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Citations for "Maximum Likelihood Estimation of Misspecified Models"

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  1. Zarkin, Gary A. & Mroz, Thomas A. & Bray, Jeremy W. & French, Michael T., 1998. "The relationship between drug use and labor supply for young men," Labour Economics, Elsevier, vol. 5(4), pages 385-409, December.
  2. Mark W. Watson, 1991. "Measures of fit for calibrated models," Working Paper Series, Macroeconomic Issues 91-9, Federal Reserve Bank of Chicago.
  3. Liu, Hong & Sun, Qi & Zhao, Zhong, 2014. "Social learning and health insurance enrollment: Evidence from China's New Cooperative Medical Scheme," Journal of Economic Behavior & Organization, Elsevier, vol. 97(C), pages 84-102.
  4. Christian Seiler, 2013. "Nonresponse in Business Tendency Surveys: Theoretical Discourse and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute for Economic Research at the University of Munich, number 52.
  5. Jiri Podpiera, 2008. "Policy Rate Decisions and Unbiased Parameter Estimation in Conventionally Estimated Monetary Policy Rules," Working Papers 2008/2, Czech National Bank, Research Department.
  6. Lange, Andreas & Löschel, Andreas & Vogt, Carsten & Ziegler, Andreas, 2010. "On the self-interested use of equity in international climate negotiations," European Economic Review, Elsevier, vol. 54(3), pages 359-375, April.
  7. Michael Lechner, 2000. "An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany," Journal of Human Resources, University of Wisconsin Press, vol. 35(2), pages 347-375.
  8. Dhaene, Geert & Hoorelbeke, Dirk, 2004. "The information matrix test with bootstrap-based covariance matrix estimation," Economics Letters, Elsevier, vol. 82(3), pages 341-347, March.
  9. Michael Baker & Rea Samuel A. Rea, 1995. "Employment Spells and Unemployment Insurance Eligibility Requirements," Labor and Demography 9505001, EconWPA.
  10. Hafedh Bouakez & Emanuela Cardia & Francisco J. Ruge-Murcia, 2002. "Habit Formation and the Persistence of Monetary Shocks," Working Papers 02-27, Bank of Canada.
  11. Atsushi Inoue & Mototsugu Shintania, 2014. "Quasi-Bayesian Model Selection," Departmental Working Papers 1402, Southern Methodist University, Department of Economics.
  12. Cappellari, Lorenzo & Jenkins, Stephen P., 2002. "Modelling Low Income Transitions," IZA Discussion Papers 504, Institute for the Study of Labor (IZA).
  13. Joachim Zietz, 2006. "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 369-374.
  14. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, EconWPA, revised 07 Mar 1996.
  15. Leonardo Becchetti & Maria Santoro, 2001. "The determinants of small and medium-sized firm internationalization and its relationship with productive efficiency," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(2), pages 297-319, June.
  16. R. Hujer & K.-O. Maurer & M. Wellner, 1997. "Estimating the Effect of Training on Unemployment Duration in West Germany - A Discrete Hazard-Rate Model with Instrumental Variables," Econometrics 9704001, EconWPA.
  17. Hilger, James & Englin, Jeffrey, 2009. "Utility theoretic semi-logarithmic incomplete demand systems in a natural experiment: Forest fire impacts on recreational values and use," Resource and Energy Economics, Elsevier, vol. 31(4), pages 287-298, November.
  18. Victor Chen & Jing Li & Daniel Shapiro, 2011. "Are OECD-prescribed “good corporate governance practices” really good in an emerging economy?," Asia Pacific Journal of Management, Springer, vol. 28(1), pages 115-138, March.
  19. Jin-Chuan Duan & Kris Jacobs, 2001. "Short and Long Memory in Equilibrium Interest Rate Dynamics," CIRANO Working Papers 2001s-22, CIRANO.
  20. Tue Gørgens & Allan Würtz, 2009. "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers 2009-54, School of Economics and Management, University of Aarhus.
  21. Yermack, David, 1996. "Higher market valuation of companies with a small board of directors," Journal of Financial Economics, Elsevier, vol. 40(2), pages 185-211, February.
  22. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Papers 903, Queen's University, Department of Economics.
  23. Martin Huber, 2011. "Testing for covariate balance using quantile regression and resampling methods," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2881-2899, February.
  24. Lee, Tae-Hwy, 1995. "Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence," Economics Letters, Elsevier, vol. 49(2), pages 157-161, August.
