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Alberto Holly

(deceased)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sara Rellstab & Marco Pecoraro & Alberto Holly & Philippe Wanner & Karine Renard, 2016. "The Migrant Health Gap and the Role of Labour Market Status: Evidence from Switzerland," IRENE Working Papers 16-14, IRENE Institute of Economic Research.

    Cited by:

    1. Ingwersen, Kai & Thomsen, Stephan L., 2020. "An Empirical Assessment of Workload and Migrants' Health in Germany," IZA Discussion Papers 13962, IZA Network @ LISER.

  2. Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009. "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series 09-23, Swiss Finance Institute.

    Cited by:

    1. Bernardi, Mauro & Catania, Leopoldo, 2018. "Portfolio optimisation under flexible dynamic dependence modelling," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 1-18.
    2. Fries, Sébastien, 2018. "Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds," MPRA Paper 97353, University Library of Munich, Germany, revised Nov 2019.
    3. Andrew M. Jones & James Lomas & Peter T. Moore & Nigel Rice, 2016. "A quasi-Monte-Carlo comparison of parametric and semiparametric regression methods for heavy-tailed and non-normal data: an application to healthcare costs," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 951-974, October.
    4. Giuseppe arbia, 2014. "Least quartic Regression Criterion with Application to Finance," Papers 1403.4171, arXiv.org.
    5. Jules Tinang & Nour Meddahi, 2016. "GMM estimation of the Long Run Risks model," 2016 Meeting Papers 1107, Society for Economic Dynamics.
    6. Damir Filipović & Sander Willems, 2020. "A term structure model for dividends and interest rates," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1461-1496, October.
    7. Mauro Bernardi & Leopoldo Catania, 2016. "Portfolio Optimisation Under Flexible Dynamic Dependence Modelling," Papers 1601.05199, arXiv.org.

  3. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'économie 9915, Université de Lausanne, Faculté des HEC, Département d’économie.

    Cited by:

    1. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2006. "Joint LM test for homoskedasticity in a one-way error component model," Journal of Econometrics, Elsevier, vol. 134(2), pages 401-417, October.
    2. Kouassi, Eugene & Mougoué, Mbodja & Sango, Joel & Bosson Brou, J.M. & Amba, Claude M.O. & Salisu, Afeez Adebare, 2014. "Testing for heteroskedasticity and spatial correlation in a two way random effects model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 153-171.
    3. Byeong Park & Seuck Song, 2007. "Comments on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 47-51, May.
    4. Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
    5. Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008. "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 111, Center for Policy Research, Maxwell School, Syracuse University.
    6. Baltagi, Badi H. & Song, Seuck Heun & Kwon, Jae Hyeok, 2009. "Testing for heteroskedasticity and spatial correlation in a random effects panel data model," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2897-2922, June.

  4. Alberto HOLLY & Lucien GARDIOL & Gianfranco DOMENIGHETTI & Brigitte BISIG, 1998. "An Econometric Model of Health Care Utilization and Health Insurance in Switzerland," Cahiers de Recherches Economiques du Département d'économie 9803, Université de Lausanne, Faculté des HEC, Département d’économie.

    Cited by:

