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Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables
Oberhelman, Dennis; Kadiyala, K. Rao - In: Journal of econometrics 98 (2000) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10001497694
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Further consequences of viewing LIML as an iterated Aitken estimator
Gao, Chuanming; Lahiri, Kajal - In: Journal of econometrics 98 (2000) 2, pp. 187-202
Persistent link: https://www.econbiz.de/10001497778
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Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
González-Rivera, Gloria; Drost, Feike C. - In: Journal of econometrics 93 (1999) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001406643
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Efficiency results of MLE and GMM estimation with sampling weights
Butler, John S. - In: Journal of econometrics 96 (2000) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10001466740
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Misspecified heteroskedasticity in the panel probit model : a small sample comparison of GMM and SML estimators
Inkmann, Joachim - In: Journal of econometrics 97 (2000) 2, pp. 227-259
Persistent link: https://www.econbiz.de/10001496588
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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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Block recursion and structural vector autoregressions
Zha, Tao - In: Journal of econometrics 90 (1999) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10001382134
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - In: Journal of econometrics 102 (2001) 2, pp. 143-164
Persistent link: https://www.econbiz.de/10001580599
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A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman - In: Journal of econometrics 104 (2001) 1, pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
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A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator
Amemiya, Takeshi; Powell, James L. - In: Journal of econometrics 17 (1982) 3, pp. 351-381
Persistent link: https://www.econbiz.de/10001826657