  25. Gallegos, María Teresa & Ritter, Gunter, 2013. "Strong consistency of k-parameters clustering," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 14-31.
  26. Rehfeld, Katharina-Maria & Rennings, Klaus & Ziegler, Andreas, 2004. "Integrated Product Policy and Environmental Product Innovations: An Empirical Analysis," ZEW Discussion Papers 04-71, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  27. George Hall and John Rust, Yale University, 2001. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001 274, Society for Computational Economics.
  28. Bohl, Martin T. & Michels, Winfried & Oelgemöller, Jens, 2011. "Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster," Beiträge zur angewandten Wirtschaftsforschung 34, Center of Applied Economic Research Münster (CAWM), University of Münster.
  29. Subramanian, Sundarraman & Bandyopadhyay, Dipankar, 2010. "Doubly robust semiparametric estimation for the missing censoring indicator model," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 621-630, April.
  30. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR).
  31. repec:dgr:umamet:2003035 is not listed on IDEAS
  32. Xavier Labandeira Villot & José María Labeaga & Xiral López-Otero, 2009. "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers 2009-18, FEDEA.
  33. Anders, Ulrich & Korn, Olaf & Schmitt, Christian, 1996. "Improving the pricing of options: a neural network approach," ZEW Discussion Papers 96-04, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  34. Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
  35. Fufa, B. & Hassan, Rashid M., 2006. "Determinants of fertilizer use on maize in Eastern Ethiopia: A weighted endogenous sampling analysis of the extent and intensity of adoption," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(1), March.
  36. Ziegler, Andreas & Seijas Nogareda, Jazmin, 2009. "Environmental management systems and technological environmental innovations: Exploring the causal relationship," Research Policy, Elsevier, vol. 38(5), pages 885-893, June.
  37. Kenneth Kasa & In-Koo Cho, 2011. "Learning and Model Validation," 2011 Meeting Papers 1086, Society for Economic Dynamics.
  38. Declerck C.H. & Boone Ch. & Kiyonari T., 2008. "Oxytocin and cooperative behavior in social dilemmas: The moderating role of explicit incentives, social cues and individual differences," Working Papers 2008014, University of Antwerp, Faculty of Applied Economics.
  39. Martin T. Bohl, Winfried Michels, Jens Oelgemöller, . "Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster," Working Papers 201144, Institute of Spatial and Housing Economics, Munster Universitary.
  40. Marco Casari & John C. Ham & John H. Kagel, 2007. "Selection Bias, Demographic Effects, and Ability Effects in Common Value Auction Experiments," American Economic Review, American Economic Association, vol. 97(4), pages 1278-1304, September.
  41. Bertschek, Irene & Lechner, Michael, 1995. "Convenient Estimators for the Panel Probit Model," Discussion Papers 528, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
  42. Andreas Ziegler, 2007. "Simulated classical tests in multinomial probit models," Statistical Papers, Springer, vol. 48(4), pages 655-681, October.
  43. Duan, Jin-Chuan & Jacobs, Kris, 2008. "Is long memory necessary? An empirical investigation of nonnegative interest rate processes," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 567-581, June.
  44. Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
  45. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Working Papers 08-29, Bank of Canada.
  46. Prakash Kannan, 2008. "Perspectives on High Real Interest Rates in Turkey," IMF Working Papers 08/251, International Monetary Fund.
  47. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
  48. Corradi, Valentina & Swanson, Norman R., 2004. "A test for the distributional comparison of simulated and historical data," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November.
  49. Yongsung Chang & Andreas Hornstein & Pierre-Daniel G. Sarte, 2004. "Productivity, employment, and inventories," Working Paper 04-09, Federal Reserve Bank of Richmond.
  50. Rosario Crinò, 2007. "Service Offshoring and White-Collar Employment," CESifo Working Paper Series 2040, CESifo Group Munich.
  51. Li, Fuchun & Tkacz, Greg, 2006. "A consistent bootstrap test for conditional density functions with time-series data," Journal of Econometrics, Elsevier, vol. 133(2), pages 863-886, August.
  52. Fei Chen & Francis X. Diebold & Frank Schorfheide, 2012. "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," PIER Working Paper Archive 12-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  53. Bekaert, Geert & Harvey, Campbell R., 1997. "Emerging equity market volatility," Journal of Financial Economics, Elsevier, vol. 43(1), pages 29-77, January.
  54. Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," Working Papers 0604, University of Guelph, Department of Economics and Finance.
