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subject:"Simulation"
isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"ARCH model"
~subject:"IV-Schätzung"
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IV-Schätzung
Estimation theory
316
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45
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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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145
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71
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1
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
2
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
3
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
4
Conditional linear combination tests for weakly identified models
Andrews, Isaiah
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
Saved in:
5
Estimation of nonparametric models with simultaneity
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 1-66
Persistent link: https://www.econbiz.de/10011337547
Saved in:
6
A test of exogeneity without instrumental variables in models with bunching
Caetano, Carolina
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1581-1600
Persistent link: https://www.econbiz.de/10011405088
Saved in:
7
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
8
Constructing optimal instruments by first-stage prediction averaging
Kuersteiner, Guido M.
;
Okui, Ryo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 697-718
Persistent link: https://www.econbiz.de/10003989327
Saved in:
9
Comment on "Decision theory applied to an instrumental variables model"
Chamberlain, Gary
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1565
Persistent link: https://www.econbiz.de/10003797082
Saved in:
10
Decision theory applied to an instrumental variables model
Chamberlain, Gary
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
3
,
pp. 609-652
Persistent link: https://www.econbiz.de/10003473289
Saved in:
11
Testing a parametric model against a nonparametric alternative with identification through instrumental variables
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10003316413
Saved in:
12
Cross-section regression with common shocks
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
Saved in:
13
Consistent estimation with a large number of weak instruments
Chao, John C.
;
Swanson, Norman R.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
5
,
pp. 1673-1692
Persistent link: https://www.econbiz.de/10003096796
Saved in:
14
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 641-646
Persistent link: https://www.econbiz.de/10001978054
Saved in:
15
The method of simulated scores for the estimation of LDV models
Hajivassiliou, Vassilis Argyrou
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
4
,
pp. 863-896
Persistent link: https://www.econbiz.de/10001246052
Saved in:
16
Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 891-916
Persistent link: https://www.econbiz.de/10001203908
Saved in:
17
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
Saved in:
18
A new form of the information matrix test
Davidson, Russell
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
Saved in:
19
Trimmed lad and least squares estimation of truncated and censored regression models with fixed effects
Honoré, Bo E.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
3
,
pp. 533-565
Persistent link: https://www.econbiz.de/10001125723
Saved in:
20
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
21
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
22
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
23
Testing for a global maximum in an econometric context
Veall, Michael R.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
6
,
pp. 1459-1465
Persistent link: https://www.econbiz.de/10001097573
Saved in:
24
Simulation and the asymptotics of optimization estimators
Pakes, Ariel
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1027-1057
Persistent link: https://www.econbiz.de/10001076170
Saved in:
25
Alternative estimators of FIML covariance matrix : a Monte Carlo study
Calzolari, Giorgio
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
3
,
pp. 701-714
Persistent link: https://www.econbiz.de/10001047009
Saved in:
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