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isPartOf:"The review of economics and statistics"
subject:"Zeitreihenanalyse"
~subject:"Experiment"
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The review of economics and statistics
Journal of econometrics
325
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161
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142
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
2
Are experiments the only option? : A look at dropout prevention programs
Agodini, Roberto
;
Dynarski, Mark
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 180-194
Persistent link: https://www.econbiz.de/10002017938
Saved in:
3
On adjustment the Hodrick-Prescott filter for frequency observations
Ravn, Morten O.
;
Uhlig, Harald
- In:
The review of economics and statistics
84
(
2002
)
2
,
pp. 371-376
Persistent link: https://www.econbiz.de/10001692263
Saved in:
4
Accounting for dropouts in evaluations of social programs
Heckman, James J.
- In:
The review of economics and statistics
80
(
1998
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001235795
Saved in:
5
Nonparametric tests for the independence of regressors and disturbances as specification tests
Johnson, David S.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10001222402
Saved in:
6
How fast do economies converge?
Evans, Paul D.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 219-225
Persistent link: https://www.econbiz.de/10001222491
Saved in:
7
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 184-200
Persistent link: https://www.econbiz.de/10001222497
Saved in:
8
Estimating the density tail index for financial time series
Kearns, Phillip
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
Saved in:
9
Inference in cointegrated VAR systems
Warne, Anders
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 508-511
Persistent link: https://www.econbiz.de/10001225755
Saved in:
10
Autoregressive transformations in cointegrated regressions
McNown, Robert F.
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 503-507
Persistent link: https://www.econbiz.de/10001225756
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