    1. Martin Schellhorn, 2001. "The effect of variable health insurance deductibles on the demand for physician visits," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 441-456, July.
    2. Aida Isabel Tavares & Inês Marques, 2021. "Multi-layer health insurance coverage, medical services use and health in a Universal National Health System, the case of Portugal," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 22(1), pages 141-153, February.
    3. Simon Luechinger & Alois Stutzer & Rainer Winkelmann, 2008. "Self-Selection and Subjective Well-Being: Copula Models with an Application to Public and Private Sector Work," SOEPpapers on Multidisciplinary Panel Data Research 135, DIW Berlin, The German Socio-Economic Panel (SOEP).
    4. Ángel Marcos Vera‐Hernández, 1999. "Duplicate coverage and demand for health care. The case of Catalonia," Health Economics, John Wiley & Sons, Ltd., vol. 8(7), pages 579-598, November.
    5. Matthew Jowett & Anil Deolalikar & Peter Martinsson, 2004. "Health insurance and treatment seeking behaviour: evidence from a low‐income country," Health Economics, John Wiley & Sons, Ltd., vol. 13(9), pages 845-857, September.
    6. Udo Schneider & Volker Ulrich, 2007. "Health Relevant Behavior and its Impact on the Physician-Patient Relationship," Working Papers 023, Bavarian Graduate Program in Economics (BGPE).
    7. Udo Schneider & Volker Ulrich, 2008. "The physician-patient relationship revisited: the patient’s view," International Journal of Health Economics and Management, Springer, vol. 8(4), pages 279-300, December.
    8. Dardanoni, Valentino & Li Donni, Paolo, 2012. "Incentive and selection effects of Medigap insurance on inpatient care," Journal of Health Economics, Elsevier, vol. 31(3), pages 457-470.
    9. J. H. Abbring & P.-A. Chiappori & J. J. Heckman & J. Pinquet, 2002. "Testing for Moral Hazard on Dynamic Insurance Data," Thema Working Papers 2002-24, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    10. Partha Deb & Chenghui Li & Pravin K. Trivedi & David M. Zimmer, 2006. "The effect of managed care on use of health care services: results from two contemporaneous household surveys," Health Economics, John Wiley & Sons, Ltd., vol. 15(7), pages 743-760, July.
    11. Daniele Fabbri & Chiara Monfardini, 2016. "Opt Out or Top Up? Voluntary Health Care Insurance and the Public vs. Private Substitution," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(1), pages 75-93, February.
    12. Lucien Gardiol & Pierre-Yves Geoffard & Chantal Grandchamp, 2005. "Separating selection and incentive effects in health insurance," Working Papers halshs-00590713, HAL.
    13. Hyojoung Kim & Doyoung Kim & Subin Im & James W. Hardin, 2009. "Evidence of Asymmetric Information in the Automobile Insurance Market: Dichotomous Versus Multinomial Measurement of Insurance Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 343-366, June.
    14. Barros, Pedro & Machado, Matilde & Sanz-de-Galdeano, Anna, 2006. "Moral Hazard and the Demand for Health Services: A Matching Estimator Approach," CEPR Discussion Papers 5488, C.E.P.R. Discussion Papers.
    15. Thomas C. Buchmueller & Agnès Couffinhal & Michel Grignon & Marc Perronin, 2002. "Access to Physician Services: Does Supplemental Insurance Matter? Evidence from France," NBER Working Papers 9238, National Bureau of Economic Research, Inc.
    16. Omar Paccagnella & Vincenzo Rebba & Guglielmo Weber, 2013. "VOLUNTARY PRIVATE HEALTH INSURANCE AMONG THE OVER 50s IN EUROPE," Health Economics, John Wiley & Sons, Ltd., vol. 22(3), pages 289-315, March.
    17. Gabrielle Demange & Pierre-Yves Geoffard, 2006. "Reforming incentive schemes under political constraints: The physician agency," Post-Print halshs-00581377, HAL.
    18. Nolan, Anne & Nolan, Brian, 2003. "A Cross-Sectional Analysis of the Utilisation of GP Services in Ireland: 1987-2001," Papers HRBWP01, Economic and Social Research Institute (ESRI).
    19. Gang Chen & Gordon Liu & Fei Xu, 2014. "The Impact of the Urban Resident Basic Medical Insurance on Health Services Utilisation in China," PharmacoEconomics, Springer, vol. 32(3), pages 277-292, March.
    20. Astrid Kiil & Jacob Nielsen Arendt, 2017. "The effect of complementary private health insurance on the use of health care services," International Journal of Health Economics and Management, Springer, vol. 17(1), pages 1-27, March.
    21. Pierre-Yves Geoffard, 2012. "Incentive and Selection Effects in Health Insurance," Chapters, in: Andrew M. Jones (ed.), The Elgar Companion to Health Economics, Second Edition, chapter 10, Edward Elgar Publishing.
