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A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
Harding, Matthew C.; Lamarche, Carlos - In: Economics letters 124 (2014) 2, pp. 176-179
Persistent link: https://www.econbiz.de/10010493170
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Explaining the single factor bias of arbitrage pricing models in finite samples
Harding, Matthew C. - In: Economics letters 99 (2008) 1, pp. 85-88
Persistent link: https://www.econbiz.de/10003723241
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Explaining the single factor bias of arbitrage pricing models in finite samples
Harding, Matthew C. - In: Economics letters 99 (2008) 1, pp. 85-88
Persistent link: https://www.econbiz.de/10007988722
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Explaining the single factor bias of arbitrage pricing models in finite samples
Harding, Matthew C. - In: Economics letters 99 (2008) 1, pp. 85-89
Persistent link: https://www.econbiz.de/10008897667
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A quantile regression approach for estimating panel data models using instrumental variables
Harding, Matthew; Lamarche, Carlos - In: Economics letters 104 (2009) 3, pp. 133-135
Persistent link: https://www.econbiz.de/10008274976
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Least squares estimation of a panel data model with multifactor error structure and endogenous covariates
Harding, Matthew; Lamarche, Carlos - In: Economics letters 111 (2011) 3, pp. 197-200
Persistent link: https://www.econbiz.de/10009015714
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A quantile regression approach for estimating panel data models using instrumental variables
Harding, Matthew; Lamarche, Carlos - In: Economics letters 104 (2009) 3, pp. 133-136
Persistent link: https://www.econbiz.de/10008882474
Cover Image
Least squares estimation of a panel data model with multifactor error structure and endogenous covariates
Harding, Matthew; Lamarche, Carlos - In: Economics letters 111 (2011) 3, pp. 197-199
Persistent link: https://www.econbiz.de/10009242372
Cover Image
A quantile regression approach for estimating panel data models using instrumental variables
Harding, Matthew; Lamarche, Carlos - In: Economics letters 104 (2009) 3, pp. 133-135
Persistent link: https://www.econbiz.de/10003870107