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A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M. - In: Economics letters 68 (2000) 3, pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
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Unit root testing in integer-valued AR (1) models
Hellström, Jörgen - In: Economics letters 70 (2001) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001534695
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An almost unbiased estimator of the coefficient of variation
Breunig, Robert - In: Economics letters 70 (2001) 1, pp. 15-19
Persistent link: https://www.econbiz.de/10001534697
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First-difference estimator for panel censored-selection models
Lee, Myoung-jae - In: Economics letters 70 (2001) 1, pp. 43-49
Persistent link: https://www.econbiz.de/10001534703
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The bias of the 2SLS variance estimator
Kiviet, J. F.; Phillips, Garry D. A. - In: Economics letters 66 (2000) 1, pp. 7-15
Persistent link: https://www.econbiz.de/10001435909
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The relationship between parameters within a latent variable framework
Heckman, James J.; Vytlacil, Edward - In: Economics letters 66 (2000) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10001435921
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MCMC algorithms for two recent Bayesian limited information estimators
Gao, Chuanming; Lahiri, Kajal - In: Economics letters 66 (2000) 2, pp. 121-126
Persistent link: https://www.econbiz.de/10001439687
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Dealing with bottled water expenditures data with zero observations : a semiparametric specification
Yoo, Seung-hoon; Yang, Chang-young - In: Economics letters 66 (2000) 2, pp. 151-157
Persistent link: https://www.econbiz.de/10001439693
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Computation of the maximum rank correlation estimator
Abrevaya, Jason - In: Economics letters 62 (1999) 3, pp. 279-285
Persistent link: https://www.econbiz.de/10001398683
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A matrix extension of the Cauchy-Schwarz inequality
Tripathi, Gautam - In: Economics letters 63 (1999) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10001398777