Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 97 checked references that resolve
resolves10.1111/1468-0262.00470Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
resolves10.1093/biomet/asm017Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
resolves10.2307/2938229Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
resolves10.2307/2951764Tests for Parameter Instability and Structural Change With Unknown Change Point
resolves10.2307/2951574An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
resolves10.1093/qje/qjx023Measuring the Sensitivity of Parameter Estimates to Estimation Moments*
resolves10.1257/jep.31.2.3The State of Applied Econometrics: Causality and Policy Evaluation
resolves10.1086/250059By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.2307/1913558Implicit Alternatives and the Local Power of Test Statistics
resolves10.2307/1882642A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
resolves10.1093/qje/qjs001Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
resolves10.1093/rfs/hht135Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors
resolves10.2307/1912775Large Sample Properties of Generalized Method of Moments Estimators
resolves10.1016/0304-4076(85)90138-1A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
resolves10.1086/678456Nobel Lecture: Uncertainty Outside and Inside Economic Models
resolves10.3982/QE9Fragile beliefs and the price of uncertainty
resolves10.2307/1911873Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
resolves10.1086/261141Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
resolves10.1093/rfs/hhm020The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
resolves10.1137/1120081On the Efficiency of a Class of Non-Parametric Estimates
resolves10.2307/1911011Maximum Likelihood Specification Testing and Conditional Moment Tests
resolves10.2307/2938351Efficient Instrumental Variables Estimation of Nonlinear Models
resolves10.2307/1913610A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.2307/2297602Multiple Time Series Regression with Integrated Processes
resolves10.3982/ECTA14308Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
resolves10.1561/0800000019Semiparametric Efficiency Bounds for Microeconometric Models: A Survey
resolves10.2307/2171957Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
resolves10.1109/TIT.2009.2039048On the Monotonicity, Log-Concavity, and Tight Bounds of the Generalized Marcum and Nuttall $Q$-Functions
resolves10.1111/jofi.12018Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
resolves10.1093/rfs/hhm014A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
The 41 references without a DOI — listed, not checked
no DOI — not checkedInformation theory and an extension of the maximum likelihood principle
no DOI — not checkedref9
no DOI — not checkedref12
no DOI — not checkedA model of investor sentiment
no DOI — not checkedQuelques aspects de la statistique robuste
no DOI — not checkedEfficient and adaptive estimation for semiparametric models
no DOI — not checkedInference for semiparametric models: some questions and an answer
no DOI — not checkedBasic properties of strong mixing conditions. A survey and some open questions
no DOI — not checkedref23
no DOI — not checkedref25
no DOI — not checkedMeasuring the 'Dark Matter' in Asset Pricing Models
no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedCurrent real-business-cycle theories and aggregate labor-market fluctuations
no DOI — not checkedref34
no DOI — not checkedref37
no DOI — not checkedref38
no DOI — not checkedref39
no DOI — not checkedref40
no DOI — not checkedThe risk inflation criterion for multiple regression
no DOI — not checkedAssessing goodness-of-fit of asset pricing models: The distribution of the maximal r 2
no DOI — not checkedref49
no DOI — not checkedref50
no DOI — not checkedMaxmin expected utility with non-unique prior
no DOI — not checkedGeneralized method of moments estimation
no DOI — not checkedref66
no DOI — not checkedOn the Markov chain central limit theorem
no DOI — not checkedref74
no DOI — not checkedRobust inference for consumption-based asset pricing
no DOI — not checkedref79
no DOI — not checkedref80
no DOI — not checkedShrinking the cross-section
no DOI — not checkedref82
no DOI — not checkedWeak convergence and empirical processes
no DOI — not checkedCrises and recoveries in an empirical model of consumption disasters
no DOI — not checkedOn one informational lower bound
no DOI — not checkedof Handbook of Econometrics
no DOI — not checkedEstimating the dimension of a model
no DOI — not checkedref127
no DOI — not checkedStatistical estimation in large parameter spaces
no DOI — not checkedref133
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