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~isPartOf:"Computational economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Schätzung"
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Schätzung
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Arellano, Manuel
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Computational economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion paper series / IZA
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81
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58
Economic modelling
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ECONIS (ZBW)
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1
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
2
The impact of news sentiment indicators on agricultural product prices
Xu, Jia-Lang
;
Hsu, Ying-Lin
- In:
Computational economics
59
(
2022
)
4
,
pp. 1645-1657
Persistent link: https://www.econbiz.de/10013262111
Saved in:
3
Estimation of expected shortfall using quantile regression : a comparison study
Christou, Eliana
;
Grabchak, Michael
- In:
Computational economics
60
(
2022
)
2
,
pp. 725-753
Persistent link: https://www.econbiz.de/10013380827
Saved in:
4
Quantile regression for dynamic panel data using Hausman-Taylor instrumental variables
Tao, Li
;
Zhang, Yuanjie
;
Tian, Maozai
- In:
Computational economics
53
(
2019
)
3
,
pp. 1033-1069
Persistent link: https://www.econbiz.de/10012135108
Saved in:
5
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Li, Muyi
;
Nguyen, Nga T. H.
;
Songsak …
- In:
Computational economics
49
(
2017
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011751821
Saved in:
6
Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel
;
Blundell, Richard W.
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 693-734
Persistent link: https://www.econbiz.de/10011778768
Saved in:
7
Quantile selection models with an application to understanding changes in wage inequality
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011738445
Saved in:
8
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
9
IV quantile regression for group-level treatments, with an application to the distributional effects of trade
Chetverikov, Denis
;
Larsen, Bradley J.
;
Palmer, …
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
2
,
pp. 809-833
Persistent link: https://www.econbiz.de/10011552584
Saved in:
10
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
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