Similar Search Results - EconBiz

Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method

Bierens, Herman J.; Song, Hosin - In: Journal of Econometrics 168 (2012) 1, pp. 108-119

In this paper we propose to estimate the value distribution of independently and identically repeated first-price auctions directly via a semi-nonparametric integrated simulated moments sieve approach. Given a candidate value distribution function in a sieve space, we simulate bids according to...

Persistent link: https://www.econbiz.de/10010574063

Limited information estimators and exogeneity tests for simultaneous probit models

Rivers, Douglas; Vuong, Quang H. - In: Journal of Econometrics 39 (1988) 3, pp. 347-366

Persistent link: https://www.econbiz.de/10005052721

Minimum chi-square estimation and tests for model selection

Vuong, Quang H.; Wang, Weiren - In: Journal of Econometrics 56 (1993) 1-2, pp. 141-168

Persistent link: https://www.econbiz.de/10005285605

Selecting the best linear regression model : A classical approach

Lien, Donald; Vuong, Quang H. - In: Journal of Econometrics 35 (1987) 1, pp. 3-23

Persistent link: https://www.econbiz.de/10005238926

Non-linear regression with discrete explanatory variables, with an application to the earnings function

Bierens, Herman J.; Hartog, Joop - In: Journal of Econometrics 38 (1988) 3, pp. 269-299

Persistent link: https://www.econbiz.de/10005052735

Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate

Bierens, Herman J. - In: Journal of Econometrics 81 (1997) 1, pp. 29-64

Persistent link: https://www.econbiz.de/10005122591

Nonparametric cointegration analysis

Bierens, Herman J. - In: Journal of Econometrics 77 (1997) 2, pp. 379-404

Persistent link: https://www.econbiz.de/10005122692

Model specification testing of time series regressions

Bierens, Herman J. - In: Journal of Econometrics 26 (1984) 3, pp. 323-353

Persistent link: https://www.econbiz.de/10005122708

Econometric analysis of linearized singular dynamic stochastic general equilibrium models

Bierens, Herman J. - In: Journal of Econometrics 136 (2007) 2, pp. 595-627

Persistent link: https://www.econbiz.de/10005122786

Consistent model specification tests

Bierens, Herman J. - In: Journal of Econometrics 20 (1982) 1, pp. 105-134

Persistent link: https://www.econbiz.de/10005285421

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