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Citations for "Large sample estimation and hypothesis testing"

by Newey, Whitney K. & McFadden, Daniel

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  1. Victor Aguirregabiria & Pedro Mira, 2007. "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, vol. 75(1), pages 1-53, 01.
  2. Markus Frölich, 2006. "Statistical treatment choice: an application to active labour market programmes," CeMMAP working papers CWP24/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Tiemen Woutersen & Robert M. de Jong, 2004. "Dynamic time series binary choice," Econometric Society 2004 North American Summer Meetings 365, Econometric Society.
  4. Jürgen Maurer & André Meier, 2008. "Smooth it Like the 'Joneses'? Estimating Peer-Group Effects in Intertemporal Consumption Choice," Economic Journal, Royal Economic Society, vol. 118(527), pages 454-476, 03.
  5. Jean-Marie Dufour & Denis Pelletier & Éric Renault, 2003. "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers 2003s-61, CIRANO.
  6. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," UWO Department of Economics Working Papers 20065, University of Western Ontario, Department of Economics.
  7. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
  8. Xiaohong Chen & Oliver Linton & Ingred Van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, EconWPA.
  10. Hussinger, Katrin, 2003. "R&D and Subsidies at the Firm Level: An Application of Parametric and Semi-Parametric Two-Step Selection Models," ZEW Discussion Papers 03-63, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  11. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
  12. Peñaranda, Francisco & Sentana, Enrique, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
  13. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," CeMMAP working papers CWP14/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. repec:dgr:kubcen:200456 is not listed on IDEAS
  15. Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," Working Paper 2007-10, Federal Reserve Bank of Atlanta.
  16. Wolfgang Karl Härdle & Ya'acov Ritov & Weining Wang, 2013. "Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators," SFB 649 Discussion Papers SFB649DP2013-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  17. Bontemps, Christian & Meddahi, Nour, 2007. "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers 486, Institut d'Économie Industrielle (IDEI), Toulouse.
  18. Abadie, Alberto & Gardeazabal, Javier, 2001. "The Economic Costs of Conflict: A Case-Control Study for the Basque Country," Working Paper Series rwp01-048, Harvard University, John F. Kennedy School of Government.
  19. Gérard J, Van den Berg & Aico Van Vuuren, 2003. "The effect of Search Frictions on Wages," Working Papers 2003-29, Centre de Recherche en Economie et Statistique.
  20. Khan, Shakeeb & Lewbel, Arthur, 2007. "Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models," Econometric Theory, Cambridge University Press, vol. 23(02), pages 309-347, April.
  21. Farshid Vahid & Pushkar Maitra, 2005. "The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition," ANU Working Papers in Economics and Econometrics 2005-452, Australian National University, College of Business and Economics, School of Economics.
  22. Andrew Ang & Monika Piazzesi & Min Wei, 2004. "What Does the Yield Curve Tell us about GDP Growth?," NBER Working Papers 10672, National Bureau of Economic Research, Inc.
  23. Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers.
  24. Murray Leibbrandt & James Levinsohn & Justin McCrary, 2005. "Incomes in South Africa Since the Fall of Apartheid," NBER Working Papers 11384, National Bureau of Economic Research, Inc.
  25. Philip A. Haile, 2001. "Auctions with Resale Markets: An Application to U.S. Forest Service Timber Sales," American Economic Review, American Economic Association, vol. 91(3), pages 399-427, June.
  26. Inoue, Atsushi & Kilian, Lutz & Kiraz, Fatma Burcu, 2006. "Do actions speak louder than words? Household expectations of inflation based on micro consumption data," Discussion Paper Series 1: Economic Studies 2006,26, Deutsche Bundesbank, Research Centre.
  27. Todd E. Clark & Michael McCracken, 1999. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Computing in Economics and Finance 1999 1241, Society for Computational Economics.
  28. Onur Başer & Joseph C. Gardiner & Cathy J. Bradley & Hüseyin Yüce & Charles Given, 2006. "Longitudinal analysis of censored medical cost data," Health Economics, John Wiley & Sons, Ltd., vol. 15(5), pages 513-525.
  29. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  30. Hyungsik Roger Moon & Peter C.B. Phillips, 2003. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers 1390, Cowles Foundation for Research in Economics, Yale University.
  31. Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang, 2004. "The Euro and European Financial Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004 49, Money Macro and Finance Research Group, revised 13 Oct 2004.
  32. Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007. "Nonparametric estimation of concave production technologies by entropic methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 795-816.
  33. Peter C.B. Phillips & Jun Yu, 2005. "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers 1523, Cowles Foundation for Research in Economics, Yale University.
