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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors : received 12.3.1984
Hwang, Hae-shin - In: Economics letters 17 (1985) 1/2, pp. 83-86
Persistent link: https://www.econbiz.de/10003062125
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Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
Bruno, Giovanni - In: Economics letters 87 (2005) 3, pp. 361-366
Persistent link: https://www.econbiz.de/10002856708
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The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph; Krämer, Walter - In: Economics letters 110 (2011) 1, pp. 67-70
Persistent link: https://www.econbiz.de/10009241559
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An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases
Kim, Yun-yeong - In: Economics letters 112 (2011) 1, pp. 53-55
Persistent link: https://www.econbiz.de/10009242153
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A note on bias-corrected estimation in dynamic panel data models
Juodis, Artūras - In: Economics letters 118 (2013) 3, pp. 435-438
Persistent link: https://www.econbiz.de/10009729150
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Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - In: Economics letters 117 (2012) 1, pp. 239-242
Persistent link: https://www.econbiz.de/10009697803
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Missing wages : how to test for biased estimates in wage functions?
Fertig, Michael; Görlitz, Katja - In: Economics letters 118 (2013) 2, pp. 269-271
Persistent link: https://www.econbiz.de/10009706796
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Bayesian endogeneity bias modeling
Montes-Rojas, Gabriel; Galvao, Antonio Fialho <Jr.> - In: Economics letters 122 (2014) 1, pp. 36-39
Persistent link: https://www.econbiz.de/10010393981
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Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
VanGarderen, Kees Jan; Boswijk, Herman Peter - In: Economics letters 122 (2014) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010395161