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subject:"Probability theory"
isPartOf:"The review of economic studies"
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1
Approximate permutation tests and induced order statistics in the regression discontinuity design
Canay, Ivan A.
;
Kamat, Vishal
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1577-1608
Persistent link: https://www.econbiz.de/10011923477
Saved in:
2
Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Mozharovskyi, Pavlo
;
Vogler, Jan
- In:
Economics letters
148
(
2016
),
pp. 87-90
Persistent link: https://www.econbiz.de/10011619891
Saved in:
3
The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
Kabaila, Paul
;
Mainzer, Rheanna
;
Farchione, Davide
- In:
Economics letters
131
(
2015
),
pp. 12-15
Persistent link: https://www.econbiz.de/10011422500
Saved in:
4
Inverse probability tilting for moment condition models with missing data
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
The review of economic studies
79
(
2012
)
3
,
pp. 1053-1079
Persistent link: https://www.econbiz.de/10009613909
Saved in:
5
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
6
A simulation estimator for dynamic models of discrete choice
Hotz, Vincent Joseph
(
contributor
)
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001160739
Saved in:
7
Conditional choice probabilities and the estimation of dynamic models
Hotz, Vincent Joseph
- In:
The review of economic studies
60
(
1993
)
3
,
pp. 497-529
Persistent link: https://www.econbiz.de/10001147521
Saved in:
8
Estimating the variability of the Stein estimator by bootstrap
Yi, Gang
- In:
Economics letters
37
(
1991
)
3
,
pp. 293-298
Persistent link: https://www.econbiz.de/10001114214
Saved in:
9
A grouped data semiparametric competing risks model with nonparametric unobserved heterogeneity and mover-stayer structure
Moon, Choon-geol
- In:
Economics letters
37
(
1991
)
3
,
pp. 279-285
Persistent link: https://www.econbiz.de/10001114216
Saved in:
10
Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
McDonald, James B.
- In:
Economics letters
37
(
1991
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10001114218
Saved in:
11
A standardized test for the error components model with the two-way layout
Honda, Yuzo
- In:
Economics letters
37
(
1991
)
2
,
pp. 125-128
Persistent link: https://www.econbiz.de/10001114367
Saved in:
12
Testing exclusion restrictions for a misspecified Tobit model
Taylor, Larry W.
- In:
Economics letters
37
(
1991
)
4
,
pp. 411-416
Persistent link: https://www.econbiz.de/10001120371
Saved in:
13
Testing for skewness of regression disturbances
Godfrey, L. G.
- In:
Economics letters
37
(
1991
)
1
,
pp. 31-34
Persistent link: https://www.econbiz.de/10001110916
Saved in:
14
An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
Quah, Danny
- In:
Economics letters
33
(
1990
)
2
,
pp. 133-140
Persistent link: https://www.econbiz.de/10001088187
Saved in:
15
An application of extended rational approximants to White's information matrix test
Taylor, Larry W.
- In:
Economics letters
1
(
1989
),
pp. 49-53
Persistent link: https://www.econbiz.de/10001068814
Saved in:
16
Semiparametric estimation and efficiency bounds of binary choice models when the models contain one continuous variable
Nawata, Kazumitsu
- In:
Economics letters
31
(
1989
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001078208
Saved in:
17
Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P.
- In:
Economics letters
31
(
1989
)
4
,
pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
Saved in:
18
Asymptotic distribution of Durbin-Watson statistic
Srivastava, M. S.
- In:
Economics letters
2
(
1987
),
pp. 157-160
Persistent link: https://www.econbiz.de/10001032589
Saved in:
19
Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene
- In:
Economics letters
20
(
1986
)
2
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001008731
Saved in:
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