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Econometric specification of stochastic discount factor models
Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 136 (2007) 2, pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
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Unexplained factors and their effects on second pass image-squared's
Kleibergen, Frank; Zhang, Zhaoguo - In: Journal of econometrics 189 (2015) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10011502495
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Econometric analysis of present value models when the discount factor is near one
West, Kenneth D. - In: Journal of econometrics 171 (2012) 1, pp. 86-97
Persistent link: https://www.econbiz.de/10009686727
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Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter; Szőke, Bálint; Han, Lloyd S.; … - In: Journal of econometrics 216 (2020) 1, pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
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Econometrics of first-price auctions with entry and binding reservation prices
Li, Tong - In: Journal of econometrics 126 (2005) 1, pp. 173-200
Persistent link: https://www.econbiz.de/10002538649
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Identification of first-price auctions with non-separable unobserved heterogeneity
Hu, Yingyao; McAdams, David; Shum, Matthew - In: Journal of econometrics 174 (2013) 2, pp. 186-193
Persistent link: https://www.econbiz.de/10009751226
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Identification of dynamic games with unobserved heterogeneity and multiple equilibria
Luo, Yao; Xiao, Ping; Xiao, Ruli - In: Journal of econometrics 226 (2022) 2, pp. 343-367
Persistent link: https://www.econbiz.de/10013461532
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Identification and estimation of sequential games of incomplete information with multiple equilibria
Yoon, Jangsu - In: Journal of econometrics 238 (2024) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10015073905
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Econometric inference on a large Bayesian game with heterogeneous beliefs
Kojevnikov, Denis; Song, Kyungchul - In: Journal of econometrics 237 (2023) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014471483
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Robust out-of-sample inference
McCracken, Michael W. - In: Journal of econometrics 99 (2000) 2, pp. 195-223
Persistent link: https://www.econbiz.de/10001511967