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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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Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
Prüser, Jan; Huber, Florian - In: Journal of applied econometrics 39 (2024) 2, pp. 269-291
Persistent link: https://www.econbiz.de/10014517328
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Small sample properties of LIML and jackknife IV estimators : experiments with weak instruments
Blomquist, Sören; Dahlberg, Matz - In: Journal of applied econometrics 14 (1999) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10001356112
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Estimation of sample selection models with spatial dependence
Flores-Lagunes, Alfonso; Schnier, Kurt Erik - In: Journal of applied econometrics 27 (2012) 2, pp. 173-204
Persistent link: https://www.econbiz.de/10009618651
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Estimation of dynamic panel data models with sample selection
Semykina, Anastasia; Woolridge, Jeffrey M. - In: Journal of applied econometrics 28 (2013) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10009733365
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Estimation of nonlinear models with mismeasured regressors using marginal information
Hu, Yingyao; Ridder, Geert - In: Journal of applied econometrics 27 (2012) 3, pp. 347-385
Persistent link: https://www.econbiz.de/10009618609
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When can we ignore measurement error in the running variable?
Dong, Yingying; Kolesár, Michal - In: Journal of applied econometrics 38 (2023) 5, pp. 735-750
Persistent link: https://www.econbiz.de/10014338141
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Regression discontinuity design with multivalued treatments
Caetano, Carolina; Caetano, Gregorio; Escanciano, Juan … - In: Journal of applied econometrics 38 (2023) 6, pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
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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 for multimodality of regression derivatives with application to nonparametric growth regressions
Henderson, Daniel J. - In: Journal of applied econometrics 25 (2010) 3, pp. 458-480
Persistent link: https://www.econbiz.de/10008667541