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Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; … - In: Journal of econometrics 194 (2016) 2, pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
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A computationally efficient fixed point approach to dynamic structural demand estimation
Sun, Yutec; Ishihara, Masakazu - In: Journal of econometrics 208 (2019) 2, pp. 563-584
Persistent link: https://www.econbiz.de/10012149367
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Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago - In: Journal of econometrics 234 (2023) 2, pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - In: Journal of econometrics 180 (2014) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
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Partial identification of functionals of the joint distribution of "potential outcomes"
Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming - In: Journal of econometrics 197 (2017) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10011818340
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Identification in a generalization of bivariate probit models with dummy endogenous regressors
Han, Sukjin; Vytlacil, Edward - In: Journal of econometrics 199 (2017) 1, pp. 63-73
Persistent link: https://www.econbiz.de/10011818959
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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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Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods
Callaway, Brantly; Li, Tong; Oka, Tatsushi - In: Journal of econometrics 206 (2018) 2, pp. 395-413
Persistent link: https://www.econbiz.de/10012110398
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Tests of stochastic monotonicity with improved power
Seo, Juwon - In: Journal of econometrics 207 (2018) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10012116090
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A goodness-of-fit test for copulas based on martingale transformation
Lu, Xiaohui; Zheng, Xu - In: Journal of econometrics 215 (2020) 1, pp. 84-117
Persistent link: https://www.econbiz.de/10012439384