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Citations for "Pseudo Maximum Likelihood Methods: Theory"

by Gourieroux, Christian & Monfort, Alain & Trognon, Alain

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Ginés Guirao Pérez & Victor Javier Cano Fernández & Marta Isabel López Yurda & María Carolina Rodríguez Donate & Margarita Esther Romero Rodríguez, 2004. "Relación entre la frecuencia de consumo de vino y algunas características socioeconómicas de los individuos," Documentos de trabajo conjunto ULL-ULPGC 2004-01, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
  2. Masao Nakamura & John Hagedoorn & Hans van Kranenburg & Richard N. Osborn, 2003. "Joint patenting amongst companies - exploring the effects of inter-firm R&D partnering and experience," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 24(2-3), pages 71-84. [Downloadable!]
  3. Javier Alvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation Of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI. [Downloadable!]
  4. repec:mop:credwp:09.05.84 is not listed on IDEAS
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  5. Hyytinen, Ari & Takalo , Tuomas, 2004. "Multihoming in the market for payment media: evidence from young Finnish consumers," Research Discussion Papers 25/2004, Bank of Finland. [Downloadable!]
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  6. Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
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  7. Marc Henry & Olivier Scaillet, 2002. "Nonparametric specification analysis of dynamic parametric models," Discussion Papers 0102-20, Columbia University, Department of Economics. [Downloadable!]
  8. Jean-Marie Dufour & Alain Trognon, 2000. "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers 1420, Econometric Society. [Downloadable!]
  9. Kim, C.S. & Hallahan, C. & Schaible, G. & Leath, M., 2000. "A Decomposed Regression Model For Measuring Structural Changes In The Flour Milling Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21834, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  10. Dirk Dohse & Andrea Schertler, 2003. "Explaining the Regional Distribution of New Economy Firms — A Count Data Analysis," Kiel Working Papers 1193, Kiel Institute for the World Economy. [Downloadable!]
  11. Emilie Alberola & Benoît Chèze & Julien Chevallier, 2008. "The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices," EconomiX Working Papers 2008-12, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
  12. Arvid Raknerud, 2002. "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers 330, Research Department of Statistics Norway. [Downloadable!]
  13. Yi-Ting Chen & Chung-Ming Kuan, 2000. "The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis," Econometric Society World Congress 2000 Contributed Papers 1723, Econometric Society. [Downloadable!]
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  14. 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). [Downloadable!]
  15. V.A. Hajivassiliou & P. A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Econometrics 9311002, EconWPA. [Downloadable!]
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  16. Bettina Becker & Martin Theuringer, 2000. "Macroeconomic Determinants of Contingent Protection: The Case of the European Union," IWP Discussion Paper Series 02/2000, Institute for Economic Policy, Cologne, Germany. [Downloadable!]
  17. Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics 0501004, EconWPA. [Downloadable!]
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  18. Katz, Jonathan N. & Cox, Gary W., 1997. "The Reapportionment Revolution and Bias in U.S. Congressional Elections," Working Papers 1011, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  19. John Geweke & Gianni Amisano, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank. [Downloadable!]
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  20. Kraft, Kornelius & Czarnitzki, Dirk, 2001. "Firm leadership and innovative performance : evidence from seven EU Countries," ZEW Discussion Papers 01-35, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  21. John A. Curtis, 2002. "Estimating the Demand for Salmon Angling in Ireland," The Economic and Social Review, Economic and Social Studies, vol. 33(3), pages 319-332. [Downloadable!]
  22. Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO. [Downloadable!]
  23. Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004. [Downloadable!]
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  24. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA. [Downloadable!]
  25. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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  26. Franses, Philip Hans & Lucas, Andr‚, 1997. "Outlier robust cointegration analysis," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  27. Filip Žikeš & Vít Bubák, 2006. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 223-245, May. [Downloadable!]
  28. P. Bentler, 1986. "Structural modeling and psychometrika: An historical perspective on growth and achievements," Psychometrika, Springer, vol. 51(1), pages 35-51, March. [Downloadable!] (restricted)
  29. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation, Yale University. [Downloadable!]
  30. Puhani, Patrick A., 2001. "Wage Rigidities in Western Germany? Microeconometric Evidence from the 1990s," IRISS Working Paper Series 2001-07, IRISS at CEPS/INSTEAD. [Downloadable!]
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  31. David Veredas & Juan M. Rodríguez-Poo & Antoni Espasa, 2001. "On The (Intradaily) Seasonality And Dynamics Of A Financial Point Process: A Semiparametric Approach," Statistics and Econometrics Working Papers ws013321, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
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  32. Steven Brakman & Harry Garretsen & Charles van Marrewijk, 2007. "Cross-border Mergers and Acquisitions: On Revealed Comparative Advantage And Merger Waves," Tinbergen Institute Discussion Papers 08-013/2, Tinbergen Institute. [Downloadable!]
