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Pooling states in the multinomial logit model

Cramer, J. S.; Ridder, G. - In: Journal of Econometrics 47 (1991) 2-3, pp. 267-272

Persistent link: https://www.econbiz.de/10005122649

On the compatibility of nested logit models with utility maximization : A comment

Koning, Ruud H.; Ridder, Geert - In: Journal of Econometrics 63 (1994) 2, pp. 389-396

Persistent link: https://www.econbiz.de/10005228727

Correcting for selective compliance in a re-employment bonus experiment

Bijwaard, Govert E.; Ridder, Geert - In: Journal of Econometrics 125 (2005) 1-2, pp. 77-111

Persistent link: https://www.econbiz.de/10005285670

Stratified partial likelihood estimation

Ridder, Geert; Tunali, Insan - In: Journal of Econometrics 92 (1999) 2, pp. 193-232

Persistent link: https://www.econbiz.de/10005192929

Optimal stock/flow panels

Lancaster, Tony; Imbens, Guido - In: Journal of Econometrics 66 (1995) 1-2, pp. 325-348

Persistent link: https://www.econbiz.de/10005228681

Case-control studies with contaminated controls

Lancaster, Tony; Imbens, Guido - In: Journal of Econometrics 71 (1996) 1-2, pp. 145-160

Persistent link: https://www.econbiz.de/10005285521

Special issue editors' introduction: The regression discontinuity design--Theory and applications

Imbens, Guido; Lemieux, Thomas - In: Journal of Econometrics 142 (2008) 2, pp. 611-614

Persistent link: https://www.econbiz.de/10005192363

Confidence intervals in generalized method of moments models

Imbens, Guido W.; Spady, Richard - In: Journal of Econometrics 107 (2002) 1-2, pp. 87-98

Persistent link: https://www.econbiz.de/10005052795

Empirical likelihood estimation and consistent tests with conditional moment restrictions

Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K. - In: Journal of Econometrics 117 (2003) 1, pp. 55-93

Persistent link: https://www.econbiz.de/10005052932

Choosing instrumental variables in conditional moment restriction models

Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K. - In: Journal of Econometrics 152 (2009) 1, pp. 28-36

Properties of GMM estimators are sensitive to the choice of instrument. Using many instruments leads to high asymptotic asymptotic efficiency but can cause high bias and/or variance in small samples. In this paper we develop and implement asymptotic mean square error (MSE) based criteria for...

Persistent link: https://www.econbiz.de/10005022992