Citations for "Specification Testing and Quasi-Maximum Likelihood Estimation"
by Jeffrey M. Wooldridge
- Prokhorov, Artem & Schmidt, Peter, 2009.
"Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas,"
Journal of Econometrics,
Elsevier, vol. 153(1), pages 93-104, November.
- Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics.
- Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
- J Vernon Henderson & James Davis, 2004.
"The Agglomeration of Headquarters,"
04-02, Center for Economic Studies, U.S. Census Bureau.
- 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.
- Papke, Leslie E & Wooldridge, Jeffrey M, 1996. "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 619-32, Nov.-Dec..
- Harhoff, Dietmar, 1995.
"Firm formation and regional spillovers: evidence from Germany,"
ZEW Discussion Papers
95-11, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Dietmar Harhoff, 1999. "Firm Formation And Regional Spillovers - Evidence From Germany," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 8(1-2), pages 27-55.
- Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Papers 707, Queen's University, Department of Economics.
- Lejeune, Bernard, 2009. "A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 507-523, June.
- Robin L. Lumsdaine & Serena Ng, 1998.
"Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean,"
Boston College Working Papers in Economics
370, Boston College Department of Economics.
- Lumsdaine, Robin L. & Ng, Serena, 1999. "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, vol. 93(2), pages 257-279, December.
- Lindvall, Lars, 2003. "Does Public Spending on Youths Affect Crime Rates?," Working Paper Series 2004:3, Uppsala University, Department of Economics.
- 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.
- Kaiser, Ulrich & Kongsted, Hans Christian & Rønde, Thomas, 2014. "Does the mobility of R&D labor increase innovation?," ZEW Discussion Papers 14-115, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Blackburn, McKinley L., 2007. "Estimating wage differentials without logarithms," Labour Economics, Elsevier, vol. 14(1), pages 73-98, January.
- Wooldridge, Jeffrey M., 1999.
"Distribution-free estimation of some nonlinear panel data models,"
Journal of Econometrics,
Elsevier, vol. 90(1), pages 77-97, May.
- Wooldridge, J.M., 1990. "Distribution-Free Estimation Of Some Nonlinear Panel Data Models," Working papers 564, Massachusetts Institute of Technology (MIT), Department of Economics.
- Simon Condliffe & O. Ashton Morgan, 2009. "The effects of air quality regulations on the location decisions of pollution-intensive manufacturing plants," Journal of Regulatory Economics, Springer, vol. 36(1), pages 83-93, August.
- Jeffrey M. Woodridge, 1988. "A Unified Approach to Robust, Regression-Based Specification Tests," Working papers 480, Massachusetts Institute of Technology (MIT), Department of Economics.
- Kawakatsu, Hiroyuki, 2006. "Matrix exponential GARCH," Journal of Econometrics, Elsevier, vol. 134(1), pages 95-128, September.
- Randy Becker & Vernon Henderson, 1997. "Effects of Air Quality Regulation on in Polluting Industries," NBER Working Papers 6160, National Bureau of Economic Research, Inc.
- Holl, Adelheid, 2004. "Manufacturing location and impacts of road transport infrastructure: empirical evidence from Spain," Regional Science and Urban Economics, Elsevier, vol. 34(3), pages 341-363, May.
- Stomberg, Christopher & White, Halbert, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series qt158451cr, Department of Economics, UC San Diego.
- Busch, Thomas, 2005. "A robust LR test for the GARCH model," Economics Letters, Elsevier, vol. 88(3), pages 358-364, September.
- Lee, Jaimin & Han, Sangyong, 2008. "Intra-Industry Trade and tariff rates of Korea and China," China Economic Review, Elsevier, vol. 19(4), pages 697-703, December.
- Nour Meddahi & Ã‰ric Renault, 1998.
"Quadratic M-Estimators for ARCH-Type Processes,"
CIRANO Working Papers