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On the use of artificial regressions in certain microeconometric models
Orme, Chris D. - In: Econometric theory 11 (1995) 2, pp. 290-305
Persistent link: https://www.econbiz.de/10001185252
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Estimation of autoregressive roots near unity using panel data
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Econometric theory 16 (2000) 6, pp. 927-997
Persistent link: https://www.econbiz.de/10001548351
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Testing for treatment dependence of effects of a continuous treatment
Lu, Xun; White, Halbert - In: Econometric theory 31 (2015) 5, pp. 1016-1053
Persistent link: https://www.econbiz.de/10011545498
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Post-selection inference in three-dimensional panel data
Chiang, Harold D.; Rodrigue, Joel; Sasaki, Yuya - In: Econometric theory 39 (2023) 3, pp. 623-658
Persistent link: https://www.econbiz.de/10014306655
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Detecting lack of identification in GMM
Wright, Jonathan H. - In: Econometric theory 19 (2003) 2, pp. 322-330
Persistent link: https://www.econbiz.de/10001743410
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Efficient IV estimation for autoregressive models with conditional heteroskedasticity
Kuersteiner, Guido M. - In: Econometric theory 18 (2002) 3, pp. 547-583
Persistent link: https://www.econbiz.de/10001673346
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Instrumental variable interpretation of cointegration with inference results for fractional cointegration
Mármol, Francesc; Escribano, Álvaro; Aparicio, Felipe M. - In: Econometric theory 18 (2002) 3, pp. 646-672
Persistent link: https://www.econbiz.de/10001673447
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Instrumental variables estimation with panel data
Wooldridge, Jeffrey M. - In: Econometric theory 21 (2005) 4, pp. 865-869
Persistent link: https://www.econbiz.de/10003004747
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Instrumental variable estimation of a threshold model
Caner, Mehmet; Hansen, Bruce E. - In: Econometric theory 20 (2004) 5, pp. 813-843
Persistent link: https://www.econbiz.de/10002265229
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Higher-order approximation of iv estimators with invalid instruments
Kang, Byunghoon - In: Econometric theory 40 (2024) 4, pp. 752-789
Persistent link: https://www.econbiz.de/10015154292