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Citations for "Nonlinear Regression on Cross-Section Data"

by White, Halbert

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  1. Jeffrey M. Woodridge, 1988. "A Unified Approach to Robust, Regression-Based Specification Tests," Working papers 480, Massachusetts Institute of Technology (MIT), Department of Economics.
  2. Han Kim, E & Morse, Adair & Zingales, Luigi, 2006. "Are Elite Universities Losing their Competitive Edge?," CEPR Discussion Papers 5700, C.E.P.R. Discussion Papers.
  3. Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004. "Comparing dynamic equilibrium models to data: a Bayesian approach," Journal of Econometrics, Elsevier, vol. 123(1), pages 153-187, November.
  4. Pavel Cizek, 2001. "Robust Estimation with Discrete Explanatory Variables," CERGE-EI Working Papers wp183, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  5. Klasa, Sandy & Maxwell, William F. & Ortiz-Molina, Hernán, 2009. "The strategic use of corporate cash holdings in collective bargaining with labor unions," Journal of Financial Economics, Elsevier, vol. 92(3), pages 421-442, June.
  6. Weems, K. S. & Smith, P. J., 2004. "On robustness of maximum likelihood estimates for Poisson-lognormal models," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 189-196, January.
  7. Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
  8. repec:dgr:uvatin:2004066 is not listed on IDEAS
  9. Mohamed Ariff & Luc Can, 2009. "IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia," Journal of Financial Services Research, Springer, vol. 35(2), pages 167-187, April.
  10. Müller, Christine H. & Huggins, Richard & Hwang, Wen-Han, 2011. "Consistent estimation of species abundance from a presence-absence map," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1449-1457, September.
  11. Jacob A. Bikker & Sherrill Shaffer & Laura Spierdijk, 2012. "Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1025-1044, November.
  12. Ezequiel Uriel Jiménez & María Consuelo Colom & María Cruz Molés & María Luisa Moltó Carbonell, 1998. "- Least Squares Estimates Symetrically Adjusted With No Loss Of Information In The Truncated Tobit Model," Working Papers. Serie EC 1998-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  13. Ariel Pakes & Zvi Griliches, 1982. "Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs," NBER Working Papers 0933, National Bureau of Economic Research, Inc.
  14. Yun Fang & Li-Xing Zhu, 2012. "Asymptotics of SIMEX-based variance estimation," Metrika, Springer, vol. 75(3), pages 329-345, April.
  15. Kim, Tae Soo & Kim, Hae Kyung & Hur, Sun, 2002. "Asymptotic properties of a particular nonlinear regression quantile estimation," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 387-394, December.
  16. Henry Brady, 1989. "Factor and ideal point analysis for interpersonally incomparable data," Psychometrika, Springer, vol. 54(2), pages 181-202, June.
  17. Robert C. Feenstra, 1991. "New Goods and Index Numbers: U.S. Import Prices," NBER Working Papers 3610, National Bureau of Economic Research, Inc.
  18. Xiu, Dacheng, 2010. "Quasi-maximum likelihood estimation of volatility with high frequency data," Journal of Econometrics, Elsevier, vol. 159(1), pages 235-250, November.
  19. de Jong, Robert M., 1998. "Uniform laws of large numbers and stochastic Lipschitz-continuity," Journal of Econometrics, Elsevier, vol. 86(2), pages 243-268, June.
  20. White, Halbert & Kim, Tae-Hwan, 2002. "Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression," University of California at San Diego, Economics Working Paper Series qt1s38s0dn, Department of Economics, UC San Diego.
  21. Thomas E. MaCurdy, 1981. "Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics," NBER Technical Working Papers 0014, National Bureau of Economic Research, Inc.
  22. Cizek, P., 2004. "Asymptotics of Least Trimmed Squares Regression," Discussion Paper 2004-72, Tilburg University, Center for Economic Research.
  23. Stoker, Thomas M., 1983. "Aggregation, structural change and cross section estimation," Working papers 1485-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  24. Laitila, Thomas, 2001. "Properties of the QME under asymmetrically distributed disturbances," Statistics & Probability Letters, Elsevier, vol. 52(4), pages 347-352, May.
  25. Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
  26. Stoker, Thomas M., 1983. "Aggregation, efficiency and cross section regression," Working papers 1453-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  27. Akhand, Hafiz A., 1996. "Effective federal individual income tax functions: A specification search," Economics Letters, Elsevier, vol. 51(1), pages 19-25, April.
  28. Karlsson, Maria & Laitila, Thomas, 2008. "A semiparametric regression estimator under left truncation and right censoring," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2567-2571, November.
  29. Jeroen Hinloopen & Charles van Marrewijk, 2004. "Locating Economic Concentration," Tinbergen Institute Discussion Papers 04-066/2, Tinbergen Institute.
  30. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.