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  • Search: subject:"Set Identification"
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Year of publication
Subject
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set identification 41 Theorie 19 VAR model 19 VAR-Modell 19 Estimation theory 18 Schätztheorie 18 Theory 18 Schock 17 Shock 17 Set Identification 15 Instrumental variables 14 partial identification 12 Estimation 11 Schätzung 11 endogeneity 11 incomplete models 11 instrumental variables 11 Nichtparametrisches Verfahren 10 random sets 10 sign restrictions 10 Bayesian inference 9 IV-Schätzung 9 Nonparametric statistics 9 Bayes-Statistik 8 Endogeneity 8 Incomplete models 8 set-identification 8 Induktive Statistik 7 Statistical inference 7 excess heterogeneity 7 limited information 7 Discrete endogenous variables 6 Geldpolitik 6 Monetary policy 6 Structural econometrics 6 partial linear model 6 Econometrics 5 Homeownership 5 neighborhood effects 5 Ökonometrie 5
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Online availability
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Free 70 CC license 1
Type of publication
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Book / Working Paper 64 Article 6
Type of publication (narrower categories)
All
Working Paper 54 Graue Literatur 36 Non-commercial literature 36 Arbeitspapier 34 Article in journal 5 Aufsatz in Zeitschrift 5 Article 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 63 Undetermined 7
Author
All
Chesher, Andrew 20 Rosen, Adam M. 10 Rosen, Adam 8 Kortelainen, Mika 6 Saarimaa, Tuukka 6 Drautzburg, Thorsten 5 Caggiano, Giovanni 4 Castelnuovo, Efrem 4 Delrio, Silvia 4 Kima, Richard 4 Amir Ahmadi, Pooyan 3 Badinger, Harald 3 Grant, Nicky L. 3 Schiman, Stefan 3 Smith, Richard J. 3 Volpicella, Alessio 3 Adams, Abi 2 Bacchiocchi, Emanuele 2 Bastianin, Andrea 2 Baumeister, Christiane 2 Bontemps, Christian 2 Hamilton, James D. 2 Herwartz, Helmut 2 Inoue, Atsushi 2 Kilian, Lutz 2 Kitagawa, Toru 2 Mirto, Elisabetta 2 Piffer, Michele 2 Podstawski, Maximilian 2 Read, Matthew 2 Uhrin, Gábor B. 2 Acerenza, Santiago 1 Amir-Ahmadi, Pooyan 1 Ban, Kyunghoon 1 Blundell, R. 1 Browning, M. 1 Cherchye, L.J.H. 1 Crawford, I. 1 Florens, Jean-Pierre 1 Gayle, George-Levi 1
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Institution
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Centre for Microdata Methods and Practice (CEMMAP) 3 London School of Economics (LSE) 1 Spatial Economics Research Centre, LSE 1 Tilburg University, Center for Economic Research 1 Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland 1
Published in...
All
cemmap working paper 11 CEMMAP working papers / Centre for Microdata Methods and Practice 8 CESifo Working Paper 5 CESifo working papers 5 CeMMAP working papers 3 Working papers / TSE : WP 3 Working Paper 2 Working paper 2 Working paper / Federal Reserve Bank of Dallas, Research Department 2 52nd Congress of the European Regional Science Association: "Regions in Motion - Breaking the Path", 21-25 August 2012, Bratislava, Slovakia 1 Annals of economics and statistics 1 CAMA working paper series 1 Cege discussion paper 1 Department of Economics working paper 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / University of Bristol, Department of Economics 1 Discussion papers in economics and business 1 Economics discussion paper series : EDP 1 IFS Working Papers 1 IFS working paper 1 Journal of accounting research 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 LSE Research Online Documents on Economics 1 Marco Fanno working papers 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Research discussion paper / Reserve Bank of Australia : RDP 1 SERC Discussion Papers 1 SERC discussion paper 1 The econometrics journal 1 Working Papers / Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland 1 Working paper / Iowa State University, Department of Economics 1 Working paper series / Emory University, Department of Economics 1 Working paper series : paper ... 1 Working papers 1 Working papers / Federal Reserve Bank of Philadelphia, Research Department 1 cege Discussion Papers 1
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Source
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ECONIS (ZBW) 41 EconStor 22 RePEc 7
Showing 1 - 10 of 70
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Analyzing collusion using set-identified marginal cost functions
Mizuta, Seiichiro; Nishiwaki, Masato - 2025
Persistent link: https://www.econbiz.de/10015408497
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The conventional impulse response prior in VAR models with sign restrictions
Inoue, Atsushi; Kilian, Lutz - 2025
Persistent link: https://www.econbiz.de/10015406612
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Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; … - 2024
This paper presents new results on the identification of heteroskedastic structural vector autoregressive (HSVAR) models. Point identification of HSVAR models fails when some shifts in the variances of the structural shocks are suspected to be statistically indistinguishable from each other....
Persistent link: https://www.econbiz.de/10014577305
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Sign restrictions and supply-demand decompositions of inflation
Read, Matthew - 2024
Persistent link: https://www.econbiz.de/10015066322
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Estimating choice models with unobserved expectations over attributes
Reynaert, Mathias; Xu, Wenxuan; Zhao, Hanlin - 2024
Persistent link: https://www.econbiz.de/10015097395
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Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele; Bastianin, Andrea; Kitagawa, Toru; … - 2024
This paper presents new results on the identification of heteroskedastic structural vector autoregressive (HSVAR) models. Point identification of HSVAR models fails when some shifts in the variances of the structural shocks are suspected to be statistically indistinguishable from each other....
Persistent link: https://www.econbiz.de/10014556642
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When is the use of Gaussian-inverse Wishart-Haar priors appropriate?
Inoue, Atsushi; Kilian, Lutz - 2024
Persistent link: https://www.econbiz.de/10015051494
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Semiparametric Bayesian estimation of dynamic discrete choice models
Norets, Andriy; Shimizu, Kenichi - 2022 - This version: February 9, 2022
Persistent link: https://www.econbiz.de/10012817170
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Was Sarbanes-Oxley costly? : evidence from optimal contracting on CEO compensation
Gayle, George-Levi; Li, Chen; Miller, Robert Allen - In: Journal of accounting research 60 (2022) 4, pp. 1189-1234
Persistent link: https://www.econbiz.de/10013392388
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SVARs identification through bounds on the forecast error variance
Volpicella, Alessio - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
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