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Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Guggenberger, Patrik; Hahn, Jinyong - In: Econometric reviews 24 (2005) 3, pp. 247-264
Persistent link: https://www.econbiz.de/10006874795
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A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
Hahn, Jinyong; Inoue, Atsushi - In: Econometric reviews 21 (2002) 3, pp. 309-336
Persistent link: https://www.econbiz.de/10006892693
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A Monte Carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators
Hahn, Jinyong; Inoue, Atsushi - In: Econometric reviews 21 (2002) 3, pp. 309-336
Persistent link: https://www.econbiz.de/10001718757
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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
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A note on the role of the propensity score for estimating average treatment effects
Frölich, Markus - In: Econometric reviews 23 (2004) 2, pp. 167-174
Persistent link: https://www.econbiz.de/10002131174
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Estimation of average treatment effects for massively unbalanced binary outcomes
Hahn, Jinyong; Liu, Xueyuan; Ridder, Geert - In: Econometric reviews 43 (2024) 6, pp. 319-344
Persistent link: https://www.econbiz.de/10014551525
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Tests of specification in econometrics
Ruud, Paul A.; Breusch, Trevor S.; Mizon, Grayham E. - In: Econometric reviews 3 (1984) 2, pp. 211-242
Persistent link: https://www.econbiz.de/10002725360
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Estimating the derivative function and counterfactuals in duration models with heterogeneity
Hausman, Jerry A.; Woutersen, Tiemen - In: Econometric reviews 33 (2014) 5/6, pp. 472-496
Persistent link: https://www.econbiz.de/10010360808