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Identification and estimation in a linear correlated random coefficients model with censoring
Zhang, Zhengyu; Jin, Zequn - In: Econometric reviews 39 (2020) 2, pp. 196-213
Persistent link: https://www.econbiz.de/10012181533
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An IV estimator for a functional coefficient model with endogenous discrete treatments
Klein, Roger W.; Shen, Chan - In: Econometric reviews 40 (2021) 6, pp. 540-561
Persistent link: https://www.econbiz.de/10012624522
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Fatal attraction? : extended unemployment benefits, labor force exits, and mortality
Kuhn, Andreas; Staubli, Stefan; Wuellrich, Jean-Philippe; … - 2018
Persistent link: https://www.econbiz.de/10011983920
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Fatal attraction? : access to early retirement and mortality
Kühn, Andreas; Wuellrich, Jean-Philippe; Zweimüller, Josef - 2010
Persistent link: https://www.econbiz.de/10008747082
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Improved jive estimators for overidentified linear models with and without heteroskedasticity
Ackenberg, Daniel; Devereux, Paul J. - 2008
Persistent link: https://www.econbiz.de/10003756654
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Improved tests for stock return predictability
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 42 (2023) 9/10, pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos; Kolossiatis, Michalis - In: Econometric reviews 39 (2020) 4, pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
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Bayesian analysis of a fractional cointegration model
Martin, Gael M. - In: Econometric reviews 20 (2001) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583