    22. Sandra Hopkins & Michael P. Kidd & Aydogan Ulker, 2013. "Private Health Insurance Status and Utilisation of Dental Services in Australia," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 194-206, June.
    23. Lan Nguyen & Andrew C. Worthington, 2023. "Moral hazard in Australian private health insurance: the case of dental care services and extras cover," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(1), pages 157-176, January.
    24. van Campen, Cretien & Woittiez, Isolde B., 2003. "Client demands and the allocation of home care in the Netherlands. A multinomial logit model of client types, care needs and referrals," Health Policy, Elsevier, vol. 64(2), pages 229-241, May.
    25. Andr? Romeu-Santana & ?gel M. Vera-Hern?dez, "undated". "A Semi-Nonparametric Estimator For Counts With An Endogenous Dummy. Variable," UFAE and IAE Working Papers 452.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    26. Marisol Rodríguez & Alexandrina Stoyanova, 2004. "The effect of private insurance access on the choice of GP/specialist and public/private provider in Spain," Health Economics, John Wiley & Sons, Ltd., vol. 13(7), pages 689-703, July.
    27. Lara Gitto & Domenico Santoro & Giuseppe Sobbrio, 2006. "Choice of dialysis treatment and type of medical unit (private vs public): application of a recursive bivariate probit," Health Economics, John Wiley & Sons, Ltd., vol. 15(11), pages 1251-1256, November.
    28. Astrid Kiil, 2012. "Does employment-based private health insurance increase the use of covered health care services? A matching estimator approach," International Journal of Health Economics and Management, Springer, vol. 12(1), pages 1-38, March.
    29. Pierre André Chiappori & Bernard Salanié, 2002. "Testing Contract Theory: A Survey of Some Recent Work," CESifo Working Paper Series 738, CESifo.
    30. Marcel Bilger & Jean-Paul Chaze, 2008. "What Drives Individual Health Expenditure in Switzerland?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(III), pages 337-358, September.
    31. Karl-Michael Ortmann, 2011. "Optimal deductibles for outpatient services," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 12(1), pages 39-47, February.
    32. D. Fabbri & C. Monfardini & R. Radice, 2004. "Testing exogeneity in the bivariate probit model: Monte Carlo evidence and an application to health economics," Working Papers 514, Dipartimento Scienze Economiche, Universita' di Bologna.
    33. Nolan, Anne & Nolan, Brian, 2007. "Income, Medical Card Eligibility and Access to GP Services in Ireland," Book Chapters, in: Nolan, Brian (ed.),The Provision and Use of Health Services, Health Inequalities and Health and Social Gain, Economic and Social Research Institute (ESRI).
    34. José A. Pagán & Andrea Puig & Beth J. Soldo, 2007. "Health insurance coverage and the use of preventive services by Mexican adults," Health Economics, John Wiley & Sons, Ltd., vol. 16(12), pages 1359-1369, December.
    35. Karolin Becker & Peter Zweifel, 2005. "Cost Sharing in Health Insurance: An Instrument for Risk Selection?," SOI - Working Papers 0513, Socioeconomic Institute - University of Zurich.
    36. Yan Zheng & Tomislav Vukina, 2016. "Using the age-based insurance eligibility criterion to estimate moral hazard in medical care consumption," Financial Theory and Practice, Institute of Public Finance, vol. 40(3), pages 337-356.
    37. Colm Harmon & Brian Nolan, 2001. "Health insurance and health services utilization in Ireland," Health Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 135-145, March.
    38. Jan Michael Bauer & Jörg Schiller & Christopher Schreckenberger, 2020. "Heterogeneous selection in the market for private supplemental dental insurance: evidence from Germany," Empirical Economics, Springer, vol. 59(1), pages 205-231, July.
    39. Vincenzo Atella & Alberto Holly & Alessandro Mistretta, 2016. "Disentangling Adverse Selection, Moral Hazard and Supply Induced Demand: An Empirical Analysis of The Demand For Healthcare Services," CEIS Research Paper 389, Tor Vergata University, CEIS, revised 31 Oct 2018.
    40. Martin Schellhorn, 2001. "A Comparison of Alternative Methods to Model Endogeneity in Count Models. An Application to the Demand for Health Care and Health Insurance Choice," Social and Economic Dimensions of an Aging Population Research Papers 40, McMaster University.
