Narrow search
Showing 1 - 10 of 1,690
Cover Image
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.; Okui, Ryo; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Cover Image
Uncovering heterogeneous social effects in binary choices
Lin, Zhongjian; Tang, Xun; Yu, Ning - In: Journal of econometrics 222 (2021) 2, pp. 959-973
Persistent link: https://www.econbiz.de/10012619809
Cover Image
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao - In: Journal of econometrics 229 (2022) 2, pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Cover Image
Binary choice with misclassification and social interactions, with an application to peer effects in attitude
Lin, Zhongjian; Hu, Yingyao - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073848
Cover Image
Efficient peer effects estimators with group effects
Kuersteiner, Guido M.; Prucha, Ingmar R.; Zeng, Ying - In: Journal of econometrics 235 (2023) 2, pp. 2155-2194
Persistent link: https://www.econbiz.de/10014471449
Cover Image
Are CEOs expected utility maximizers?
List, John A.; Mason, Charles F. - In: Journal of econometrics 162 (2011) 1, pp. 114-123
Persistent link: https://www.econbiz.de/10009270691
Cover Image
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
Cover Image
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A. - In: Journal of econometrics 99 (2000) 2, pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
Cover Image
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Cover Image
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S. - In: Journal of econometrics 99 (2000) 2, pp. 291-315
Persistent link: https://www.econbiz.de/10001511972