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  33. Gerhard Arminger & Ronald Schoenberg, 1989. "Pseudo maximum likelihood estimation and a test for misspecification in mean and covariance structure models," Psychometrika, Springer, vol. 54(3), pages 409-425, September. [Downloadable!] (restricted)
  34. Gianluca Cassesse & Massimo Guidolin, 2005. "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers 2005-008, Federal Reserve Bank of St. Louis. [Downloadable!]
  35. Peter Congdon, 1989. "Modelling Migration Flows between Areas: An Analysis for London Using the Census and OPCS Longitudinal Study," Regional Studies, Taylor and Francis Journals, vol. 23(2), pages 87-103, April. [Downloadable!] (restricted)
  36. Wolfgang Keller & Arik Levinson, 1999. "Environmental Compliance Costs and Foreign Direct Investment Inflows to U.S. States," NBER Working Papers 7369, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  37. Nour Meddahi & Éric Renault, 1998. "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers 98s-29, CIRANO. [Downloadable!]
  38. Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns Over Pay Periods," The Warwick Economics Research Paper Series (TWERPS) 656, University of Warwick, Department of Economics. [Downloadable!]
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  39. Joseph Cooper & John Loomis, 1993. "Testing whether waterfowl hunting benefits increase with greater water deliveries to wetlands," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 3(6), pages 545-561, December. [Downloadable!] (restricted)
  40. Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  41. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  42. Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "Constrained Emm And Indirect Inference Estimation," Working Papers. Serie AD 2000-26, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  43. Tom Downes & Shane Greenstein, 2005. "Understanding Why Universal Service Obligations May Be Unnecessary: The Private Development of Local Internet Access Markets," Discussion Papers Series, Department of Economics, Tufts University 0516, Department of Economics, Tufts University. [Downloadable!]
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  44. Christopher Bollinger & Martin H. David, 2000. "Estimation with Response Error and Non-Response: Food Stamp Participation in the SIPP," Econometric Society World Congress 2000 Contributed Papers 0198, Econometric Society. [Downloadable!]
  45. Marc Ivaldi & David Martimort, 1994. "Competition under Nonlinear Pricing," Annales d'Economie et de Statistique, ADRES, issue 34, pages 04, Avril-Jui. [Downloadable!]
  46. Ivana Komunjer, 2001. "Consistent Estimation for Aggregated GARCH Processes," University of California at San Diego, Economics Working Paper Series 2001-08, Department of Economics, UC San Diego. [Downloadable!]
  47. G. Donald Jud & Terry G. Seaks & Daniel T. Winkler, 1996. "Time on the Market: The Impact of Residential Brokerage," Journal of Real Estate Research, American Real Estate Society, vol. 12(3), pages 447-458. [Downloadable!]
  48. James D. Shilling & Kerry D. Vandell & Ruslan Koesman & Zhenguo Lin, 2006. "How Tax Credits Have Affected the Rehabilitation of the Boston Office Market," Journal of Real Estate Research, American Real Estate Society, vol. 28(4), pages 321-348. [Downloadable!]
  49. Charles Bellemare & Bruce S. Shearer, 2006. "Sorting, Incentives and Risk Preferences: Evidence from a Field Experiment," Cahiers de recherche 0631, CIRPEE. [Downloadable!]
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  50. Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer, vol. 57(3), pages 333-349, September. [Downloadable!] (restricted)
  51. Gerard Gannon, 2004. "Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets," Accounting, Finance, Financial Planning and Insurance Series 2004_09, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  52. Andrew Patton, 2001. "Estimation of Copula Models for Time Series of Possibly Different Length," University of California at San Diego, Economics Working Paper Series 2001-17, Department of Economics, UC San Diego. [Downloadable!]
  53. Ramdan Dridi & Eric Renault, 2000. "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series /2000/392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  54. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  55. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2005. "Estimating Firm-Level Demand at a Price Comparison Site: Accounting for Shoppers and the Number of Competitors," Microeconomics 0504005, EconWPA. [Downloadable!]
  56. Fryges, Helmut, 2006. "Hidden champions - how young and small technology-oriented firms can attain high export-sales ratios," ZEW Discussion Papers 06-45, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  57. Dimitrios Christelis & Dimitris Georgarakos, 2009. "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers 213, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
  58. Montserrat Guillen & Manuel Artis, 1994. "Count Data Models For A Credit Scoring System," Risk and Insurance 9407004, EconWPA. [Downloadable!]
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  59. J. Shonkwiler & Nick Hanley, 2003. "A New Approach to Random Utility Modeling using the Dirichlet Multinomial Distribution," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 26(3), pages 401-416, November. [Downloadable!] (restricted)
  60. Jan R. Magnus, 2007. "The asymptotic variance of the pseudo maximum likelihood estimator," CIRJE F-Series CIRJE-F-479, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  61. De Silva, Dakshina G. & McComb, Robert P., 2009. "Research universities and regional high-tech firm start-ups and exit," MPRA Paper 13022, University Library of Munich, Germany. [Downloadable!]