    41. Erik Schokkaert & Tom Van Ourti & Diana De Graeve & Ann Lecluyse & Carine Van de Voorde, 2010. "Supplemental health insurance and equality of access in Belgium," Health Economics, John Wiley & Sons, Ltd., vol. 19(4), pages 377-395, April.
    42. Xiangping Liu & Danijel Nestic & Tomislav Vukina, 2012. "Estimating Adverse Selection And Moral Hazard Effects With Hospital Invoices Data In A Government‐Controlled Healthcare System," Health Economics, John Wiley & Sons, Ltd., vol. 21(8), pages 883-901, August.
    43. Knaus, Thomas & Nuscheler, Robert, 2002. "Incomplete risk adjustment and adverse selection in the German public health insurance system [Unvollständiger Risikostrukturausgleich und Adverse Selektion in der Gesetzlichen Krankenversicherung Deutschlands]," Discussion Papers, Research Unit: Market Processes and Governance FS IV 02-27, WZB Berlin Social Science Center.
    44. Hudson, Eibhlin & Nolan, Anne, 2015. "Public healthcare eligibility and the utilisation of GP services by older people in Ireland," The Journal of the Economics of Ageing, Elsevier, vol. 6(C), pages 24-43.
    45. Jedid-Jah Jonker & Ingrid Ooms & Isolde Woittiez, 2006. "A Macro Prediction of the Use of Care Provisions in the Netherlands (2005-2020)," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(V), pages 55-60.
    46. Renate Lange & Jörg Schiller & Petra Steinorth, 2015. "Demand and Selection Effects in Supplemental Health Insurance in Germany," SOEPpapers on Multidisciplinary Panel Data Research 757, DIW Berlin, The German Socio-Economic Panel (SOEP).
    47. Sara Rellstab & Marco Pecoraro & Alberto Holly & Philippe Wanner & Karine Renard, 2016. "The Migrant Health Gap and the Role of Labour Market Status: Evidence from Switzerland," IRENE Working Papers 16-14, IRENE Institute of Economic Research.
    48. Andreas Million & Regina T. Riphahn & Achim Wambach, 2003. "Incentive effects in the demand for health care: a bivariate panel count data estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 387-405.
    49. Ricardo Henriquez Hofter, 2006. "Private health insurance and utilization of health services in Chile," Applied Economics, Taylor & Francis Journals, vol. 38(4), pages 423-439.
    50. Sitakanta Panda, 2022. "Does Local Elite Capture Vary by Levels of Political Connections? Evidence from an Indian Public Housing Program," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(4), pages 1912-1939, August.
    51. Hou, Xiaohui & Chao, Shiyan, 2011. "Targeted or untargeted? The initial assessment of a targeted health insurance program for the poor in Georgia," Health Policy, Elsevier, vol. 102(2), pages 278-285.
    52. Jonathan Beck, 2004. "Fixed, Focal, Fair? Book Prices Under Optional Resale Price Maintenance," CIG Working Papers SP II 2004-15, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
    53. Jonneke Bolhaar & Maarten Lindeboom & Bas van der Klaauw, 0000. "A Dynamic Analysis of the Demand for Health Insurance and Health Care," Tinbergen Institute Discussion Papers 08-084/3, Tinbergen Institute.
    54. Biying, Yu & Zhang, Junyi & Fujiwara, Akimasa, 2012. "Analysis of the residential location choice and household energy consumption behavior by incorporating multiple self-selection effects," Energy Policy, Elsevier, vol. 46(C), pages 319-334.
    55. Layte, Richard & Nolan, Anne & McGee, Hannah & O'Hanlon, Ann, 2009. "Do consultation charges deter general practitioner use among older people? A natural experiment," Social Science & Medicine, Elsevier, vol. 68(8), pages 1432-1438, April.
    56. Péron, M.; & Dormont, B.;, 2018. "Heterogeneous moral hazard in Supplementary Health Insurance," Health, Econometrics and Data Group (HEDG) Working Papers 18/27, HEDG, c/o Department of Economics, University of York.
    57. Wilde, Joachim, 2000. "Identification of multiple equation probit models with endogenous dummy regressors," Economics Letters, Elsevier, vol. 69(3), pages 309-312, December.
    58. Nolan, Anne & Nolan, Brian, 2004. "A Panel Data Analysis of The Utilisation of GP Services in Ireland: 1995-2001," Papers HRBWP13, Economic and Social Research Institute (ESRI).
    59. Andreas Werblow, 2002. "Alles nur Selektion?: Der Einfluss von Selbstbehalten in der Gesetzlichen Krankenversicherung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 71(4), pages 427-436.
    60. D. Fabbri & C. Monfardini, 2001. "Demand Induction with a Discrete Distribution of Patients," Working Papers 414, Dipartimento Scienze Economiche, Universita' di Bologna.

