Narrow search
Showing 1 - 10 of 27
Cover Image
A SIMPLE ESTIMATOR FOR SIMULTANEOUS MODELS WITH CENSORED ENDOGENOUS REGRESSORS.
VELLA, F. - University of Rochester - Center for Economic Research … - 1989
Persistent link: https://www.econbiz.de/10005808135
Cover Image
Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins and Remedies
Leung, S.F.; Yu, S. - University of Rochester - Center for Economic Research … - 1996
This paper investigates the origins of the collinearity problems encountered in the two-step estimation method for sample selection models. The analysis reveals several critical misconceptions and deficiencies in the literature. Remedies to the collinearity problems are proposed and evaluated.
Persistent link: https://www.econbiz.de/10005808147
Cover Image
(s,S) Equilibria in Stochastic games with an Application to Product Innovations.
Dutta, P.; Rustichini, A. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005808168
Cover Image
Maximizing or Minimizing Expected Returns Prior to Hitting Zero.
Dutta, P..K. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005808195
Cover Image
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP.
Hansen, B.E. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005503944
Cover Image
SIMPLE METHODS OF ESTIMATION AND INFERENCE FOR SYSTEMS CHARACTERIZED BY DETERMINISTIC CHAOS
EL-GAMAL, M. - University of Rochester - Center for Economic Research … - 1988
Persistent link: https://www.econbiz.de/10005503945
Cover Image
On the Choice Between Sample Selection and Two-Part Models.
Leung, S.F.; Yu, S. - University of Rochester - Center for Economic Research … - 1992
Persistent link: https://www.econbiz.de/10005503961
Cover Image
Seemingly Unrelated Canonical Cointegrating Regressions.
Park, J.Y.; Ogaki, M. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005503972
Cover Image
A Consistent Test for the Null of Stationarity Against the Alternative of Unit Root.
Han, H.L.; Ogaki, M. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005503975
Cover Image
Wealth-Varying Intertemporal Elasticities of Substitution Evidence from Panel and Aggregate Data.
Atkeson, A.; Ogaki, M. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005503984