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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics

MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007

sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …

Persistent link: https://www.econbiz.de/10014024953

A two sample size estimator for large data sets

O'Connell, Martin; Smith, Howard; Thomassen, Oyvind - 2023

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A GMM-based test for normal disturbances of the Heckman sample selection model

Pfaffermayr, Michael - In: Econometrics : open access journal 2 (2014) 4, pp. 151-168

The Heckman sample selection model relies on the assumption of normal and homoskedastic disturbances. However, before considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test this assumption. Following Meijer and Wansbeek...

Persistent link: https://www.econbiz.de/10010417177

On the sample path properties of mixed Poisson processes

Miaoqi, Fu; Peng, Xianhua - In: Operations research letters 46 (2018) 1, pp. 1-6

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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

Survey weighted estimating equation inference with nuisance functionals

Zhao, Puying; Haziza, David; Wu, Changbao - In: Journal of econometrics 216 (2020) 2, pp. 516-536

Persistent link: https://www.econbiz.de/10012439754

Misspecified moment inequality models : inference and diagnostics

Andrews, Donald W. K.; Kwon, Soonwoo - In: The review of economic studies : RES 91 (2024) 1, pp. 45-76

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Small sample bias of alternative estimation methods for moment condition models : Monte Carlo evidence for covariance structures

Ramalho, Joaquim J. S. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 1, pp. 1-18

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Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models

Giesen, Sebastian; Scheufele, Rolf - In: Journal of macroeconomics 48 (2016), pp. 1-18

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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