Instrumental variables estimation with flexible distribution
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- Hansen, Christian & McDonald, James B. & Newey, Whitney K., 2010. "Instrumental Variables Estimation With Flexible Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 13-25.
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- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2016. "Endogeneity in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 190(2), pages 280-288.
- Jason Cook & James McDonald, 2013. "Partially Adaptive Estimation of Interval Censored Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 119-131, June.
- Tsionas, Efthymios G., 2013. "Bayesian inference in regression with Pearson disturbances," Economics Letters, Elsevier, vol. 118(1), pages 177-181.
- Poirier, Alexandre, 2017. "Efficient estimation in models with independence restrictions," Journal of Econometrics, Elsevier, vol. 196(1), pages 1-22.
- Kerman, Sean C. & McDonald, James B., 2013.
"Skewness–kurtosis bounds for the skewed generalized T and related distributions,"
Statistics & Probability Letters,
Elsevier, vol. 83(9), pages 2129-2134.
- Sean C. Kerman & James B. McDonald, 2012. "Skewness-kurtosis bounds for the skewed generalized T and related distributions," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-10, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Ng Serena & Bai Jushan, 2009. "Selecting Instrumental Variables in a Data Rich Environment," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-34, April.
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