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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
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LIML in the static linear panel data model
Wansbeek, Tom; Prak, Dennis - In: Econometric reviews 36 (2017) 1/3, pp. 385-395
Persistent link: https://www.econbiz.de/10011795223
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The estimation of multidimensional fixed effects panel data models
Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - In: Econometric reviews 37 (2018) 1/5, pp. 212-227
Persistent link: https://www.econbiz.de/10012038570
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Moment conditions for the quadratic regression model with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Econometric reviews 41 (2022) 7, pp. 749-774
Persistent link: https://www.econbiz.de/10013364905
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Cross-Sectional Dependence in Panel Data Analysis
Sarafidis, Vasilis; Wansbeek, Tom - In: Econometric reviews 31 (2012) 5, pp. 483-532
Persistent link: https://www.econbiz.de/10009842057
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Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras; Sarafidis, Vasilis - In: Econometric reviews 37 (2018) 6/10, pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
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A method to evaluate the rank condition for CCE estimators
Vos, Ignace de; Everaert, Gerdie; Sarafidis, Vasilis - In: Econometric reviews 43 (2024) 2/4, pp. 123-155
Persistent link: https://www.econbiz.de/10014551480
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The Sample Selection Model from a Method of Moments Perspective
Meijer, Erik; Wansbeek, Tom - In: Econometric reviews 26 (2007) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10007609584