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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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69
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American journal of agricultural economics
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Rotation group bias and the persistence of misclassification errors in the Current Population Surveys
Feng, Shuaizhang
;
Hu, Yingyao
;
Sun, Jiandong
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1077-1094
Persistent link: https://www.econbiz.de/10013364944
Saved in:
2
Working time reductions at the end of the career : do they prolong the time spent in employment?
Albanese, Andrea
;
Cockx, Bart
;
Thuy, Yannick
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 99-141
Persistent link: https://www.econbiz.de/10012253175
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3
Consistent estimates of the public/private wage gap
Depalo, Domenico
;
Pereda-Fernández, Santiago
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2937-2947
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4
Revisiting the trade effects of the euro : data sources and various samples
Hou, Jia
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2731-2777
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5
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
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6
The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver
;
Kleppe, Tore Selland
;
Liesenfeld, Roman
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1152-1175
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7
Efficiency of correction for sample selection in QUAIDS models : an example for the fish demand in Germany
Bronnmann, Julia
;
Guettler, Stefan
;
Loy, Jens-Peter
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
4
,
pp. 1469-1493
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8
Parameter estimation in multivariate logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 534-550
Persistent link: https://www.econbiz.de/10012039382
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9
Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin
;
Tsay, Wen-jen
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
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10
Testing for Granger-causality in quantiles
Troster, Victor
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 850-866
Persistent link: https://www.econbiz.de/10012040414
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11
Reduced forms and weak instrumentation
Phillips, Peter C. B.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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12
Testing for competitive balance
VanScyoc, Lee J.
;
McGee, M. Kevin
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 1029-1043
Persistent link: https://www.econbiz.de/10011481346
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13
Linear regression with an estimated regressor : applications to aggregate indicators of economic development
Meng, Lingsheng
;
Wu, Binzhen
;
Zhang, Zhaoguo
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 299-316
Persistent link: https://www.econbiz.de/10011453978
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14
A simple data-driven estimator for the semiparametric sample selection model
Escanciano, Juan Carlos
;
Zhu, Lin
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 734-762
Persistent link: https://www.econbiz.de/10011483385
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15
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua
;
Eisenstat, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
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16
Estimation and interpretation of a Heckman selection model with endogenous covariates
Schwiebert, Jörg
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 675-703
Persistent link: https://www.econbiz.de/10011334103
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17
Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin
;
Lechner, Michael
;
Steinmayr, Andreas
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
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18
The effective sample size
Berger, James O.
;
Bayarri, M. J.
;
Pericchi, Luis R.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 197-217
Persistent link: https://www.econbiz.de/10010358312
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19
Treatment evaluation in the presence of sample selection
Huber, Martin
- In:
Econometric reviews
33
(
2014
)
8
,
pp. 869-905
Persistent link: https://www.econbiz.de/10010363873
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20
Testing exclusion restrictions and additive separability in sample selection models
Huber, Martin
;
Mellace, Giovanni
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10010380015
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21
On sample skewness and kurtosis
Bao, Yong
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 415-448
Persistent link: https://www.econbiz.de/10009717785
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22
Wild bootstrap of the sample mean in the infite variance case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009717796
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23
Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 532-557
Persistent link: https://www.econbiz.de/10009539710
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24
Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
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25
Robust misspecification tests for the Heckman's two-step estimator
Montes-Rojas, Gabriel V.
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 154-172
Persistent link: https://www.econbiz.de/10008990445
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26
Efficient posterior simulation for cointegrated models with priors on the cointegration space
Koop, Gary
;
León-González, Roberto
;
Strachan, Rodney W.
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 224-242
Persistent link: https://www.econbiz.de/10003960502
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27
Initial offers and outcomes in wage bargaining : who wins?
Jiménez-Martín, Sergi
;
García Villar, Jaume
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
3
,
pp. 815-846
Persistent link: https://www.econbiz.de/10008747591
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28
Sensitivity analysis of job-training effects on reemployment for Korean women
Lee, Myoung-jae
;
Lee, Sang Jun
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10003804554
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29
Assessing and improving the performance of nearly efficient unit root tests in small samples
Broda, Simon
;
Carstensen, Kai
;
Paolella, Marc S.
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 468-494
Persistent link: https://www.econbiz.de/10003873093
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30
A panel unit root test with good power in small samples
Lopez, Claude
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 295-313
Persistent link: https://www.econbiz.de/10003864005
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31
Edgeworth corrections for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 139-162
Persistent link: https://www.econbiz.de/10003761221
Saved in:
32
Using high-frequency data in dynamic portfolio choice
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Zhu, Yinghua
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 163-198
Persistent link: https://www.econbiz.de/10003761222
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33
Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?
Pooter, Michiel de
;
Martens, Martin
;
Dijk, Dick van
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 199-229
Persistent link: https://www.econbiz.de/10003761224
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34
Sampling returns for realized variance calculations : tick time or transaction time?
Griffin, Jim E.
;
Oomen, Roel C. A.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 230-253
Persistent link: https://www.econbiz.de/10003761225
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35
Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10003761229
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36
Testing for nonstationarity using maximum entropy resampling : a misspecification testing perspective
Koutris, Andreas
;
Heracleous, Maria S.
;
Spanos, Aris
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 363-384
Persistent link: https://www.econbiz.de/10003761298
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37
Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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38
A composite generalized cross-entropy formulation in small samples estimation
Bernardini Papalia, Rosa
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 596-609
Persistent link: https://www.econbiz.de/10003761340
Saved in:
39
The sample selection model from a method of moments perspective
Meijer, Erik
;
Wansbeek, Tom
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10003509006
Saved in:
40
Midas regressions : further results and new directions
Ghysels, Eric
;
Sinko, Arthur
;
Valkanov, Rossen I.
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 53-90
Persistent link: https://www.econbiz.de/10003509012
Saved in:
41
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
Ramalho, Esmeralda A.
;
Ramalho, Joaquim J. S.
- In:
Econometric reviews
25
(
2006
)
4
,
pp. 475-496
Persistent link: https://www.econbiz.de/10003403258
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42
Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard
;
Frederiksen, Per Houmann
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
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43
On testing sample selection bias under the multicollinearity problem
Yamagata, Takashi
;
Orme, Chris D.
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 467-481
Persistent link: https://www.econbiz.de/10003242864
Saved in:
44
Monotonicity conditions and inequality imputation for sample-selection and non-response problems
Lee, Myoung-jae
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003002301
Saved in:
45
Finite sample properties of the two-step empirical likelihood estimator
Guggenberger, Patrik
;
Hahn, Jinyong
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 247-263
Persistent link: https://www.econbiz.de/10003105594
Saved in:
46
Special issue on "Panel data: theory and application"
Baltagi, Badi H.
;
Fitzenberger, Bernd
;
Kunst, Robert M.
; …
-
2004
Persistent link: https://www.econbiz.de/10001863027
Saved in:
47
Tobin q: forecast performance for hierachical bayes, shrinkage, heterogeneous and homogeneous panel data estimators
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
1
,
pp. 107-113
Persistent link: https://www.econbiz.de/10001863314
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48
Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.
;
White, Halbert
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
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49
A small-sample estimator for the sample-selection model
Golan, Amos
;
Moretti, Enrico
;
Perloff, Jeffrey M.
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10001944789
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50
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
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