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Limited information estimators and exogeneity tests for simultaneous probit models
Rivers, Douglas; Vuong, Quang H. - In: Journal of econometrics 39 (1988) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10003662499
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The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - In: Journal of econometrics 209 (2019) 1, pp. 94-113
Persistent link: https://www.econbiz.de/10012302525
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Simultaneously Incomplete and Incoherent (SII) dynamic LDV models : with an application to financing constraints and firms' decision to innovate
Hajivassiliou, Vassilis Argyrou; Savignac, Frédérique - In: Journal of econometrics 238 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015073781
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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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Bias corrections for two-step fixed panel data estimators
Fernández-Val, Iván; Vella, Francis - In: Journal of econometrics 163 (2011) 2, pp. 144-162
Persistent link: https://www.econbiz.de/10009270615
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IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng; Zhang, Junwei - In: Journal of econometrics 187 (2015) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
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Consistent estimation of linear regression models using matched data
Hirukawa, Masayuki; Prokhorov, Artem - In: Journal of econometrics 203 (2018) 2, pp. 344-358
Persistent link: https://www.econbiz.de/10011974687
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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - In: Journal of econometrics 204 (2018) 2, pp. 147-158
Persistent link: https://www.econbiz.de/10011974726
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On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - In: Journal of econometrics 193 (2016) 2, pp. 367-389
Persistent link: https://www.econbiz.de/10011704955