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Content
2013, Volume 172, Issue 1
- 49-65 Bootstrapping realized multivariate volatility measures
by Dovonon, Prosper & Gonçalves, Sílvia & Meddahi, Nour
- 66-76 A zero inefficiency stochastic frontier model
by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
- 77-89 Partial maximum likelihood estimation of spatial probit models
by Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.
- 90-105 Rank tests for short memory stationarity
by Pelagatti, Matteo M. & Sen, Pranab K.
- 106-126 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
by Hurn, A.S. & Lindsay, K.A. & McClelland, A.J.
- 127-141 On bootstrapping panel factor series
by Trapani, Lorenzo
- 142-157 Jackknife estimation of stationary autoregressive models
by Chambers, Marcus J.
- 158-167 Estimation and inference in unstable nonlinear least squares models
by Boldea, Otilia & Hall, Alastair R.
- 168-182 Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions
by Khan, Shakeeb
2012, Volume 171, Issue 2
- 101-120 A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K.
- 121-133 Generalized smooth finite mixtures
by Villani, Mattias & Kohn, Robert & Nott, David J.
- 134-151 On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
by Pitt, Michael K. & Silva, Ralph dos Santos & Giordani, Paolo & Kohn, Robert
- 152-166 Evaluating DSGE model forecasts of comovements
by Herbst, Edward & Schorfheide, Frank
- 167-184 Confronting model misspecification in macroeconomics
by Waggoner, Daniel F. & Zha, Tao
- 185-204 Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments
by Geweke, John
- 205-216 A Bayesian analysis of payday loans and their regulation
by Li, Mingliang & Mumford, Kevin J. & Tobias, Justin L.
- 217-236 Probabilistic forecasts of volatility and its risk premia
by Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D.
- 237-250 Bayesian model averaging in the instrumental variable regression model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney
- 251-266 Mixtures of g-priors for Bayesian model averaging with economic applications
by Ley, Eduardo & Steel, Mark F.J.
- 267-280 Variable selection and functional form uncertainty in cross-country growth regressions
by Salimans, Tim
2012, Volume 171, Issue 1
- 1-23 Nonparametric estimation and inference about the overlap of two distributions
by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
- 24-31 Ratio-based estimators for a change point in persistence
by Halunga, Andreea G. & Osborn, Denise R.
- 32-44 Nonparametric identification of dynamic models with unobserved state variables
by Hu, Yingyao & Shum, Matthew
- 45-53 Hodges–Lehmann optimality for testing moment conditions
by Canay, Ivan A. & Otsu, Taisuke
- 54-70 Higher order properties of the wild bootstrap under misspecification
by Kline, Patrick & Santos, Andres
- 71-85 Semiparametric trending panel data models with cross-sectional dependence
by Chen, Jia & Gao, Jiti & Li, Degui
- 86-97 Econometric analysis of present value models when the discount factor is near one
by West, Kenneth D.
2012, Volume 170, Issue 2
- 256-280 Underidentification?
by Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique
- 281-302 Inference regarding multiple structural changes in linear models with endogenous regressors
by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
- 303-324 Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
by Peñaranda, Francisco & Sentana, Enrique
- 325-330 Proofs for large sample properties of generalized method of moments estimators
by Hansen, Lars Peter
- 331-349 GEL statistics under weak identification
by Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J.
- 350-367 Efficient minimum distance estimation with multiple rates of convergence
by Antoine, Bertille & Renault, Eric
- 368-382 Inference in regression models with many regressors
by Anatolyev, Stanislav
- 383-398 A regularization approach to the many instruments problem
by Carrasco, Marine
- 399-421 Kernel-weighted GMM estimators for linear time series models
by Kuersteiner, Guido M.
- 422-441 CUE with many weak instruments and nearly singular design
by Caner, Mehmet & Yıldız, Neşe
- 442-457 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
by Ai, Chunrong & Chen, Xiaohong
- 458-475 Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
by Florens, Jean-Pierre & Simoni, Anna
- 476-490 Local GMM estimation of time series models with conditional moment restrictions
by Gospodinov, Nikolay & Otsu, Taisuke
- 491-498 Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors
by Severini, Thomas A. & Tripathi, Gautam
- 499-518 Information criteria for impulse response function matching estimation of DSGE models
by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara
- 519-537 Assessing misspecified asset pricing models with empirical likelihood estimators
by Almeida, Caio & Garcia, René
- 538-550 Optimal comparison of misspecified moment restriction models under a chosen measure of fit
by Marmer, Vadim & Otsu, Taisuke
2012, Volume 170, Issue 1
- 1-14 In-sample tests of predictive ability: A new approach
by Clark, Todd E. & McCracken, Michael W.
