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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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1,601
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312
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251
Estimating a market equilibrium search model from panel data on individuals
Eḳshṭain, Tsevi
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
4
,
pp. 783-808
Persistent link: https://www.econbiz.de/10001091340
Saved in:
252
Asymptotic likelihood-based prediction functions
Cooley, Thomas F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
5
,
pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
Saved in:
253
Tail behavior of regression estimators and their breakdown points
He, Xuming
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
5
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10001094785
Saved in:
254
On the normalization of structural equations : properties of direction estimators
Hillier, Grant H.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
5
,
pp. 1181-1194
Persistent link: https://www.econbiz.de/10001094786
Saved in:
255
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:
256
A consistent conditional moment test of functional form
Bierens, Herman J.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
6
,
pp. 1443-1458
Persistent link: https://www.econbiz.de/10001097574
Saved in:
257
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
Saved in:
258
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:
259
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
Saved in:
260
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:
261
Inference in linear time series models with some unit roots
Sims, Christopher A.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001084874
Saved in:
262
A new approach to the economic analysis of nonstationary time series and the business cycle
Hamilton, James D.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
2
,
pp. 357-384
Persistent link: https://www.econbiz.de/10001064307
Saved in:
263
Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10001064309
Saved in:
264
Efficient estimation using panel data
Breusch, Trevor S.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
3
,
pp. 695-700
Persistent link: https://www.econbiz.de/10001067720
Saved in:
265
An Edgeworth test size correction for the linear model with AR(1) errors
Magee, Lonnie
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
3
,
pp. 661-674
Persistent link: https://www.econbiz.de/10001067725
Saved in:
266
Sampling performance of some joint one-sided preliminary test estimators under squared error loss
Yancey, Thomas Alexander
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1221-1228
Persistent link: https://www.econbiz.de/10001076146
Saved in:
267
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
Saved in:
268
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:
269
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:
270
Semiparametric estimation of index coefficients
Powell, James
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1403-1430
Persistent link: https://www.econbiz.de/10001078847
Saved in:
271
t test in a structural equation
Morimune, Kimio
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10001078851
Saved in:
272
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:
273
The student's t approximation in a stationary first order autoregressive model
Nakervis, J. C.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
1
,
pp. 119-145
Persistent link: https://www.econbiz.de/10001037277
Saved in:
274
Analytic derivatives for estimation of discrete-time, linear-quadratic, dynamic, optimization models
Zadrozny, Peter A.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
2
,
pp. 467-472
Persistent link: https://www.econbiz.de/10001041540
Saved in:
275
Conditions for identification in nonparametric and parametric models
Roehrig, Charles S.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
2
,
pp. 433-447
Persistent link: https://www.econbiz.de/10001041542
Saved in:
276
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:
277
The stochastic difference between econometric statistics
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
3
,
pp. 531-548
Persistent link: https://www.econbiz.de/10001047022
Saved in:
278
Optimal experimental design for error components models
Aigner, Dennis J.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
4
,
pp. 955-971
Persistent link: https://www.econbiz.de/10001052412
Saved in:
279
Root-N-consistent semiparametric regression
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
4
,
pp. 931-954
Persistent link: https://www.econbiz.de/10001052415
Saved in:
280
Regression theory for near-integrated time series
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
5
,
pp. 1021-1043
Persistent link: https://www.econbiz.de/10001054010
Saved in:
281
Approximate power functions for some robust tests of regression coefficients
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
5
,
pp. 997-1019
Persistent link: https://www.econbiz.de/10001054012
Saved in:
282
Chi-square diagnostic tests for econometric models : theory
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1419-1453
Persistent link: https://www.econbiz.de/10001059821
Saved in:
283
Asymptotic normality, when regressors have a unit root
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1397-1417
Persistent link: https://www.econbiz.de/10001059822
Saved in:
284
Estimating vector autoregressions with panel data
Holtz-Eakin, Douglas
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1371-1395
Persistent link: https://www.econbiz.de/10001059823
Saved in:
285
Testing for structural change in dynamic models
Krämer, Walter
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
Saved in:
286
Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
Saved in:
287
Semi-nonparametric maximum likelihood estimation
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 363-390
Persistent link: https://www.econbiz.de/10001020997
Saved in:
288
Semiparametric analysis of random effects linear models from binary panel data
Manski, Charles F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 357-362
Persistent link: https://www.econbiz.de/10001020999
Saved in:
289
Co-integration and error correction : representation, estimation, and testing
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 251-275
Persistent link: https://www.econbiz.de/10001021003
Saved in:
290
A comparison of two consistent estimators in the choice-based sampling qualitative response model
Amemiya, Takeshi
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
3
,
pp. 699-702
Persistent link: https://www.econbiz.de/10001029369
Saved in:
291
Efficiency bounds for distribution-free estimators of the binary choice and the censored regression models
Cosslett, Stephen R.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
3
,
pp. 559-584
Persistent link: https://www.econbiz.de/10001029380
Saved in:
292
Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variables
Bekker, Paul A.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
5
,
pp. 1223-1230
Persistent link: https://www.econbiz.de/10001030889
Saved in:
293
The bias of a heteroskedasticity consistent covariance matrix estimator
Chesher, Andrew
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
5
,
pp. 1217-1222
Persistent link: https://www.econbiz.de/10001030893
Saved in:
294
Testing regression equality with unequal variances
Weerahandi, Samaradasa
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
5
,
pp. 1211-1215
Persistent link: https://www.econbiz.de/10001030897
Saved in:
295
Asymptotic properties of least squares estimators of cointegrating vectors
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
5
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10001030918
Saved in:
296
The variance-covariance matrix of the maximum likelihood estimator in triangular structural systems : consistent estimation
Prucha, Ingmar R.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 977-978
Persistent link: https://www.econbiz.de/10001083213
Saved in:
297
Errors in variables in linear systems
Leamer, Edward E.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 893-909
Persistent link: https://www.econbiz.de/10001083218
Saved in:
298
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 875-891
Persistent link: https://www.econbiz.de/10001083219
Saved in:
299
Efficient estimation and identification of simultaneous equation models with covariance restrictions
Hausman, Jerry A.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 849-874
Persistent link: https://www.econbiz.de/10001083220
Saved in:
300
Asymmetric least squares estimation and testing
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 819-847
Persistent link: https://www.econbiz.de/10001083222
Saved in:
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