
Published: (2026)

Sparse VARs Do Not Imply Sparse Local Projections: Robust Inference for High-Dimensional Granger Causality
by: Dettaa, Eugene, et al.
Published: (2024)

Scaling Reproducibility: An AI-Assisted Workflow for Large-Scale Replication and Reanalysis
by: Xu, Yiqing, et al.
Published: (2026)

CAVIAR: Categorical-Variable Embeddings for Accurate and Robust Inference
by: Mukherjee, Anirban, et al.
Published: (2024)