  5. Pietro BALESTRA & Alberto HOLLY, 1990. "A General Kronecker Formula for the Moments of the Multivariate Normal Distribution," Cahiers de Recherches Economiques du Département d'économie 9002, Université de Lausanne, Faculté des HEC, Département d’économie.

    Cited by:

    1. Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
    2. Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2008. "Asymmetric multivariate normal mixture GARCH," CFS Working Paper Series 2008/07, Center for Financial Studies (CFS).
    3. Gabriele Fiorentini & Enrique Sentana, 2018. "Consistent non-Gaussian pseudo maximum likelihood estimators," Econometrics Working Papers Archive 2018_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
    5. Gabriele Fiorentini & Enrique Sentana, 2007. "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers wp2007_0713, CEMFI.
    6. Sentana, Enrique & Fiorentini, Gabriele, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
    7. Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI.
    8. Jan Rosenzweig, 2022. "Fat Tails and Optimal Liability Driven Portfolios," Papers 2201.10846, arXiv.org, revised Apr 2023.
    9. Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2006. "Multivariate normal mixture GARCH," CFS Working Paper Series 2006/09, Center for Financial Studies (CFS).

  6. Holly, A. & Magnus, J.R., 1988. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM 15b2886d-b0f9-4e4e-a526-9, Tilburg University, School of Economics and Management.

    Cited by:

    1. Muto, S., 1994. "On licensing policies in Bertrand competition," Other publications TiSEM ef5dd5db-f744-4695-b669-3, Tilburg University, School of Economics and Management.
    2. Cameron McIntosh, 2014. "The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 243-250, January.
    3. Nijman, T.E. & Palm, F.C., 1990. "Parameter identification in ARMA processes in the presence of regular but incomplete sampling," Other publications TiSEM 708ee84d-487f-48a4-8169-0, Tilburg University, School of Economics and Management.
    4. Bloemen, H.G. & Kapteyn, A.J., 1993. "The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities," Other publications TiSEM 50e74c07-ce1e-46f8-8a26-c, Tilburg University, School of Economics and Management.
    5. Lemmen, J.J.G. & Eijffinger, S.C.W., 1994. "The degree of financial integration in the European Community," Other publications TiSEM aad3c34a-4922-41a7-9f04-5, Tilburg University, School of Economics and Management.
    6. Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1993. "The compromise value for NTU-games," Other publications TiSEM 27c574e5-d810-484c-a668-3, Tilburg University, School of Economics and Management.
    7. Verbeek, M.J.C.M., 1993. "Pseudo panel data," Other publications TiSEM a9fb068a-803b-472b-969d-2, Tilburg University, School of Economics and Management.
    8. Taguchi, Chie & Kuroki, Manabu, 2026. "Variance-based difference between graphical identification conditions of causal effects in linear structural equation models," Statistics & Probability Letters, Elsevier, vol. 228(C).
    9. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.

Articles

  1. Karine Moschetti & Véra Zabrodina & Pierre Stadelmann & Tenzin Wangmo & Alberto Holly & Jean-Blaise Wasserfallen & Bernice S Elger & Bruno Gravier, 2017. "Exploring differences in healthcare utilization of prisoners in the Canton of Vaud, Switzerland," PLOS ONE, Public Library of Science, vol. 12(10), pages 1-15, October.

    Cited by:

    1. Pinheiro, Marina & Gonçalves, Rui Abrunhosa & Cunha, Olga, 2021. "Criminal lifestyle, psychopathy, and prison adjustment among female inmates," Journal of Criminal Justice, Elsevier, vol. 76(C).

  2. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
    See citations under working paper version above.
  3. van de Ven, Wynand P. M. M. & Beck, Konstantin & Buchner, Florian & Chernichovsky, Dov & Gardiol, Lucien & Holly, Alberto & Lamers, Leida M. & Schokkaert, Erik & Shmueli, Amir & Spycher, Stephan & Van, 2003. "Risk adjustment and risk selection on the sickness fund insurance market in five European countries," Health Policy, Elsevier, vol. 65(1), pages 75-98, July.