  62. Chiappori, Pierre Andre & Salanie, Bernard, 2002. "Testing Contract Theory: A Survey of Some Recent Work," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  63. Boswijk, H. Peter & Lucas, Andr‚, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
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  64. Meisner, Craig & Wang, Hua & Laplante, Benoit, 2006. "Welfare measurement bias in household and on-site surveying of water-based recreation : an application to Lake Sevan, Armenia," Policy Research Working Paper Series 3932, The World Bank. [Downloadable!]
  65. Alwyn Young, 2004. "The Gift of the Dying: The Tragedy of AIDS and the Welfare of Future African Generations," NBER Working Papers 10991, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  66. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2006. "Clicks, Discontinuities, and Firm Demand Online," Working Papers 2006-21, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
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  67. Margarita E. Romero Rodríguez & Enrique Los Arcos & Victor Cano Fernández & Miguel Sánchez Padrón, 2001. "Modelo para datos de recuentro de corte transversal con exceso de ceros. Aplicación a citas patentes," Documentos de trabajo conjunto ULL-ULPGC 2001-05, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
  68. Theodore E. Nijman & Franz C. Palm, 1988. "Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables," Annales d'Economie et de Statistique, ADRES, issue 12, pages 07, Octobre-D. [Downloadable!]
  69. Daniel Ventosa, . "A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchang," UFAE and IAE Working Papers 513.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
  70. Jean Abraham & Ashish Arora & Martin Gaynor & Douglas Wholey, 1999. "Enter at Your Own Risk: HMO Participation and Enrollment in the MedicareRisk Market," NBER Working Papers 7385, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  71. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen. [Downloadable!]
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  72. Thilmany, Dawn D. & Espey, Molly, 1998. "Farm Labor Demand And Supply: A Meta-Analysis Of Wage Elasticities," 1998 Annual meeting, August 2-5, Salt Lake City, UT 21001, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  73. Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH," University of California at San Diego, Economics Working Paper Series 2001-15, Department of Economics, UC San Diego. [Downloadable!]
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  74. Leslie E. Papke, 1991. "Interstate Business Tax Differentials and New Firm Location: Evidence from Panel Data," NBER Working Papers 3184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  75. Irene Brambilla, 2006. "Multinationals, Technology, and the Introduction of Varieties of Goods," NBER Working Papers 12217, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  76. Franco Peracchi, 1988. "Robust M-Estimators," UCLA Economics Working Papers 477, UCLA Department of Economics. [Downloadable!]
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  77. Ådne Cappelen, Arvid Raknerud and Marina Rybalka, 2008. "The effects of R&D tax credits on patenting and innovations," Discussion Papers 565, Research Department of Statistics Norway. [Downloadable!]
  78. Natália Barbosa & Ana Faria, 2008. "Technology adoption: does labour skill matter? Evidence from Portuguese firm-level data," Empirica, Springer, vol. 35(2), pages 179-194, April. [Downloadable!] (restricted)
  79. 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. [Downloadable!]
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  80. Christian Gourieroux & Alain Monfort, 1991. "Simulation Based Inference in Models with Heterogeneity," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 05, Octobre-m. [Downloadable!]
  81. Leslie E. Papke & Jeffrey M. Wooldridge, 1993. "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," NBER Technical Working Papers 0147, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  82. Joann Jasiak, 1996. "Persistence in Intertrade Durations," Working Papers 1999_8, York University, Department of Economics, revised Mar 1999. [Downloadable!]
  83. repec:att:wimass:19199920 is not listed on IDEAS
  84. Daniel Hellerstein, 1993. "Intertemporal data and travel cost analysis," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 3(2), pages 193-207, April. [Downloadable!] (restricted)
  85. Bierings, H. & Sneek, K., 1989. "Pseudo maximum likelihood techniques in a simple rationing model of the Dutch labour market," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  86. João Cotter Salvado, 2008. "The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(III), pages 437-458, September. [Downloadable!]
  87. Gerard L. Gannon, 2008. "Market Makers V's The General Public: A First Look at S&P500 Futures Trade Data," Accounting, Finance, Financial Planning and Insurance Series 2008_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  88. Yacine Ait-Sahalia, 1998. "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach," NBER Technical Working Papers 0222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  89. M. Delecroix & M. Hristache & V. Patilea, . "Optimal smoothing in semiparametric index approximation of regression functions," Sonderforschungsbereich 373 2000-4, Humboldt Universitaet Berlin.
  90. J. R. Walker, . "Migration amoung low-income households: Helping the witch doctors reach consensus," Institute for Research on Poverty Discussion Papers 1031-94, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
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