  55. Wang, Qingbin & Halbrendt, Catherine & Johnson, Stanley R., 1996. "A non-nested test of the AIDS vs. the translog demand system," Economics Letters, Elsevier, vol. 51(2), pages 139-143, May.
  56. James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers 1268, Queen's University, Department of Economics.
  57. Muller, A. & Verschoor, Willem F.C., 2008. "The Latin American exchange exposure of U.S. multinationals," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 112-130, April.
  58. Andreas Lange & Andreas Ziegler, 2012. "Offsetting versus Mitigation Activities to Reduce CO2 Emissions: A Theoretical and Empirical Analysis for the U.S. and Germany," MAGKS Papers on Economics 201218, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  59. Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," CESifo Working Paper Series 3850, CESifo Group Munich.
  60. Andreas P. Georgiadis, 2006. "Is there a Wage-Supervision Trade-Off? Efficiency Wages Evidence From the 1990 British Workplace Industrial Relations Survey," The Centre for Market and Public Organisation 06/152, Department of Economics, University of Bristol, UK.
  61. David Brownstone & Robert Valletta, 2001. "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 129-141, Fall.
  62. MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
  63. Ioannis Kasparis & Peter C.B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University.
  64. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
  65. Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
  66. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
  67. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
  68. Ceema Zahra Namazie, 2002. "Who bore the burden of wage arrears in the Kyrgyz republic?," LSE Research Online Documents on Economics 6555, London School of Economics and Political Science, LSE Library.
  69. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
  70. Abadie, Alberto, 2003. "Semiparametric instrumental variable estimation of treatment response models," Journal of Econometrics, Elsevier, vol. 113(2), pages 231-263, April.
  71. Jiménez-Gamero, M.D. & Pino-Mejías, R. & Alba-Fernández, V. & Moreno-Rebollo, J.L., 2011. "Minimum [phi]-divergence estimation in misspecified multinomial models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3365-3378, December.
  72. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
  73. Jamel Jouini, 2010. "Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration," Statistical Papers, Springer, vol. 51(1), pages 85-109, January.
  74. Venetis, Ioannis A. & Peel, David, 2005. "Non-linearity in stock index returns: the volatility and serial correlation relationship," Economic Modelling, Elsevier, vol. 22(1), pages 1-19, January.
  75. Alexander Kriwoluzky, 2008. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," SFB 649 Discussion Papers SFB649DP2008-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  76. Juan A. Máñez & Juan A. Sanchis Llopis & María E. Rochina, 2004. "Sunk Costs Hysteresis In Spanish Manufacturing Exports," Working Papers. Serie EC 2004-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  77. Jan Ondrich & J. David Richardson & Shuo Zhang, 2006. "A further investigation of the link between trade and income," International Economic Journal, Taylor & Francis Journals, vol. 20(1), pages 19-36.
  78. Gustavo Leyva, 2008. "The Choice of Inflation Targeting," Working Papers Central Bank of Chile 475, Central Bank of Chile.
  79. DOLADO , Juan J. & RODRIGUEZ-POO, Juan & VEREDAS, David, 2004. "Testing weak exogeneity in the exponential family : an application to financial point processes," CORE Discussion Papers 2004049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  80. Harhoff, Dietmar, 1995. "Firm formation and regional spillovers: evidence from Germany," ZEW Discussion Papers 95-11, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  81. Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2009. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Cowles Foundation Discussion Papers 1720, Cowles Foundation for Research in Economics, Yale University.
  82. BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques.
  83. Jere Behrman & Robin Sickles & Paul Taubman, 1990. "Age-Specific Death Rates With Tobacco Smoking and Occupational Activity: Sensitivity to Sample Length, Functional Form, and Unobserved Frailty," Demography, Springer, vol. 27(2), pages 267-284, May.
  84. Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 373-411, Fall.
  85. Francesco Bravo, . "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
  86. Deo, Rohit S. & Chen, Willa W., 2003. "Estimation of Mis-Specified Long Memory Models," Papers 2004,03, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  87. Wedel, M. & Hofstede, F. ter & Steenkamp, J.-B.E.M., 1997. "Mixture model analysis of complex samples," Research Report 97B03, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  88. Ines Chaieb & Vihang Errunza & Basma Majerbi, 2013. "Do emerging markets provide currency diversification benefits?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 102-120.
  89. Han Hong & Olivier Scaillet & Elie Tamer, 2001. "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers 2001-39, Centre de Recherche en Economie et Statistique.
  90. Baetschmann, Gregori, 2012. "Identification and estimation of thresholds in the fixed effects ordered logit model," Economics Letters, Elsevier, vol. 115(3), pages 416-418.
