Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. Robust inference on correlation under general heterogeneity. (English) Zbl 07822321 J. Econom. 240, No. 1, Article ID 105691, 19 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{L. Giraitis} et al., J. Econom. 240, No. 1, Article ID 105691, 19 p. (2024; Zbl 07822321) Full Text: DOI
Sasaki, Yuya; Ura, Takuya Estimation and inference for moments of ratios with robustness against large trimming bias. (English) Zbl 1493.62621 Econom. Theory 38, No. 1, 66-112 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Sasaki} and \textit{T. Ura}, Econom. Theory 38, No. 1, 66--112 (2022; Zbl 1493.62621) Full Text: DOI arXiv
Balagyozyan, Aram; Giannikos, Christos; Ma, Barry K. Power and thick tails: an ARCH process example with extreme value as test statistic. (English) Zbl 07552592 Commun. Stat., Simulation Comput. 49, No. 2, 556-564 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Balagyozyan} et al., Commun. Stat., Simulation Comput. 49, No. 2, 556--564 (2020; Zbl 07552592) Full Text: DOI
Phillips, Peter C. B. Reduced forms and weak instrumentation. (English) Zbl 1524.62588 Econom. Rev. 36, No. 6-9, 818-839 (2017). MSC: 62P20 62E20 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, Econom. Rev. 36, No. 6--9, 818--839 (2017; Zbl 1524.62588) Full Text: DOI Link
Cornea-Madeira, Adriana; Davidson, Russell A parametric bootstrap for heavy-tailed distributions. (English) Zbl 1441.62062 Econom. Theory 31, No. 3, 449-470 (2015). MSC: 62E20 62F40 62P20 PDFBibTeX XMLCite \textit{A. Cornea-Madeira} and \textit{R. Davidson}, Econom. Theory 31, No. 3, 449--470 (2015; Zbl 1441.62062) Full Text: DOI
Kurz-Kim, Jeong-Ryeol; Loretan, Mico On the properties of the coefficient of determination in regression models with infinite variance variables. (English) Zbl 1311.62098 J. Econom. 181, No. 1, 15-24 (2014). MSC: 62J05 62M10 PDFBibTeX XMLCite \textit{J.-R. Kurz-Kim} and \textit{M. Loretan}, J. Econom. 181, No. 1, 15--24 (2014; Zbl 1311.62098) Full Text: DOI
Fiorio, Carlo V.; Hajivassiliou, Vassilis A.; Phillips, Peter C. B. Bimodal \(t\)-ratios: the impact of thick tails on inference. (English) Zbl 1230.62039 Econom. J. 13, No. 2, 271-289 (2010). MSC: 62G07 62P20 65C60 62G32 PDFBibTeX XMLCite \textit{C. V. Fiorio} et al., Econom. J. 13, No. 2, 271--289 (2010; Zbl 1230.62039) Full Text: DOI