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Sharp bounds in the latent index selection model
Marx, Philip - In: Journal of econometrics 238 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10015073853
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Estimation of dynamic discrete models from time aggregated data
Hong, Han; Li, Weiming; Wang, Boyu - In: Journal of econometrics 188 (2015) 2, pp. 435-446
Persistent link: https://www.econbiz.de/10011503225
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Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 208 (2019) 2, pp. 442-467
Persistent link: https://www.econbiz.de/10012145057
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A flexible parametric approach for estimating switching regime models and treatment effect parameters
Chen, Heng; Fan, Yanqin; Wu, Jisong - In: Journal of econometrics 181 (2014) 2, pp. 77-91
Persistent link: https://www.econbiz.de/10010473347
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Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 181 (2014) 1, pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain - In: Journal of econometrics 225 (2021) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10013279004