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Two-step estimation of panel data models with censored endogenous variables and selection bias
Vella, Francis; Verbeek, Marno - In: Journal of econometrics 90 (1999) 2, pp. 239-263
Persistent link: https://www.econbiz.de/10001382120
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Estimating dynamic models from repeated cross-sections
Verbeek, Marno; Vella, Francis - In: Journal of econometrics 127 (2005) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10002756927
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Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik; Dijk, Dick van - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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Estimating a class of triangular simultaneous equations models without exclusion restrictions
Verbeek, M.; Piron, P.G.M.; Dullemans, A.M.; Cuperus, C.; … - In: Journal of econometrics 154 (2010) 2, pp. 154-165
Persistent link: https://www.econbiz.de/10008350263
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Estimating dynamic models from repeated cross-sections
Verbeek, Marno; Vella, Francis - In: Journal of econometrics 127 (2005) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10006752634
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Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
Verbeek, Marno; Nijman, Theo - In: Journal of econometrics 59 (1993) 1-2, pp. 125-136
Persistent link: https://www.econbiz.de/10006805254
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Two-step estimation of panel data models with censored endogenous variables and selection bias
Vella, Francis; Verbeek, Marno - In: Journal of econometrics 90 (1999) 2, pp. 239-264
Persistent link: https://www.econbiz.de/10006786374