- 15-31 Functional coefficient regression models with time trend
by Liang, Zhongwen & Li, Qi
- 32-49 Term structure models and the zero bound: An empirical investigation of Japanese yields
by Kim, Don H. & Singleton, Kenneth J.
- 50-67 Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
by Bennala, Nezar & Hallin, Marc & Paindaveine, Davy
- 68-75 Distribution-free tests of stochastic monotonicity
by Delgado, Miguel A. & Escanciano, Juan Carlos
- 76-91 Asymptotics for panel quantile regression models with individual effects
by Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V.
- 92-101 Regression towards the mode
by Kemp, Gordon C.R. & Santos Silva, J.M.C.
- 102-116 Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
by Bartolucci, Francesco & Nigro, Valentina
- 117-141 International market links and volatility transmission
by Corradi, Valentina & Distaso, Walter & Fernandes, Marcelo
- 142-152 Towards estimating extremal serial dependence via the bootstrapped extremogram
by Davis, Richard A. & Mikosch, Thomas & Cribben, Ivor
- 153-163 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
by Fanelli, Luca
- 164-177 A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
by Baltagi, Badi H. & Feng, Qu & Kao, Chihwa
- 178-190 On spatial processes and asymptotic inference under near-epoch dependence
by Jenish, Nazgul & Prucha, Ingmar R.
- 191-209 Multiperiod corporate default prediction—A forward intensity approach
by Duan, Jin-Chuan & Sun, Jie & Wang, Tao
- 210-233 Estimation of semiparametric locally stationary diffusion models
by Koo, Bonsoo & Linton, Oliver
- 234-248 Maximum likelihood estimation of stochastic frontier models by the Fourier transform
by Tsionas, Efthymios G.
2012, Volume 169, Issue 2
- 142-146 Useful conclusions from surprising results
by Granger, Clive W.J.
- 147-154 Robustifying multivariate trend tests to nonstationary volatility
by Xu, Ke-Li
- 155-165 Cointegrating rank selection in models with time-varying variance
by Cheng, Xu & Phillips, Peter C.B.
- 166-178 Mean and autocovariance function estimation near the boundary of stationarity
by Giraitis, Liudas & Phillips, Peter C.B.
- 179-187 Mildly explosive autoregression under weak and strong dependence
by Magdalinos, Tassos
- 188-195 Testing for unit roots in the presence of uncertainty over both the trend and initial condition
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 196-210 Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
by Andrews, Donald W.K. & Guggenberger, Patrik
- 211-223 Robust inference in nonstationary time series models
by Xiao, Zhijie
- 224-238 Model selection criteria for the leads-and-lags cointegrating regression
by Choi, In & Kurozumi, Eiji
- 239-246 Model selection when there are multiple breaks
by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.
- 247-257 Model selection in the presence of nonstationarity
by Kim, Jae-Young
- 258-265 Optimal estimation under nonstandard conditions
by Ploberger, Werner & Phillips, Peter C.B.
- 266-278 Exact local Whittle estimation of fractionally cointegrated systems
by Shimotsu, Katsumi
- 279-292 Stationarity-based specification tests for diffusions when the process is nonstationary
by Aït-Sahalia, Yacine & Park, Joon Y.
- 293-300 Persistence-robust surplus-lag Granger causality testing
by Bauer, Dietmar & Maynard, Alex
- 301-309 Spurious regressions in technical trading
by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke
2012, Volume 169, Issue 1
- 4-14 Nonparametric trending regression with cross-sectional dependence
by Robinson, Peter M.
- 15-28 Taking a new contour: A novel approach to panel unit root tests
by Chang, Yoosoon
- 29-33 Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
by Moon, H.R. & Perron, B.
