Guardado en:
| Autores principales: | Akgun, Oguzhan, Pirotte, Alain, Urga, Giovanni, Yang, Zhenlin |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2507.14621 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Evaluating financial tail risk forecasts: Testing Equal Predictive Ability
por: Bauer, Lukas
Publicado: (2025)
por: Bauer, Lukas
Publicado: (2025)
Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation
por: Akgun, Oguzhan, et al.
Publicado: (2025)
por: Akgun, Oguzhan, et al.
Publicado: (2025)
Heavy Tails and Predictive Ability Testing
por: Frederiksen, Jonas F., et al.
Publicado: (2026)
por: Frederiksen, Jonas F., et al.
Publicado: (2026)
Combining Clusters for the Approximate Randomization Test
por: Lau, Chun Pong
Publicado: (2025)
por: Lau, Chun Pong
Publicado: (2025)
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
por: Margaritella, Luca, et al.
Publicado: (2024)
por: Margaritella, Luca, et al.
Publicado: (2024)
Cluster-Randomized Trials with Cross-Cluster Interference
por: Leung, Michael P.
Publicado: (2023)
por: Leung, Michael P.
Publicado: (2023)
Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes
por: Bugni, Federico, et al.
Publicado: (2022)
por: Bugni, Federico, et al.
Publicado: (2022)
Asymptotic Theory for Clustered Samples
por: Hansen, Bruce E., et al.
Publicado: (2019)
por: Hansen, Bruce E., et al.
Publicado: (2019)
Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios
por: Vogelsang, Timothy J.
Publicado: (2026)
por: Vogelsang, Timothy J.
Publicado: (2026)
Clustered Covariate Regression
por: Soale, Abdul-Nasah, et al.
Publicado: (2023)
por: Soale, Abdul-Nasah, et al.
Publicado: (2023)
Genuinely Robust Inference for Clustered Data
por: Chiang, Harold D., et al.
Publicado: (2023)
por: Chiang, Harold D., et al.
Publicado: (2023)
Asymptotic Theory for Two-Way Clustering
por: Yap, Luther
Publicado: (2023)
por: Yap, Luther
Publicado: (2023)
Cluster-Robust Inference for Quadratic Forms
por: Kolesár, Michal, et al.
Publicado: (2026)
por: Kolesár, Michal, et al.
Publicado: (2026)
Clustering with Potential Multidimensionality: Inference and Practice
por: Xu, Ruonan, et al.
Publicado: (2024)
por: Xu, Ruonan, et al.
Publicado: (2024)
Cluster GARCH
por: Tong, Chen, et al.
Publicado: (2024)
por: Tong, Chen, et al.
Publicado: (2024)
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods
por: Escanciano, Juan Carlos, et al.
Publicado: (2024)
por: Escanciano, Juan Carlos, et al.
Publicado: (2024)
Clustered Local Projections for Time-Varying Models
por: Herrera, Ana Maria, et al.
Publicado: (2026)
por: Herrera, Ana Maria, et al.
Publicado: (2026)
Subsampling Under Two-way Clustering with Serial Correlation
por: Miao, Haonan
Publicado: (2026)
por: Miao, Haonan
Publicado: (2026)
When Can We Trust Cluster-Robust Inference?
por: MacKinnon, James G.
Publicado: (2026)
por: MacKinnon, James G.
Publicado: (2026)
Nonparametric Regression under Cluster Sampling
por: Shimizu, Yuya
Publicado: (2024)
por: Shimizu, Yuya
Publicado: (2024)
Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
por: Wang, Wenjie, et al.
Publicado: (2021)
por: Wang, Wenjie, et al.
Publicado: (2021)
Fixed-b Asymptotics for Panel Models with Two-Way Clustering
por: Chen, Kaicheng, et al.
Publicado: (2023)
por: Chen, Kaicheng, et al.
Publicado: (2023)
Cluster-robust jackknife and bootstrap inference for logistic regression models
por: MacKinnon, James G., et al.
Publicado: (2024)
por: MacKinnon, James G., et al.
Publicado: (2024)
Refined Cluster Robust Inference
por: Gafarov, Bulat, et al.
Publicado: (2026)
por: Gafarov, Bulat, et al.
Publicado: (2026)
High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
por: Ouyang, Fu, et al.
Publicado: (2023)
por: Ouyang, Fu, et al.
Publicado: (2023)
Inference in Regression Discontinuity Designs with Clustered Data
por: Noack, Claudia, et al.
Publicado: (2026)
por: Noack, Claudia, et al.
Publicado: (2026)
Inference in Cluster Randomized Trials with Matched Pairs
por: Bai, Yuehao, et al.
Publicado: (2022)
por: Bai, Yuehao, et al.
Publicado: (2022)
Shrinkage Regularization for (Non)Linear Serial Dependence Test
por: Giancaterini, Francesco, et al.
Publicado: (2026)
por: Giancaterini, Francesco, et al.
Publicado: (2026)
Cluster-robust inference with a single treated cluster using the t-test
por: Lau, Chun Pong, et al.
Publicado: (2025)
por: Lau, Chun Pong, et al.
Publicado: (2025)
Two-Step Estimation of a Strategic Network Formation Model with Clustering
por: Ridder, Geert, et al.
Publicado: (2020)
por: Ridder, Geert, et al.
Publicado: (2020)
Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
por: Chua, Chew Lian, et al.
Publicado: (2025)
por: Chua, Chew Lian, et al.
Publicado: (2025)
The Exact Variance of the Average Treatment Effect Estimator in Cluster Randomized Controlled Trials
por: Fang, Yue, et al.
Publicado: (2025)
por: Fang, Yue, et al.
Publicado: (2025)
Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
por: Wang, Wenjie, et al.
Publicado: (2024)
por: Wang, Wenjie, et al.
Publicado: (2024)
K-Means Panel Data Clustering in the Presence of Small Groups
por: Nishi, Mikihito
Publicado: (2025)
por: Nishi, Mikihito
Publicado: (2025)
Large-Scale Estimation under Unknown Heteroskedasticity
por: Ho, Sheng Chao
Publicado: (2025)
por: Ho, Sheng Chao
Publicado: (2025)
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
por: Sasaki, Yuya, et al.
Publicado: (2022)
por: Sasaki, Yuya, et al.
Publicado: (2022)
Extremal Quantiles under Two-Way Clustering
por: Chiang, Harold D., et al.
Publicado: (2024)
por: Chiang, Harold D., et al.
Publicado: (2024)
Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
por: Cui, Liyuan, et al.
Publicado: (2025)
por: Cui, Liyuan, et al.
Publicado: (2025)
Identification and Estimation of Dynamic Games with Unknown Information Structure
por: Hara, Konan, et al.
Publicado: (2022)
por: Hara, Konan, et al.
Publicado: (2022)
Two-way Clustering Robust Variance Estimator in Quantile Regression Models
por: Hounyo, Ulrich, et al.
Publicado: (2026)
por: Hounyo, Ulrich, et al.
Publicado: (2026)
Ejemplares similares
-
Evaluating financial tail risk forecasts: Testing Equal Predictive Ability
por: Bauer, Lukas
Publicado: (2025) -
Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation
por: Akgun, Oguzhan, et al.
Publicado: (2025) -
Heavy Tails and Predictive Ability Testing
por: Frederiksen, Jonas F., et al.
Publicado: (2026) -
Combining Clusters for the Approximate Randomization Test
por: Lau, Chun Pong
Publicado: (2025) -
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
por: Margaritella, Luca, et al.
Publicado: (2024)