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Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters. (2011). Ham, John ; Woutersen, Tiemen.
In: IZA Discussion Papers.
RePEc:iza:izadps:dp5816.

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  13. Newey, W. K. and K. D. West (1987): A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica 55: 703--708. Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters 15

  14. Newey, W. K., and D. McFadden (1994): Large Sample Estimation and Hypothesis Testing, in the Handbook of Econometrics, Vol. 4, ed. by R. F. Engle and D. MacFadden. Amsterdam: North-Holland.
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  15. Røed, K. and L. Westlie (2011) Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions, Forthcoming in the Journal of the European Economic Association.
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  16. Romano, J. P. and A. M. Shaikh (2010). On the Uniform Asymptotic Validity of Subsampling and the Bootstrap, Mimeo, University of Chicago.
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  17. Weisberg, S. (2005). Applied Linear Regression, third edition. New York:Wiley. Calculating Confidence Intervals for Continuous and Discontinuous Functions of Estimated Parameters 16
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