  34. Arthur Lewbel, 2000. "Asymptotic Trimming for Bounded Density Plug-in Estimators," Boston College Working Papers in Economics 479, Boston College Department of Economics, revised 30 Oct 2000.
  35. Bo E. Honore & Arthur Lewbel, 2002. "Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors," Econometrica, Econometric Society, vol. 70(5), pages 2053-2063, September.
  36. Mariacristina De Nardi & Eric French & John Bailey Jones, 2005. "Differential mortality, uncertain medical expenses, and the saving of elderly singles," Working Paper Series WP-05-13, Federal Reserve Bank of Chicago.
  37. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, EconWPA.
  38. Hærnes, Erik & Jia, Zhiyang & Strøm, Steinar, 2005. "Retirement in Non-Cooperative and Cooperative Families," Memorandum 15/2006, Oslo University, Department of Economics.
  39. MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
  40. Todd Prono, 2008. "GARCH-based identification and estimation of triangular systems," Risk and Policy Analysis Unit Working Paper QAU08-4, Federal Reserve Bank of Boston.
  41. Lemistre, Philippe & Moreau, Nicolas, 2006. "Spatial Mobility and Returns to Education: Some Evidence from a Sample of French Youth," IZA Discussion Papers 2369, Institute for the Study of Labor (IZA).
  42. Maia Güell & Luojia Hu, 2003. "Estimating the Probability of Leaving Unemployment using Uncompleted Spells from Repeated Cross-Section Data," Working Papers 41, Barcelona Graduate School of Economics.
  43. Eric French & John Bailey Jones, 2002. "On the distribution and dynamics of health costs," Working Paper Series WP-02-21, Federal Reserve Bank of Chicago.
  44. Carrasco, Marine & Florens, Jean-Pierre, 2014. "On The Asymptotic Efficiency Of Gmm," Econometric Theory, Cambridge University Press, vol. 30(02), pages 372-406, April.
  45. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
  46. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
  47. Whitney Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  48. Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
  49. Bover, Olympia, 2006. "Wealth Effects on Consumption: Microeconometric Estimates from a New Survey of Household Finances," CEPR Discussion Papers 5874, C.E.P.R. Discussion Papers.
  50. Giulio Bottazzi & Angelo Secchi, 2006. "Maximum Likelihood Estimation of the Symmetric and Asymmetric Exponential Power Distribution," LEM Papers Series 2006/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  51. Joachim Inkmann, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Paper 00-03, Center of Finance and Econometrics, University of Konstanz.
  52. John Bailey Jones & Eric French, 2010. "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Discussion Papers 10-10, University at Albany, SUNY, Department of Economics.
  53. S. Chandra & Masanobu Taniguchi, 2001. "Estimating Functions for Nonlinear Time Series Models," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 125-141, March.
  54. Ivan Fernandez-Val, 2005. "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series WP2005-38, Boston University - Department of Economics.
  55. Matteo Pelagatti & Stefania Rondena, 2004. "Dynamic Conditional Correlation with Elliptical Distributions," Working Papers 20060508, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.
  56. Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers.
  57. Arie Beresteanu & Francesca Molinari, 2006. "Asymptotic properties for a class of partially identified models," CeMMAP working papers CWP10/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  58. Richard Harris & Qian Cher Li, 2007. "Learning-by-Exporting? Firm-Level Evidence for UK Manufacturing and Services Sectors," Working Papers 2007_22, Business School - Economics, University of Glasgow.
  59. Justin McCrary & Heather Royer, 2006. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers 12329, National Bureau of Economic Research, Inc.
  60. Joachim Inkmann, 2000. "Horizontal and Vertical R&D Cooperation," CoFE Discussion Paper 00-02, Center of Finance and Econometrics, University of Konstanz.
  61. A.S.K. Wong & P.J.G. Vlaar, 2003. "Modelling time-varying correlations of financial markets," WO Research Memoranda (discontinued) 739, Netherlands Central Bank, Research Department.
  62. Michael Lechner & Francois Laisney, 2002. "Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects," University of St. Gallen Department of Economics working paper series 2002 2002-15, Department of Economics, University of St. Gallen.
  63. Timothy Conley & Christopher Taber, 2005. "Inference with "Difference in Differences" with a Small Number of Policy Changes," NBER Technical Working Papers 0312, National Bureau of Economic Research, Inc.
  64. Joachim Wilde, 2005. "A note on GMM-estimation of probit models with endogenous regressors," IWH Discussion Papers 4, Halle Institute for Economic Research.
  65. Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  66. Roger Klein & Francis Vella, 2009. "A semiparametric model for binary response and continuous outcomes under index heteroscedasticity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 735-762.