- 34-47 Sieve estimation of panel data models with cross section dependence
by Su, Liangjun & Jin, Sainan
- 48-53 Asymptotic distribution of factor augmented estimators for panel regression
by Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu
- 54-60 Bias in dynamic panel models under time series misspecification
by Lee, Yoonseok
- 61-74 Random walk or chaos: A formal test on the Lyapunov exponent
by Park, Joon Y. & Whang, Yoon-Jae
- 75-93 Jump-robust volatility estimation using nearest neighbor truncation
by Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst
- 94-113 Time-varying leverage effects
by Bandi, Federico M. & Renò, Roberto
- 114-122 Bias in the estimation of the mean reversion parameter in continuous time models
by Yu, Jun
- 123-130 Statistical tests for multiple forecast comparison
by Mariano, Roberto S. & Preve, Daniel
- 131-138 Comparison of misspecified calibrated models: The minimum distance approach
by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao
2012, Volume 168, Issue 2
- 175-188 Uniform confidence bands for functions estimated nonparametrically with instrumental variables
by Horowitz, Joel L. & Lee, Sokbae
- 189-206 The HESSIAN method: Highly efficient simulation smoothing, in a nutshell
by McCausland, William J.
- 207-222 Testing for jumps in noisy high frequency data
by Aït-Sahalia, Yacine & Jacod, Jean & Li, Jia
- 223-243 Treatment effect bounds: An application to Swan–Ganz catheterization
by Bhattacharya, Jay & Shaikh, Azeem M. & Vytlacil, Edward
- 244-258 Asymptotics of the principal components estimator of large factor models with weakly influential factors
by Onatski, Alexei
- 259-269 Well-posedness of measurement error models for self-reported data
by An, Yonghong & Hu, Yingyao
- 270-284 Dynamic misspecification in nonparametric cointegrating regression
by Kasparis, Ioannis & Phillips, Peter C.B.
- 285-299 Regularization of nonparametric frontier estimators
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold
- 300-314 Nonparametric identification in nonseparable panel data models with generalized fixed effects
by Hoderlein, Stefan & White, Halbert
- 315-331 Identification and estimation of Gaussian affine term structure models
by Hamilton, James D. & Wu, Jing Cynthia
- 332-346 Bayesian modeling of joint and conditional distributions
by Norets, Andriy & Pelenis, Justinas
- 347-366 Semiparametric robust estimation of truncated and censored regression models
by Čížek, Pavel
- 367-381 Segmenting mean-nonstationary time series via trending regressions
by Aue, Alexander & Horváth, Lajos & Hušková, Marie
- 382-395 Quantile treatment effects in the regression discontinuity design
by Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise
- 396-406 Jumps in equilibrium prices and market microstructure noise
by Lee, Suzanne S. & Mykland, Per A.
2012, Volume 168, Issue 1
- 4-16 Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
by Hubbard, Timothy P. & Li, Tong & Paarsch, Harry J.
- 17-28 Empirical implementation of nonparametric first-price auction models
by Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.
- 29-46 Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions
by Li, Tong & Zheng, Xiaoyong
- 47-59 Bayesian estimation approaches to first-price auctions
by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
- 60-69 Efficient local IV estimation of an empirical auction model
by Hong, Han & Nekipelov, Denis
- 70-80 Strategic substitutes or complements? The game of where to fish
by Hicks, Robert L. & Horrace, William C. & Schnier, Kurt E.
- 81-95 The effect of job flexibility on female labor market outcomes: Estimates from a search and bargaining model
by Flabbi, Luca & Moro, Andrea
- 96-107 Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements
by Campo, Sandra
- 108-119 Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
by Bierens, Herman J. & Song, Hosin
- 120-140 Pairwise-difference estimation of incomplete information games
by Aradillas-Lopez, Andres
- 141-155 Estimation of market power in the presence of firm level inefficiencies
by Kutlu, Levent & Sickles, Robin C.
- 156-173 A dynamic oligopoly game of the US airline industry: Estimation and policy experiments
by Aguirregabiria, Victor & Ho, Chun-Yu
2012, Volume 167, Issue 2
- 297-304 Semiparametric estimation of a truncated regression model
by Chen, Songnian & Zhou, Xianbo
- 305-316 n-uniformly consistent density estimation in nonparametric regression models
by Escanciano, Juan Carlos & Jacho-Chávez, David T.
