Narrow search
Showing 1 - 10 of 764
Cover Image
On intercept estimation in the sample selection model
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 1, pp. 40-50
Persistent link: https://www.econbiz.de/10001652605
Cover Image
Normal's deconvolution and the independence of sample mean and variance : solution
Abadir, Karim Maher; Magnus, Jan R. - In: Econometric theory 20 (2004) 4, pp. 805-807
Persistent link: https://www.econbiz.de/10002163134
Cover Image
Large sample justifications for the Bayesian empirical likelihood
Sueishi, Naoya - In: Econometric theory 40 (2024) 4, pp. 926-956
Persistent link: https://www.econbiz.de/10015154310
Cover Image
Another look at the identification at infinity of sample selection models
D'Haultfœuille, Xavier; Mauriel, Arnaud - In: Econometric theory 29 (2013) 1, pp. 213-224
Persistent link: https://www.econbiz.de/10009747858
Cover Image
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Cover Image
The VPRT : a sequential testing procedure dominating the SPRT
Cressie, Noel A. C. - In: Econometric theory 9 (1993) 3, pp. 431-450
Persistent link: https://www.econbiz.de/10001151125
Cover Image
Semiparametric estimation of a heteroskedastic sample selection model
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 19 (2003) 6, pp. 1040-1064
Persistent link: https://www.econbiz.de/10001818962
Cover Image
Realized volatility when sampling times are possibly endogenous
Li, Yingying; Mykland, Per A.; Renault, Eric; Zhang, Lan; … - In: Econometric theory 30 (2014) 3, pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Cover Image
Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin; Sun, Yixiao - In: Econometric theory 34 (2018) 5, pp. 949-984
Persistent link: https://www.econbiz.de/10011951445
Cover Image
Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo - In: Econometric theory 16 (2000) 4, pp. 524-550
Persistent link: https://www.econbiz.de/10001517334