  67. David Laibson & Andrea Repetto & Jeremy Tobacman, 2007. "Estimating Discount Functions with Consumption Choices over the Lifecycle," Documentos de Trabajo 236, Centro de Economía Aplicada, Universidad de Chile.
  68. André Faria & Philip R. Lane & Paolo Mauro & Gian Maria Milesi-Ferretti, 2007. "The Shifting Composition of External Liabilities," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 480-490, 04-05.
  69. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall.
  70. Arthur Lewbel, 2002. "Ordered Response Threshold Estimation," Boston College Working Papers in Economics 535, Boston College Department of Economics, revised 29 Oct 2003.
  71. Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 07-56, Bank of Canada.
  72. Andrew J. Patton & Allan Timmermann, 2005. "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series /2005/485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  73. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
  74. Markus Pannenberg & Martin Spieß, 2007. "GEE Estimation of a Two-Equation Panel Data Model: An Analysis of Wage Dynamics and the Incidence of Profit-Sharing in West Germany," Discussion Papers of DIW Berlin 663, DIW Berlin, German Institute for Economic Research.
  75. Thorsten Vogel, 2006. "Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns," SFB 649 Discussion Papers SFB649DP2006-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  76. David Greenstreet, 2007. "Exploiting Sequential Learning to Estimate Establishment-Level Productivity Dynamics and Decision Rules," Economics Series Working Papers 345, University of Oxford, Department of Economics.
  77. Sara G. Castellanos & Marco A. Oviedo, 2004. "Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results from a Structural Econometrics Approach," Levine's Working Paper Archive 122247000000000118, David K. Levine.
  78. Erik Hjalmarsson, 2005. "Estimation of average local-to-unity roots in heterogenous panels," International Finance Discussion Papers 852, Board of Governors of the Federal Reserve System (U.S.).
  79. Thomas A. Severini & Gautam Tripathi, 2005. "Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors," Working papers 2005-12, University of Connecticut, Department of Economics.
  80. Albuquerque, Rui & de Francisco, Eva & Marques, Luis, 2006. "Marketwide Private Information in Stocks: Forecasting Currency Returns," CEPR Discussion Papers 5604, C.E.P.R. Discussion Papers.
  81. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Boston College Working Papers in Economics 585, Boston College Department of Economics, revised 04 Sep 2006.
  82. Olympia Bover, 2005. "Wealth effects on consumption: microeconometric estimates from the Spanish survey of household finances," Banco de Espa�a Working Papers 0522, Banco de Espa�a.
  83. 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.
  84. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
  85. Farshid Vahid & Pushkar Maitra, 2006. "The effect of household characteristics on living standards in South Africa 1993-1998: a quantile regression analysis with sample attrition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 999-1018.
  86. Yingyao Hu & Matthew Shum, 2007. "Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach," Economics Working Paper Archive 541, The Johns Hopkins University,Department of Economics.
  87. Guido W. Imbens & Judith K. Hellerstein, 1996. "Imposing Moment Restrictions from Auxiliary Data by Weighting," NBER Technical Working Papers 0202, National Bureau of Economic Research, Inc.
  88. Mehmet Caner, 2005. "Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments," Working Papers 209, University of Pittsburgh, Department of Economics, revised Jan 2005.
  89. Lewbel, Arthur, 2007. "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
  90. Susanne M. Schennach, 2004. "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometric Society 2004 North American Summer Meetings 602, Econometric Society.
  91. Alastair R. Hall & Fernanda P. M. Peixe, 2003. "A Consistent Method for the Selection of Relevant Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 269-287, January.
  92. Clemente De Lucia & Mara Meacci, 2005. "Does job security matter for consumption? An analysis on Italian microdata," ISAE Working Papers 54, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  93. Manuel S. Santos, 2003. "Simulation-Based Estimation Of Dynamic Models With Continuous Equilibrium Solutions," Economics Working Papers we034716, Universidad Carlos III, Departamento de Economía.
  94. Esmeralda A. Ramalho & Richard J. Smith, 2013. "Discrete Choice Non-Response," Review of Economic Studies, Oxford University Press, vol. 80(1), pages 343-364.
  95. repec:dgr:kubcen:2005131 is not listed on IDEAS
  96. Francesco Bartolucci† & Valentina Nigro, 2007. "A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator," CEIS Research Paper 97, Tor Vergata University, CEIS.
  97. Pastorello, Sergio & Patilea, Valentin & Renault, Eric, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 449-82, October.
  98. Klein, Roger & Vella, Francis, 2006. "Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions," IZA Discussion Papers 2378, Institute for the Study of Labor (IZA).
  99. Hugo Kruiniger, 2002. "On the Estimation of Panel Regression Models with Fixed Effects," Working Papers 450, Queen Mary University of London, School of Economics and Finance.
