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Instrumental variable estimation in functional linear models
Florens, Jean-Pierre; Van Bellegem, Sébastien - In: Journal of econometrics 186 (2015) 2, pp. 465-476
Persistent link: https://www.econbiz.de/10011349445
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One instrument to rule them all : the bias and coverage of just-ID IV
Angrist, Joshua D.; Kolesár, Michal - In: Journal of econometrics 240 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015075117
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2SLS with multiple treatments
Bhuller, Manudeep; Sigstad, Henrik - In: Journal of econometrics 242 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015075205
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The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve; Stamatogiannis, Michalis P. - In: Journal of econometrics 148 (2009) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
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Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.; Imai, Susumu; Jain, Neelam; Sarafidis, … - In: Journal of econometrics 228 (2022) 2, pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
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Wild bootstrap inference for instrumental variables regressions with weak and few clusters
Wang, Wenjie; Zhang, Yichong - In: Journal of econometrics 241 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015075142
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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GLS detrending, efficient unit root tests and structural change
Perron, Pierre; Rodriguez, Gabriel - In: Journal of econometrics 115 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
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An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier - In: Journal of econometrics 117 (2003) 2, pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
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Estimation of simultaneous systems of spatially interrelated cross sectional equations
Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 118 (2004) 1/2, pp. 27-50
Persistent link: https://www.econbiz.de/10001822948