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Model specification and endogeneity
Nakamura, Alice Orcutt - In: Journal of econometrics 83 (1998) 1, pp. 213-237
Persistent link: https://www.econbiz.de/10001336947
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The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
Zellner, Arnold - In: Journal of econometrics 83 (1998) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10001336948
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Asymptotic Bayesian analysis based on a limited information estimator
Kwan, Yum-keung - In: Journal of econometrics 88 (1999) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10001250278
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Asymptotic robustness of tests of overidentification and predeterminedness
Anderson, Theodore W. - In: Journal of econometrics 62 (1994) 2, pp. 383-414
Persistent link: https://www.econbiz.de/10001162291
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Approximate generalized extreme value models of discrete choice
Small, Kenneth A. - In: Journal of econometrics 62 (1994) 2, pp. 351-382
Persistent link: https://www.econbiz.de/10001162292
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Bayesian semiparametric estimation of proportional hazards models
Ruggiero, Michèle - In: Journal of econometrics 62 (1994) 2, pp. 277-300
Persistent link: https://www.econbiz.de/10001162296
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A two-stage estimator for probit models with structural group effects
Borjas, George J. - In: Journal of econometrics 64 (1994) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10001166428
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Measuring information loss due to inconsistencies in duration data from longitudinal surveys
Romeo, Charles J. - In: Journal of econometrics 78 (1997) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10001219991
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Estimation and inference with censored and ordered multinomial response data
Golan, Amos - In: Journal of econometrics 79 (1997) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10001220089
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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
Lewbel, Arthur - In: Journal of econometrics 67 (1995) 2, pp. 379-401
Persistent link: https://www.econbiz.de/10001178179