    Cited by:

    1. Gre[ss], Stefan & Focke, Axel & Hessel, Franz & Wasem, Jurgen, 2006. "Financial incentives for disease management programmes and integrated care in German social health insurance," Health Policy, Elsevier, vol. 78(2-3), pages 295-305, October.
    2. Ines Weinhold & Christian Schindler & Nils Kossack & Benjamin Berndt & Dennis Häckl, 2019. "Economic impact of disease prevention in a morbidity-based financing system: does prevention pay off for a statutory health insurance fund in Germany?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(8), pages 1181-1193, November.
    3. Bijlsma, Michiel & Boone, Jan & Zwart, Gijsbert, 2017. "The complementarity between risk adjustment and community rating: Distorting market outcomes to facilitate redistribution," Journal of Public Economics, Elsevier, vol. 155(C), pages 21-37.
    4. van de Ven, Wynand P.M.M. & Beck, Konstantin & Van de Voorde, Carine & Wasem, Jurgen & Zmora, Irit, 2007. "Risk adjustment and risk selection in Europe: 6 years later," Health Policy, Elsevier, vol. 83(2-3), pages 162-179, October.
    5. Schokkaert, Erik & Van de Voorde, Carine, 2009. "Direct versus indirect standardization in risk adjustment," Journal of Health Economics, Elsevier, vol. 28(2), pages 361-374, March.
    6. Stock, Stephanie Anja Katharina & Redaelli, Marcus & Lauterbach, Karl Wilhelm, 2007. "Disease management and health care reforms in Germany--Does more competition lead to less solidarity?," Health Policy, Elsevier, vol. 80(1), pages 86-96, January.
    7. Ayman Fouda & Gianluca Fiorentini & Francesco Paolucci, 2017. "Competitive Health Markets and Risk Equalisation in Australia: Lessons Learnt from Other Countries," Applied Health Economics and Health Policy, Springer, vol. 15(6), pages 745-754, December.
    8. Gapp, Oliver & Schweikert, Bernd & Meisinger, Christa & Holle, Rolf, 2008. "Disease management programmes for patients with coronary heart disease--An empirical study of German programmes," Health Policy, Elsevier, vol. 88(2-3), pages 176-185, December.
    9. Camilo Cid & Randall P. Ellis & Verónica Vargas & Juergen Wasem & Lorena Prieto, 2015. "Global Risk-Adjusted Payment Models," Boston University - Department of Economics - Working Papers Series wp2015-021, Boston University - Department of Economics.
    10. Constantinou, Panayotis & Tuppin, Philippe & Gastaldi-Ménager, Christelle & Pelletier-Fleury, Nathalie, 2022. "Defining a risk-adjustment formula for the introduction of population-based payments for primary care in France," Health Policy, Elsevier, vol. 126(9), pages 915-924.
    11. Randall P. Ellis & Juan Gabriel Fernandez, 2013. "Risk Selection, Risk Adjustment and Choice: Concepts and Lessons from the Americas," IJERPH, MDPI, vol. 10(11), pages 1-34, October.
    12. Bijlsma, M. & Boone, Jan & Zwart, G.T.J., 2015. "Community Rating in Health Insurance : Trade-Off Between Coverage and Selection," Discussion Paper 2015-053, Tilburg University, Center for Economic Research.
    13. Wagstaff, Adam, 2009. "Social health insurance vs. tax-financed health systems - evidence from the OECD," Policy Research Working Paper Series 4821, The World Bank.
    14. Thomson, Sarah & Busse, Reinhard & Crivelli, Luca & van de Ven, Wynand & Van de Voorde, Carine, 2013. "Statutory health insurance competition in Europe: A four-country comparison," Health Policy, Elsevier, vol. 109(3), pages 209-225.
    15. Martina Grunow & Robert Nuscheler, 2010. "Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem," Discussion Paper Series 312, Universitaet Augsburg, Institute for Economics.
    16. Francesco Paolucci & Femmeke Prinsze & Pieter Stam & Wynand Ven, 2009. "The potential premium range of risk-rating in competitive markets for supplementary health insurance," International Journal of Health Economics and Management, Springer, vol. 9(3), pages 243-258, September.
    17. Danny Wende, 2019. "Spatial risk adjustment between health insurances: using GWR in risk adjustment models to conserve incentives for service optimisation and reduce MAUP," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(7), pages 1079-1091, September.
    18. Deber, Raisa B. & Forget, Evelyn L. & Roos, Leslie L., 2004. "Medical savings accounts in a universal system: wishful thinking meets evidence," Health Policy, Elsevier, vol. 70(1), pages 49-66, October.
    19. A. A. Withagen-Koster & R. C. Kleef & F. Eijkenaar, 2018. "Examining unpriced risk heterogeneity in the Dutch health insurance market," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(9), pages 1351-1363, December.
    20. Armstrong, John & Paolucci, Francesco & McLeod, Heather & van de Ven, Wynand P.M.M., 2010. "Risk equalisation in voluntary health insurance markets: A three country comparison," Health Policy, Elsevier, vol. 98(1), pages 39-49, November.
    21. Brammli-Greenberg, Shuli & Waitzberg, Ruth & Medina-Artom, Tamar & Adijes-Toren, Ariella, 2014. "Low-budget policy tool to empower Israeli insureds to demand their rights in the healthcare system," Health Policy, Elsevier, vol. 118(3), pages 279-284.
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    24. Shuli Brammli-Greenberg & Jacob Glazer & Ruth Waitzberg, 2019. "Modest risk-sharing significantly reduces health plans’ incentives for service distortion," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 20(9), pages 1359-1374, December.
    25. Florian Renker & Dennis Häckl & Amelie Wuppermann, 2026. "Exploration of using constrained regression in Germany’s morbidity-based risk adjustment," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 27(2), pages 319-337, March.
    26. Howdon, Daniel & Rice, Nigel, 2018. "Health care expenditures, age, proximity to death and morbidity: Implications for an ageing population," Journal of Health Economics, Elsevier, vol. 57(C), pages 60-74.
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    28. John Armstrong & Francesco Paolucci, 2010. "Risk Equalisation in Ireland and Australia: A Simulation Analysis to Compare Outcomes," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 35(4), pages 521-538, October.
    29. Radovan Chalupka, 2010. "Improving Risk Adjustment in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(3), pages 236-250.
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    31. Castano, Ramon & Zambrano, Andres, 2006. "Biased selection within the social health insurance market in Colombia," Health Policy, Elsevier, vol. 79(2-3), pages 313-324, December.
    32. Daniel Montanera & Abhay Nath Mishra & T. S. Raghu, 2022. "Mitigating Risk Selection in Healthcare Entitlement Programs: A Beneficiary-Level Competitive Bidding Approach," Information Systems Research, INFORMS, vol. 33(4), pages 1221-1247, December.
    33. Peter Zweifel, 2022. "Health economics explained through six questions and answers," Economic Affairs, Wiley Blackwell, vol. 42(1), pages 50-69, February.
    34. Francesco Paolucci & Amir Shmueli, 2011. "The Introduction of Ex-ante Risk Equalisation in the Australian Private Health Insurance Market: A First Step," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 18(2), pages 71-92.
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    36. Jonas B. Pendzialek & Dusan Simic & Stephanie Stock, 2017. "Measuring customer preferences in the German statutory health insurance," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 18(7), pages 831-845, September.
    37. Wynand P. M. M. Ven & René C. J. A. Vliet & Richard C. Kleef, 2017. "How can the regulator show evidence of (no) risk selection in health insurance markets? Conceptual framework and empirical evidence," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 18(2), pages 167-180, March.
    38. Daniëlle Duijmelinck & Wynand Ven, 2014. "Choice of insurer for basic health insurance restricted by supplementary insurance," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 15(7), pages 737-746, September.
    39. Manuel García-Goñi & Pere Ibern & José Inoriza, 2009. "Hybrid risk adjustment for pharmaceutical benefits," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(3), pages 299-308, July.
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    Cited by:

    1. van de Ven, Wynand P.M.M. & Beck, Konstantin & Van de Voorde, Carine & Wasem, Jurgen & Zmora, Irit, 2007. "Risk adjustment and risk selection in Europe: 6 years later," Health Policy, Elsevier, vol. 83(2-3), pages 162-179, October.
    2. R. Kleef & K. Beck & W. Ven & R. Vliet, 2007. "Does risk equalization reduce the viability of voluntary deductibles?," International Journal of Health Economics and Management, Springer, vol. 7(1), pages 43-58, March.
    3. van Kleef, R.C. & Beck, K. & van de Ven, W.P.M.M. & van Vliet, R.C.J.A., 2008. "Risk equalization and voluntary deductibles: A complex interaction," Journal of Health Economics, Elsevier, vol. 27(2), pages 427-443, March.
    4. Ayman Fouda & Gianluca Fiorentini & Francesco Paolucci, 2017. "Competitive Health Markets and Risk Equalisation in Australia: Lessons Learnt from Other Countries," Applied Health Economics and Health Policy, Springer, vol. 15(6), pages 745-754, December.
    5. Dov Chernichovsky, 2001. "A Fuzzy Logic Approach Toward Solving the Analytic Maze of Health System Financing," NBER Working Papers 8470, National Bureau of Economic Research, Inc.
    6. Camilo Cid & Randall P. Ellis & Verónica Vargas & Juergen Wasem & Lorena Prieto, 2015. "Global Risk-Adjusted Payment Models," Boston University - Department of Economics - Working Papers Series wp2015-021, Boston University - Department of Economics.
    7. Isabelle Hirtzlin, 2010. "Attaining the "Health for all" commitment. Which model for health insurance ? Some lessons from the European and USA experiences," Working Papers hal-00942771, HAL.
    8. Jacob Glazer & Thomas G. McGuire, 2006. "Contending with Risk Selection in Health Insurance Markets in Germany," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(s1), pages 75-91, May.
    9. Richard C van Kleef & Konstantin Beck & Florian Buchner, 2010. "Risk-Type Concentration and Efficiency Incentives: A Challenge for the Risk Adjustment Formula," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 35(4), pages 503-520, October.
    10. Deber, Raisa B. & Forget, Evelyn L. & Roos, Leslie L., 2004. "Medical savings accounts in a universal system: wishful thinking meets evidence," Health Policy, Elsevier, vol. 70(1), pages 49-66, October.
    11. Wagner, Cordula & Klein Ikkink, Karen & van der Wal, Gerrit & Spreeuwenberg, Peter & de Bakker, Dinny Herman & Groenewegen, Peter Paulus, 2006. "Quality management systems and clinical outcomes in Dutch nursing homes," Health Policy, Elsevier, vol. 75(2), pages 230-240, January.
    12. Udo Schneider & Volker Ulrich & Eberhard Wille, 2008. "Risk Adjustment Systems in Health Insurance Markets in the US, Germany, Netherlands and Switzerland," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 6(03), pages 37-49, October.
    13. Jan Brosse & Mathias Kifmann, 2013. "Competition in Health Insurance and Premium Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 21-26, April.
    14. Beck, Konstantin & Trottmann, Maria & Zweifel, Peter, 2010. "Risk adjustment in health insurance and its long-term effectiveness," Journal of Health Economics, Elsevier, vol. 29(4), pages 489-498, July.
    15. Xu, Weiwei & van de Ven, Wynand P.M.M., 2013. "Consumer choice among Mutual Healthcare Purchasers: A feasible option for China?," Social Science & Medicine, Elsevier, vol. 96(C), pages 277-284.
    16. Schmid, Christian P.R. & Beck, Konstantin, 2016. "Re-insurance in the Swiss health insurance market: Fit, power, and balance," Health Policy, Elsevier, vol. 120(7), pages 848-855.
    17. Kauer, Lukas & McGuire, Thomas G. & Beck, Konstantin, 2020. "Extreme under and overcompensation in morbidity-based health plan payments: The case of Switzerland," Health Policy, Elsevier, vol. 124(1), pages 61-68.
    18. Ronald Eduardo Gómez Suárez, 2007. "Cream-Skimming And Risk Adjustment in Colombian Health Insurance System:: The Public Insurer Case," Archivos de Economía 4295, Departamento Nacional de Planeación.
    19. Armstrong, John, 2010. "Risk equalisation and voluntary health insurance markets: The case of Ireland," Health Policy, Elsevier, vol. 98(1), pages 15-26, November.
    20. Peter Zweifel & Friedrich Breyer, 2012. "The Economics of Social Health Insurance," Chapters, in: Andrew M. Jones (ed.), The Elgar Companion to Health Economics, Second Edition, chapter 12, Edward Elgar Publishing.
    21. Gebhard Kirchgässner, 2010. "Die Schweiz als Vorbild? Bemerkungen zur Diskussion um eine Reform des deutschen Gesundheitswesens," University of St. Gallen Department of Economics working paper series 2010 2010-15, Department of Economics, University of St. Gallen.
    22. Wasem, Jürgen & Buchner, Florian & Lux, Gerald & Manouguian, Maral-Sonja & Schillo, Sonja, 2007. "Die Regionaldimension in der Gesetzlichen Krankenversicherung vor dem Hintergrund des GKV-WSG: Gutachten für das Land Baden-Württemberg," IBES Diskussionsbeiträge 153, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES).
    23. Viktor von Wyl & Konstantin Beck, 2016. "Do insurers respond to risk adjustment? A long-term, nationwide analysis from Switzerland," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 17(2), pages 171-183, March.
    24. Peter Zweifel, 2006. "Auftrag und Grenzen der Sozialen Krankenversicherung," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(s1), pages 5-26, May.
    25. Isabelle Hirtzlin, 2010. "Attaining the "Health for all" commitment. Which model for health insurance ? Some lessons from the European and USA experiences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00942771, HAL.
    26. Viktor von Wyl & Konstantin Beck, 2014. "Risk adjustment in aging societies," Health Economics Review, Springer, vol. 4(1), pages 1-14, December.
    27. Dov Chernichovsky & Arkady Bolotin & David Leeuw, 2003. "A fuzzy logic approach toward solving the analytic enigma of health system financing," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 4(3), pages 158-175, September.
    28. De Pietro, Carlo & Crivelli, Luca, 2015. "Swiss popular initiative for a single health insurer… once again!," Health Policy, Elsevier, vol. 119(7), pages 851-855.
    29. Sebastian Gechert, 2009. "Supplementary Private Health Insurance in Selected Countries: Lessons for EU Governments?," CESifo Working Paper Series 2739, CESifo.
    30. Siadat, Banafsheh & Stolpe, Michael, 2005. "Reforming health care finance: What can Germany learn from other countries?," Kiel Economic Policy Papers 5, Kiel Institute for the World Economy.
    31. Manuel García-Goñi & Pere Ibern & José Inoriza, 2009. "Hybrid risk adjustment for pharmaceutical benefits," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(3), pages 299-308, July.
    32. Okma, Kieke G.H. & Crivelli, Luca, 2013. "Swiss and Dutch “consumer-driven health care”: Ideal model or reality?," Health Policy, Elsevier, vol. 109(2), pages 105-112.