  91. Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print peer-00815562, HAL.
  92. de Jong, Frank, 2000. "Time Series and Cross-Section Information in Affine Term-Structure Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 300-314, July.
  93. Björn Kauder & Niklas Potrafke, 2013. "Government Ideology and Tuition Fee Policy: Evidence from the German States," CESifo Economic Studies, CESifo, vol. 59(4), pages 628-649, December.
  94. Anton Flossmann, 2010. "Accounting for missing data in M-estimation: a general matching approach," Empirical Economics, Springer, vol. 38(1), pages 85-117, February.
  95. Russell Davidson & James G. MacKinnon, 2004. "The Power of Bootstrap and Asymptotic Tests," Working Papers 1035, Queen's University, Department of Economics.
  96. Smith, V. Kerry & Mansfield, Carol, 1996. "Buying Time: Real and Hypothetical Offers," Discussion Papers dp-97-09, Resources For the Future.
  97. Botzen, W.J.W. & Bouwer, L.M. & van den Bergh, J.C.J.M., 2010. "Climate change and hailstorm damage: Empirical evidence and implications for agriculture and insurance," Resource and Energy Economics, Elsevier, vol. 32(3), pages 341-362, August.
  98. Michael Lechner & Jeffrey Smith, 2003. "What is the Value Added by Caseworkers?," University of St. Gallen Department of Economics working paper series 2003 2003-05, Department of Economics, University of St. Gallen.
  99. Park, Sungchul & Lee, Jason & Ikai, Hiroshi & Otsubo, Tetsuya & Imanaka, Yuichi, 2013. "Decentralization and centralization of healthcare resources: Investigating the associations of hospital competition and number of cardiologists per hospital with mortality and resource utilization in ," Health Policy, Elsevier, vol. 113(1), pages 100-109.
  100. Christian A.L. Hilber, 2003. "Neighborhood externality risk and the homeownership status of properties," Proceedings 885, Federal Reserve Bank of Chicago.
  101. Gerard L. Gannon, 2009. "Dispersion of Information or Market Behaviour: General Public Trading in S&P500 Index Futures," Accounting, Finance, Financial Planning and Insurance Series 2009_01, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  102. Harry Joe & Alberto Maydeu-Olivares, 2010. "A General Family of Limited Information Goodness-of-Fit Statistics for Multinomial Data," Psychometrika, Springer, vol. 75(3), pages 393-419, September.
  103. Reize, Frank, 2001. "FIML estimation of a bivariate probit selection rule: an application on firm growth and subsidisation," ZEW Discussion Papers 01-13, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  104. repec:mar:magkse:20134 is not listed on IDEAS
  105. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation for Research in Economics, Yale University.
  106. Özlem Onaran & Engelbert Stockhammer, 2006. "The effect of FDI and foreign trade on wages in the Central and Eastern European Countries in the post-transition era: A sectoral analysis," Department of Economics Working Papers wuwp094, Vienna University of Economics, Department of Economics.
  107. Andreas Ziegler, 2010. "Individual Characteristics and Stated Preferences for Alternative Energy Sources and Propulsion Technologies in Vehicles: A Discrete Choice Analysis," CER-ETH Economics working paper series 10/125, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  108. Wiji Arulampalam & Alison L. Booth, 2000. "Union status of young men in Britain: a decade of change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 289-310.
  109. Somnath Chatterjee, 2005. "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: The Case Of Uk And Germany," Working Papers 2005_2, Business School - Economics, University of Glasgow.
  110. Lars Hansen & Thomas Sargent & Thomas Tallarini, . "Robust Permanent Income and Pricing," GSIA Working Papers 1997-51, Carnegie Mellon University, Tepper School of Business.
  111. Moy, Ronald L. & Lee, Ahyee & Chen, Thomas P., 1997. "Multivariate tests of the capm under heteroskedasticity: A note," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 431-439.
  112. Ceema Zahra Namazie, 2002. "Who Bore the Burden of Wage Arrears in the Kyrgyz Republic?," STICERD - Distributional Analysis Research Programme Papers 64, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  113. Lee J. Alston & Joseph P. Ferrie, 2005. "Time on the Ladder: Career Mobility in Agriculture, 1890-1938," NBER Working Papers 11231, National Bureau of Economic Research, Inc.
  114. Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J., 2014. "Neglected heterogeneity in moment condition models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 86-100.
  115. Mroz, Thomas A., 1999. "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome," Journal of Econometrics, Elsevier, vol. 92(2), pages 233-274, October.
