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Residual bootstrap tests in linear models with many regressors. (2019). Richard, Patrick.
In: Journal of Econometrics.
RePEc:eee:econom:v:208:y:2019:i:2:p:367-394.

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Cited: 4

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Cites: 34

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Cocites: 26

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  1. Testing many restrictions under heteroskedasticity. (2023). Anatolyev, Stanislav ; Solvsten, Mikkel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001677.

    Full description at Econpapers || Download paper

  2. Information, Intermediaries, and International Migration. (2022). Witoelar, Firman ; Schaner, Simone ; Cameron, Lisa ; Bazzi, Samuel.
    In: Upjohn Working Papers.
    RePEc:upj:weupjo:22-372.

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  3. Interaction and quadratic effects in probit model with endogenous regressors. (2021). Li, Heyang ; Zhou, Xianbo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304559.

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  4. Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel.
    In: Papers.
    RePEc:arx:papers:2003.07320.

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References

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  4. On the local power of some tests of strict exogeneity in linear fixed effects models. (2022). Mayer, Alexander.
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  5. Factor models with many assets: Strong factors, weak factors, and the two-pass procedure. (2022). Anatolyev, Stanislav ; Mikusheva, Anna.
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  6. Pseudo-maximum likelihood estimators in linear regression models with fractional time series. (2021). Yu, Xinxin ; Hu, Weifu.
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  7. Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI.
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  8. Leave‐Out Estimation of Variance Components. (2020). Kline, Patrick ; Solvsten, Mikkel ; Saggio, Raffaele.
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  10. Leave-out Estimation of Variance Components. (2019). Kline, Patrick ; Solvsten, Mikkel ; Saggio, Raffaele.
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  11. Residual bootstrap tests in linear models with many regressors. (2019). Richard, Patrick.
    In: Journal of Econometrics.
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    Full description at Econpapers || Download paper

  12. Testing additive versus interactive effects in fixed-T panels. (2019). , Joakimwesterlund ; Westerlund, Joakim.
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  13. Market Efficiency in the Age of Big Data. (2019). Nagel, Stefan ; Martin, Ian .
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  15. Factor models with many assets: strong factors, weak factors, and the two-pass procedure. (2019). Anatolyev, Stanislav ; Mikusheva, Anna.
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  17. Leave-out estimation of variance components. (2019). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel.
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  18. Bootstrap inference for instrumental variable models with many weak instruments. (2016). Wang, Wenjie ; Kaffo, Maximilien .
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  19. Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions. (2015). Wolf, Michael ; Ledoit, Olivier.
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  25. Instrumental variables estimation and inference in the presence of many exogenous regressors. (2012). Anatolyev, Stanislav.
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  26. Generalized Tests of Investment Fund Performance. (2011). Laurini, Márcio ; da Costa, Rogerio .
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