  100. Manganelli, Simone, 2006. "A new theory of forecasting," Working Paper Series 0584, European Central Bank.
  101. 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.
  102. 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.
  103. David S. Lee, 2005. "Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects," NBER Working Papers 11721, National Bureau of Economic Research, Inc.
  104. Aaron Smallwood; Alex Maynard; Mark Wohar, 2005. "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005 384, Society for Computational Economics.
  105. Carlos A. Flores, 2007. "Estimation of Dose-Response Functions and Optimal Doses with a Continuous Treatment," Working Papers 0707, University of Miami, Department of Economics.
  106. repec:dgr:uvatin:20060077 is not listed on IDEAS
  107. Pierre Azoulay & Waverly Ding & Toby Stuart, 2006. "The Impact of Academic Patenting on the Rate, Quality, and Direction of (Public) Research Output," NBER Working Papers 11917, National Bureau of Economic Research, Inc.
  108. Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers CWP03/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  109. Sophocles Mavroeidis, 2006. "Testing the New Keynesian Phillips Curve Without Assuming Identification," Working Papers 2006-13, Brown University, Department of Economics.
  110. Arthur Lewbel, 2005. "Simple Endogenous Binary Choice and Selection Panel Model Estimators," Boston College Working Papers in Economics 613, Boston College Department of Economics, revised 04 Sep 2006.
  111. Manganelli, Simone, 2007. "Asset allocation by penalized least squares," Working Paper Series 0723, European Central Bank.
  112. Guevara, C. Angelo & Ben-Akiva, Moshe E., 2013. "Sampling of alternatives in Logit Mixture models," Transportation Research Part B: Methodological, Elsevier, vol. 58(C), pages 185-198.
  113. 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.
  114. Yihui Lan, 2003. "The Long-Term Behaviour of Exchange Rates, Part V: The Stationarity of Exchange Rates," Economics Discussion / Working Papers 03-09, The University of Western Australia, Department of Economics.
  115. Joachim Inkmann, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Paper 01-03, Center of Finance and Econometrics, University of Konstanz.
  116. 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.
  117. Riccardo DiCecio & Edward Nelson, 2007. "An estimated DSGE model for the United Kingdom," Working Papers 2007-006, Federal Reserve Bank of St. Louis.
  118. Horowitz, Shira & Mauch, Brandon & Sowell, Fallaw, 2014. "Forecasting residential air conditioning loads," Applied Energy, Elsevier, vol. 132(C), pages 47-55.
  119. Robert Moffitt, 2007. "Estimating Marginal Returns to Higher Education in the UK," NBER Working Papers 13534, National Bureau of Economic Research, Inc.
  120. Wilke, Ralf A., 2003. "Semiparametric Estimation of Regression Functions Under Shape Invariance Restrictions," ZEW Discussion Papers 03-64, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  121. James H. Stock & Jonathan Wright, 1996. "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc.
  122. Shane M. Sherlund, 2004. "Quasi Empirical Likelihood Estimation of Moment Condition Models," Econometric Society 2004 North American Summer Meetings 507, Econometric Society.
  123. Smith, Richard J., 2005. "Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation," Econometric Theory, Cambridge University Press, vol. 21(01), pages 158-170, February.
  124. repec:dgr:uvatin:20040123 is not listed on IDEAS
  125. Rodríguez Poo, Juan M. & Fernández Sainz, Ana Isabel & Villanúa Martín, Inmaculada, 1999. "Finite sample behavior of two step estimators in selection models," BILTOKI 1999-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  126. Rossi, Roberto & Prestwich, Steven & Tarim, S. Armagan & Hnich, Brahim, 2014. "Confidence-based optimisation for the newsvendor problem under binomial, Poisson and exponential demand," European Journal of Operational Research, Elsevier, vol. 239(3), pages 674-684.
  127. Alberto Abadie, 2000. "Semiparametric Estimation of Instrumental Variable Models for Causal Effects," NBER Technical Working Papers 0260, National Bureau of Economic Research, Inc.
  128. Robert Moffit, 2007. "Estimating Marginal Treatment Effects in Heterogeneous Populations," Economics Working Paper Archive 539, The Johns Hopkins University,Department of Economics.
  129. Schnedler, Wendelin, 2003. "What You Always Wanted to Know About Censoring But Never Dared to Ask – Parameter Estimation for Censored Random Vectors," IZA Discussion Papers 837, Institute for the Study of Labor (IZA).
  130. Jürgen Maurer & André Meier, 2005. "Do the "Joneses" really matter? Peer-group versus correlated effects in intertemporal consumption choice," IFS Working Papers W05/15, Institute for Fiscal Studies.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.