  116. Rahmouni, Mohieddine & Ayadi, Mohamed & YIldIzoglu, Murat, 2010. "Characteristics of innovating firms in Tunisia: The essential role of external knowledge sources," Structural Change and Economic Dynamics, Elsevier, vol. 21(3), pages 181-196, August.
  117. Peter Grandits & Grigory Temnov, 2010. "A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation," Finance and Stochastics, Springer, vol. 14(4), pages 569-591, December.
  118. Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga, 2006. "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão 535, Department of Economics PUC-Rio (Brazil).
  119. Daniel Coronado & Manuel Acosta, 2005. "The effects of scientific regional opportunities in science-technology flows: Evidence from scientific literature in firms patent data," The Annals of Regional Science, Springer, vol. 39(3), pages 495-522, 09.
  120. Hudecová, Šárka & Pešta, Michal, 2013. "Modeling dependencies in claims reserving with GEE," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 786-794.
  121. Cavaco, Sandra & Lesueur, Jean-Yves & Sabatier, Mareva, 2003. "Stratégies De Recherche, Contraintes Spatiales Et Hétérogénéité Des Transitions Vers L’Emploi : Estimation Économétrique D’Un Modèle Structurel De Recherche
    [Job search strategies, spa
    ," MPRA Paper 10499, University Library of Munich, Germany.
  122. Kristensen, Dennis, 2011. "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, vol. 164(2), pages 382-403, October.
  123. Matthias Hagmann & Olivier Scaillet, 2004. "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004 25, Royal Economic Society.
  124. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
  125. Erik Brouwer & Hana Budil-Nadvornikova & Alfred Kleinknecht, 1999. "Are Urban Agglomerations a Better Breeding Place for Product Innovation? An Analysis of New Product Announcements," Regional Studies, Taylor & Francis Journals, vol. 33(6), pages 541-549.
  126. Jianxin Wang & Minxian Yang, 2012. "On the Risk Return Relationship," Discussion Papers 2012-31, School of Economics, The University of New South Wales.
  127. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, EconWPA.
  128. Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers dp382, Financial Markets Group.
  129. Elena Andreou & Bas J. M. Werker, 2012. "An Alternative Asymptotic Analysis of Residual-Based Statistics," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 88-99, February.
  130. van Akkeren, Marco & Judge, George & Mittelhammer, Ron, 2002. "Generalized moment based estimation and inference," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 127-148, March.
  131. Neil G. Bennett & Hsien-Hen Lu & Younghwan Song, 2002. "Welfare Reform and Changes in the Economic Well-Being of Children," NBER Working Papers 9399, National Bureau of Economic Research, Inc.
  132. Wang, You-Gan & Shao, Quanxi & Zhu, Min, 2009. "Quantile regression without the curse of unsmoothness," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3696-3705, August.
  133. Kuswanto, Heri & Sibbertsen, Philipp, 2009. "Testing for Long Memory Against ESTAR Nonlinearities," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-427, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  134. Jonathan Eaton & Akilo Tamura, 1994. "Bilateralism and Regionalism in Japanese and U.S. Trade and Direct Foreign Investment Patterns," Boston University - Institute for Economic Development 48, Boston University, Institute for Economic Development.
  135. Blundell, Richard W. & Laisney, François & Lechner, Michael, 1991. "Alternative interpretations of hours information in an econometric model of labour supply," ZEW Discussion Papers 91-01, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  136. Carrasco, Marine, 2002. "Misspecified Structural Change, Threshold, and Markov-switching models," Journal of Econometrics, Elsevier, vol. 109(2), pages 239-273, August.
  137. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
  138. Shelly Lundberg & Daniel Klepinger & Robert Plotnick, 1998. "Teen Childbearing and Human Capital: Does Timing Matter?," Discussion Papers in Economics at the University of Washington 0057, Department of Economics at the University of Washington.
  139. Jesus Mur & Ana Angulo, 2004. "Vuong and Wald tests. Simplicity vs. Complexity," ERSA conference papers ersa04p36, European Regional Science Association.
  140. Lehnert, Thorsten & Wolff, Christian C. P., 2004. "Scale-consistent Value-at-Risk," Finance Research Letters, Elsevier, vol. 1(2), pages 127-134, June.
  141. Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
  142. Geert Dhaene & Olivier Scaillet, 2000. "Reversed Score and Likelihood Ratio Tests," Working Papers 2000-60, Centre de Recherche en Economie et Statistique.
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