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Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens; Zhelonkin, Mikhail - In: Journal of applied econometrics 39 (2024) 1, pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
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Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - In: Journal of applied econometrics 38 (2023) 6, pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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A test of the conditional independence assumption in sample selection models
Huber, Martin; Melly, Blaise - In: Journal of applied econometrics 30 (2015) 7, pp. 1144-1168
Persistent link: https://www.econbiz.de/10011431744
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Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 20 (2005) 3, pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
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Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Bates, Michael; Kim, Seolah - In: Journal of applied econometrics 39 (2024) 4, pp. 679-696
Persistent link: https://www.econbiz.de/10014562849
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Lasso for instrumental variable selection : a replication study
Spindler, Martin - In: Journal of applied econometrics 31 (2016) 2, pp. 450-454
Persistent link: https://www.econbiz.de/10011644350
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Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of applied econometrics 27 (2012) 3, pp. 474-499
Persistent link: https://www.econbiz.de/10009618601
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Instrumental variables regressions with uncertain exclusion restrictions : a Bayesian approach
Kraay, Aart - In: Journal of applied econometrics 27 (2012) 1, pp. 108-128
Persistent link: https://www.econbiz.de/10009564832
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Journal of applied econometrics 38 (2023) 6, pp. 801-819
Persistent link: https://www.econbiz.de/10014432113