- 317-329 Treatment effects in sample selection models and their nonparametric estimation
by Lee, Myoung-jae
- 330-344 Confidence intervals for the quantile of treatment effects in randomized experiments
by Fan, Yanqin & Park, Sang Soo
- 345-357 Quantile-based nonparametric inference for first-price auctions
by Marmer, Vadim & Shneyerov, Artyom
- 358-369 Bayesian averaging, prediction and nonnested model selection
by Hong, Han & Preston, Bruce
- 370-382 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
- 383-396 Specification testing in nonparametric instrumental variable estimation
by Horowitz, Joel L.
- 397-412 Functional regression of continuous state distributions
by Park, Joon Y. & Qian, Junhui
- 413-425 Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
by Cai, Zongwu & Xiao, Zhijie
- 426-447 Local polynomial Whittle estimation of perturbed fractional processes
by Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard
- 448-457 Partial parametric estimation for nonstationary nonlinear regressions
by Kim, Chang Sik & Kim, In-Moo
- 458-472 Semiparametric inference in a GARCH-in-mean model
by Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.
- 473-482 A semiparametric stochastic volatility model
by Yu, Jun
- 483-493 Estimating semiparametric panel data models by marginal integration
by Qian, Junhui & Wang, Le
- 494-503 Lock-in and unobserved preferences in server operating systems: A case of Linux vs. Windows
by Hong, Seung-Hyun & Rezende, Leonardo
- 504-520 Residual based tests for cointegration in dependent panels
by Chang, Yoosoon & Nguyen, Chi Mai
- 521-542 Statistical inference on regression with spatial dependence
by Robinson, Peter M. & Thawornkaiwong, Supachoke
- 543-560 Semiparametric GMM estimation of spatial autoregressive models
by Su, Liangjun
2012, Volume 167, Issue 1
- 1-15 Optimal inference for instrumental variables regression with non-Gaussian errors
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
- 16-37 Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
by Yu, Jihai & de Jong, Robert & Lee, Lung-fei
- 38-46 Jackknife model averaging
by Hansen, Bruce E. & Racine, Jeffrey S.
- 47-60 The dynamics of US inflation: Can monetary policy explain the changes?
by Canova, Fabio & Ferroni, Filippo
- 61-75 Tikhonov regularization for nonparametric instrumental variable estimators
by Gagliardini, Patrick & Scaillet, Olivier
- 76-94 Estimation of dynamic models with nonparametric simulated maximum likelihood
by Kristensen, Dennis & Shin, Yongseok
- 95-112 ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
by Han, Heejoon & Park, Joon Y.
- 113-132 The econometrics of auctions with asymmetric anonymous bidders
by Lamy, Laurent
- 133-139 Hahn–Hausman test as a specification test
by Lee, Yoonseok & Okui, Ryo
- 140-167 Unit root testing under a local break in trend
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 168-196 Inferring welfare maximizing treatment assignment under budget constraints
by Bhattacharya, Debopam & Dupas, Pascaline
- 197-210 Robust subsampling
by Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio
- 211-223 The conditional autoregressive Wishart model for multivariate stock market volatility
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman
- 224-239 Nonparametric spatial regression under near-epoch dependence
by Jenish, Nazgul
- 240-253 On the least squares estimation of multiple-regime threshold autoregressive models
by Li, Dong & Ling, Shiqing
- 254-273 Testing for a unit root in a random coefficient panel data model
by Westerlund, Joakim & Larsson, Rolf
- 274-294 Likelihood estimation and inference in threshold regression
by Yu, Ping
2012, Volume 166, Issue 2
- 167-183 Some properties of the LIML estimator in a dynamic panel structural equation
by Akashi, Kentaro & Kunitomo, Naoto
- 184-203 A Poisson mixture model of discrete choice
by Burda, Martin & Harding, Matthew & Hausman, Jerry
- 204-212 The random coefficients logit model is identified
by Fox, Jeremy T. & Kim, Kyoo il & Ryan, Stephen P. & Bajari, Patrick
- 213-223 On the jump activity index for semimartingales
by Jing, Bing-Yi & Kong, Xin-Bing & Liu, Zhi & Mykland, Per
- 224-236 Robust forecast combinations
by Wei, Xiaoqiao & Yang, Yuhong
- 237-246 Bayesian hypothesis testing in latent variable models
by Li, Yong & Yu, Jun
- 247-254 A simple test for regression specification with non-nested alternatives
by Hagemann, Andreas
- 255-266 The validity of instruments revisited
by Berkowitz, Daniel & Caner, Mehmet & Fang, Ying
- 267-281 Simple and powerful GMM over-identification tests with accurate size
by Sun, Yixiao & Kim, Min Seong
- 282-302 Local indirect least squares and average marginal effects in nonseparable structural systems
by Schennach, Susanne & White, Halbert & Chalak, Karim
- 303-319 Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
by Vogelsang, Timothy J.
