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Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz (pages Si-Sii)

  • Author: Xiaohong Chen, Sokbae Lee, Oliver Linton, Elie Tamer
  • Published Online on 04 June 2014
  • DOI: 10.1111/ectj.12032

An instrumental variable random‐coefficients model for binary outcomes (pages S1-S19)

Backfitting and smooth backfitting in varying coefficient quantile regression (pages S20-S38)

Confidence sets based on inverting Anderson–Rubin tests (pages S39-S58)

Testing for the stochastic dominance efficiency of a given portfolio (pages S59-S74)

Posterior inference in curved exponential families under increasing dimensions (pages S75-S100)

Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series (pages S101-S131)

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