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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:"Sampling"
~subject:"Probability theory"
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45
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Horowitz, Joel
3
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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
Journal of econometrics
105
Economics letters
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Statistics in transition : an international journal of the Polish Statistical Association
49
Discussion paper / Tinbergen Institute
43
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42
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33
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32
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The econometrics journal
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International journal of forecasting
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Efficiency bounds for missing data models with semiparametric restrictions
Graham, Bryan S.
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10009124292
Saved in:
2
Quantile and probability curves without crossing
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Galichon, …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
Saved in:
3
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
4
The effects of random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 483-549
Persistent link: https://www.econbiz.de/10001750277
Saved in:
5
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
6
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:
7
Characterizing selection bias using experimental data
Heckman, James J.
;
Ichimura, Hidehiko
;
Smith, Jeffrey A.
; …
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1017-1098
Persistent link: https://www.econbiz.de/10001249590
Saved in:
8
Inference on structural parameters in instrumental variables regression with weak instruments
Wang, Jiahui
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1389-1404
Persistent link: https://www.econbiz.de/10001252662
Saved in:
9
Statistical inference for the measurement of the incidence of taxes and transfers
Davidson, Russell
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1453-1465
Persistent link: https://www.econbiz.de/10001230424
Saved in:
10
Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 587-599
Persistent link: https://www.econbiz.de/10001221204
Saved in:
11
Instrumental variables regression with weak instruments
Staiger, Douglas
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 557-586
Persistent link: https://www.econbiz.de/10001221205
Saved in:
12
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:
13
The effect of sample selection and initial conditions in duration models : evidence from experimental data on training
Ham, John C.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001194160
Saved in:
14
Identification and robustness with contaminated and corrupted data
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10001181465
Saved in:
15
Adaptive learning with nonlinear dynamics driven by dependent processes
Kuan, Chung-ming
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
5
,
pp. 1087-1114
Persistent link: https://www.econbiz.de/10001169159
Saved in:
16
The predictive utility of generalized expected utility theories
Harless, David W.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1251-1289
Persistent link: https://www.econbiz.de/10001173444
Saved in:
17
Implied probabilities in GMM estimators
Back, Kerry E.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 971-975
Persistent link: https://www.econbiz.de/10001147098
Saved in:
18
Restricting regression slopes in the errors-in-variables model by bounding the error correlation
Erickson, Timothy
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 959-969
Persistent link: https://www.econbiz.de/10001147099
Saved in:
19
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
Saved in:
20
Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
Saved in:
21
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:
22
An efficient method of moments estimator for discrete choice models with choice-based sampling
Imbens, Guido
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
5
,
pp. 1187-1214
Persistent link: https://www.econbiz.de/10001131999
Saved in:
23
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:
24
Efficiency bounds for semiparametric regression
Chamberlain, Gary
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
3
,
pp. 567-596
Persistent link: https://www.econbiz.de/10001125722
Saved in:
25
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:
26
A smoothed maximum score estimator for the binary response model
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
3
,
pp. 505-531
Persistent link: https://www.econbiz.de/10001125724
Saved in:
27
A method for smoothing simulated moments of discrete probabilities in multinomial probit models
Stern, Steven N.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 943-952
Persistent link: https://www.econbiz.de/10001129057
Saved in:
28
Bayesian elicitation diagnostics
Leamer, Edward E.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 919-942
Persistent link: https://www.econbiz.de/10001129058
Saved in:
29
Understanding unit rooters : a helicopter tour
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
Saved in:
30
A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 211-236
Persistent link: https://www.econbiz.de/10001102743
Saved in:
31
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:
32
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:
33
Simple estimation of a duration model with unobserved heterogeneity
Honoré, Bo E.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 453-473
Persistent link: https://www.econbiz.de/10001084385
Saved in:
34
A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
Nabeya, Seiji
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 145-163
Persistent link: https://www.econbiz.de/10001084873
Saved in:
35
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:
36
A method of simulated moments for estimation of discrete response models without numerical integration
McFadden, Daniel
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10001076174
Saved in:
37
Proper posteriors from improper priors for an unidentified errors-in-variables model
Erickson, Timothy
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1299-1316
Persistent link: https://www.econbiz.de/10001078855
Saved in:
38
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:
39
The encompassing principle and its application to testing non-nested hypotheses
Mizon, Grayham E.
- In:
Econometrica : journal of the Econometric Society, an …
54
(
1986
)
3
,
pp. 657-678
Persistent link: https://www.econbiz.de/10001009471
Saved in:
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