- 320-341 Semiparametric estimation of Markov decision processes with continuous state space
by Srisuma, Sorawoot & Linton, Oliver
- 342-354 Probabilistic characterization of directional distances and their robust versions
by Simar, Léopold & Vanhems, Anne
2012, Volume 166, Issue 1
- 3-16 Modeling college major choices using elicited measures of expectations and counterfactuals
by Arcidiacono, Peter & Hotz, V. Joseph & Kang, Songman
- 17-32 Partial identification using random set theory
by Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca
- 33-48 IV models of ordered choice
by Chesher, Andrew & Smolinski, Konrad
- 49-65 Endogenous household interaction
by Del Boca, Daniela & Flinn, Christopher
- 66-78 On the observational implications of taste-based discrimination in racial profiling
by Brock, William A. & Cooley, Jane & Durlauf, Steven N. & Navarro, Salvador
- 79-91 The impact of the National School Lunch Program on child health: A nonparametric bounds analysis
by Gundersen, Craig & Kreider, Brent & Pepper, John
- 92-105 Bounds for best response functions in binary games
by Kline, Brendan & Tamer, Elie
- 106-115 Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
by Matzkin, Rosa L.
- 116-126 Economic juries and public project provision
by McFadden, Daniel
- 127-137 Set identification via quantile restrictions in short panels
by Rosen, Adam M.
- 138-156 Minimax regret treatment choice with covariates or with limited validity of experiments
by Stoye, Jörg
- 157-165 Statistical treatment choice based on asymmetric minimax regret criteria
by Tetenov, Aleksey
2011, Volume 165, Issue 2
- 137-151 Inference with dependent data using cluster covariance estimators
by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B.
- 152-162 A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
by Swensen, Anders Rygh
- 163-174 Hypothesis testing in linear regression when k/n is large
by Calhoun, Gray
- 175-189 Volatility contagion: A range-based volatility approach
by Chiang, Min-Hsien & Wang, Li-Min
- 190-209 Particle filters for continuous likelihood evaluation and maximisation
by Malik, Sheheryar & Pitt, Michael K.
- 210-220 Bayesian inference in a time varying cointegration model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
- 221-232 Bayesian inference in a sample selection model
by van Hasselt, Martijn
- 233-245 Functional data analysis for volatility
by Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich
- 246-257 Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
by Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel
- 258-265 Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
by Tripathi, Gautam
- 266-274 Semiparametric estimation of a bivariate Tobit model
by Chen, Songnian & Zhou, Xianbo
2011, Volume 165, Issue 1
- 5-19 Asymptotic theory for nonparametric regression with spatial data
by Robinson, P.M.
- 20-29 Control variate method for stationary processes
by Amano, Tomoyuki & Taniguchi, Masanobu
- 30-44 Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
by Wang, Liqun & Hsiao, Cheng
- 45-57 Properties of the CUE estimator and a modification with moments
by Hausman, Jerry & Lewis, Randall & Menzel, Konrad & Newey, Whitney
- 58-69 On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
by Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi
- 70-86 Instrumental variable estimation in the presence of many moment conditions
by Okui, Ryo
- 87-99 Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
by Hsu, Shih-Hsun & Kuan, Chung-Ming
- 100-111 Moment-based estimation of smooth transition regression models with endogenous variables
by Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C.
- 112-127 A consistent nonparametric test for nonlinear causality—Specification in time series regression
by Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho
- 128-136 Linear programming-based estimators in simple linear regression
by Preve, Daniel & Medeiros, Marcelo C.
October 2011, Volume 164, Issue 2
Printed from https://ideas.repec.org/s/eee/econom11.html
