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A semi-parametric Bayesian approach to the instrumental variable problem
Conley, Timothy G.; Hansen, Christian Bailey; … - In: Journal of econometrics 144 (2008) 1, pp. 276-305
Persistent link: https://www.econbiz.de/10003723667
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Inference with dependent data using cluster covariance estimators
Bester, C. Alan; Conley, Timothy G.; Hansen, Christian … - In: Journal of econometrics 165 (2011) 2, pp. 137-151
Persistent link: https://www.econbiz.de/10009409702
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GMM estimation with cross sectional dependence
Conley, Timothy G. - In: Journal of econometrics 92 (1999) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10001400085
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A new semiparametric spatial model for panel time series
Chen, Xiaoheng; Conley, Timothy G. - In: Journal of econometrics 105 (2001) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10001617144
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Spatial correlation robust inference with errors in location or distance
Conley, Timothy G.; Molinari, Francesca - In: Journal of econometrics 140 (2007) 1, pp. 76-96
Persistent link: https://www.econbiz.de/10003579950
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Estimating dynamic local interactions models
Conley, Timothy G.; Topa, Giorgio - In: Journal of econometrics 140 (2007) 1, pp. 282-303
Persistent link: https://www.econbiz.de/10003579967
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Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
Hansen, Christian Bailey - In: Journal of econometrics 140 (2007) 2, pp. 670-694
Persistent link: https://www.econbiz.de/10003569927
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Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Hansen, Christian Bailey - In: Journal of econometrics 141 (2007) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10003571330
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Finite sample inference for quantile regression models
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Journal of econometrics 152 (2009) 2, pp. 93-103
Persistent link: https://www.econbiz.de/10003892693
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Instrumental variables estimation with many weak instruments using regularized JIVE
Hansen, Christian Bailey; Kozbur, Damian - In: Journal of econometrics 182 (2014) 2, pp. 290-308
Persistent link: https://www.econbiz.de/10010497082