Anna Mikusheva, Ph.D. - Publications
Affiliations: | 2007 | Harvard University, Cambridge, MA, United States |
Year | Citation | Score | |||
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2016 | Andrews I, Mikusheva A. Conditional Inference With a Functional Nuisance Parameter Econometrica. 84: 1571-1612. DOI: 10.3982/Ecta12868 | 0.475 | |||
2016 | Andrews I, Mikusheva A. A Geometric Approach to Nonlinear Econometric Models Econometrica. 84: 1249-1264. DOI: 10.3982/Ecta12030 | 0.484 | |||
2015 | Andrews I, Mikusheva A. Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models Quantitative Economics. 6: 123-152. DOI: 10.3982/Qe331 | 0.49 | |||
2015 | Mikusheva A. Second Order Expansion Of The T-Statistic In Ar(1) Models Econometric Theory. 31: 426-448. DOI: 10.1017/S0266466614000383 | 0.45 | |||
2014 | Andrews I, Mikusheva A. Weak Identification in Maximum Likelihood: A Question of Information The American Economic Review. 104: 195-199. DOI: 10.1257/Aer.104.5.195 | 0.407 | |||
2012 | Mikusheva A. One-dimensional inference in autoregressive models with the potential presence of a unit root Econometrica. 80: 173-212. DOI: 10.3982/Ecta9371 | 0.448 | |||
2012 | Gorodnichenko Y, Mikusheva A, Ng S. Estimators for persistent and possibly nonstationary data with classical properties Econometric Theory. 28: 1003-1036. DOI: 10.1017/S0266466612000035 | 0.466 | |||
2010 | Mikusheva A. Corrigendum To Uniform Inference In Autoregressive Models Econometrica. 78: 1773-1773. DOI: 10.3982/Ecta9351 | 0.404 | |||
2010 | Mikusheva A. Robust Confidence Sets in the Presence of Weak Instruments Journal of Econometrics. 157: 236-247. DOI: 10.2139/Ssrn.1021366 | 0.448 | |||
2007 | Mikusheva A. Uniform Inference in Autoregressive Models Econometrica. 75: 1411-1452. DOI: 10.1111/J.1468-0262.2007.00798.X | 0.472 | |||
2006 | Mikusheva A, Poi BP. Tests and confidence sets with correct size when instruments are potentially weak Stata Journal. 6: 335-347. DOI: 10.1177/1536867X0600600303 | 0.455 | |||
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