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    1. Gabriele Fiorentini & Enrique Sentana, 2021. "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, vol. 12(3), pages 683-742, July.
    2. Aït-Sahalia, Yacine & Xiu, Dacheng, 2019. "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, vol. 211(1), pages 176-205.
    3. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
    4. Francesco Bartolucci & Federico Belotti & Franco Peracchi, 2013. "Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data," EIEF Working Papers Series 1312, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.

  8. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.

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    9. Gaëlle BALINEAU, 2017. "Fair Trade? Yes, but not at Christmas! Evidence from scanner data on real French Fairtrade purchases," Working Paper ab9a0fd1-6ad5-441b-879b-3, Agence française de développement.
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    25. Tsusaka, T. & Orr, A. & Msere, H. & Harris, D. & Rao, N. Vpr Ganga, 2018. "Fuelwood or Grain? A Conjoint Analysis of Trait Preferences for Pigeonpea among Smallholders in Southern Malawi," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277435, International Association of Agricultural Economists.
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    37. Mahbuba Aktar & Mohammad Zoynul Abedin & Anupam Das Gupta, 2021. "The Impact of Monetary Policy Shocks on Corporate Dynamic Investment Activity With Financial Heterogeneity," SAGE Open, , vol. 11(1), pages 21582440209, February.
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    41. Schreiber Sven, 2008. "The Hausman Test Statistic can be Negative even Asymptotically," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(4), pages 394-405, August.
    42. Beste Hamiye Beyaztas & Soutir Bandyopadhyay & Abhijit Mandal, 2021. "A robust specification test in linear panel data models," Papers 2104.07723, arXiv.org.
    43. Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics and Public Policy Working Papers 2014-06, University of Adelaide, School of Economics and Public Policy.
    44. Resham Thapa-Parajuli & Rupesh Neupane & Maya Timsina & Bibek Pokharel & Deepa Poudel & Milan Maharjan & Saman Prakash KC & Suprit Shrestha, 2025. "Global CO 2 Emission Reduction Disparities After and Before COVID-19," Sustainability, MDPI, vol. 17(14), pages 1-18, July.
    45. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
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  10. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1981. "Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters," Journal of Econometrics, Elsevier, vol. 16(1), pages 166-166, May.

    Cited by:

    1. Koopman, Siem Jan & Shephard, Neil & Creal, Drew, 2009. "Testing the assumptions behind importance sampling," Journal of Econometrics, Elsevier, vol. 149(1), pages 2-11, April.
    2. Siem Jan Koopman & Neil Shephard, 2002. "Testing the Assumptions Behind the Use of Importance Sampling," Economics Papers 2002-W17, Economics Group, Nuffield College, University of Oxford.
    3. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'économie 9915, Université de Lausanne, Faculté des HEC, Département d’économie.
    4. Anthony W. Hughes, 2000. "Testing for Non-Normality in the Presence of One-Sided Slope Parameters," School of Economics and Public Policy Working Papers 2000-01, University of Adelaide, School of Economics and Public Policy.
    5. Susan Athey & Scott Stern, 1998. "An Empirical Framework for Testing Theories About Complimentarity in Organizational Design," NBER Working Papers 6600, National Bureau of Economic Research, Inc.
    6. Dobbelaere, Sabien & Wiersma, Quint, 2020. "The Impact of Trade Liberalization on Firms' Product and Labor Market Power," IZA Discussion Papers 12951, IZA Network @ LISER.
    7. Athey, Susan. & Stern, Scott, 1969-, 1998. "An empirical framework for testing theories about complementarity in orgaziational design," Working papers WP 4022-98., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    8. Quint Wiersma, 2019. "The impact of WTO accession on Chinese firms' product and labor market power," Tinbergen Institute Discussion Papers 19-037/V, Tinbergen Institute.

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    1. Veeman, Michele M. & Chen, Peter Y. & Veeman, Terrence S., 1992. "The Demand for Red Meats and Related Foods in Canada," Project Report Series 232276, University of Alberta, Department of Resource Economics and Environmental Sociology.
    2. Sauer, J. & Wossink, A., . "The Marginal Cost of Agro-Enviroment Services," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46.
    3. Mahmut Yaşar & Catherine J. Morrison Paul, 2009. "Size and Foreign Ownership Effects on Productivity and Efficiency: An Analysis of Turkish Motor Vehicle and Parts Plants," Review of Development Economics, Wiley Blackwell, vol. 13(4), pages 576-591, November.
    4. Sauer, J. & Morrison-Paul, C., . "Technologies and Localized Technical Change," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46.
    5. Catherine Paul & Marcelo O. Torres & Ronald Felthoven, 2009. "Fishing Revenue, Productivity and Product Choice in the Alaskan Pollock Fishery," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 44(4), pages 457-474, December.
    6. Phillips, Peter C.B., 1980. "On the Consistency of Non-Linear FIML," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.
    7. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'économie 9915, Université de Lausanne, Faculté des HEC, Département d’économie.
    8. 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.
    9. Sauer, Johannes & Wossink, Ada, 2010. "The Marginal Cost Of Agri-Environmental Services," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93939, German Association of Agricultural Economists (GEWISOLA).
    10. Sauer, Johannes & Walsh, John & Zilberman, David, 2012. "Behavioural Change through Agri-Environmental Policies ? – A Distance Function based Matching Approach," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 134783, Agricultural Economics Society.
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    Cited by:

    1. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers 46/17, Institute for Fiscal Studies.
    2. Judd, Kenneth L., 1996. "Approximation, perturbation, and projection methods in economic analysis," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 12, pages 509-585, Elsevier.
    3. Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
    4. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    5. Ronald W. Butler & Marc S. Paolella, 2017. "Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
    6. Peter C. B. Phillips & Jun Yu, 2006. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Development Economics Working Papers 22471, East Asian Bureau of Economic Research.
    7. Peter C.B. Phillips, 1991. "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.
    8. Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Joel L. Horowitz, 2018. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP52/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Simon A. Broda & Raymond Kan, 2013. "On Distributions of Ratios," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics.

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