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Estimation With Many Instrumental Variables
Hansen, Christian; Hausman, Jerry; Newey, Whitney - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 398-422
Persistent link: https://www.econbiz.de/10010123245
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Properties of the CUE estimator and a modification with moments
Hausman, Jerry; Lewis, Randall; Menzel, Konrad; Newey, … - In: Journal of econometrics 165 (2011) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10009333122
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Safeway Designs Mixed-Product Pallets to Support Just-in-Time Deliveries
Chao, John; Chen, Matty; Deng, Aileen; Miao, Harold; … - In: Interfaces : the INFORMS journal on the practice of … 35 (2005) 4, pp. 294-307
Persistent link: https://www.econbiz.de/10006234383
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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John; Swanson, Norman R. - In: Journal of econometrics 137 (2007) 2, pp. 515-555
Persistent link: https://www.econbiz.de/10007604721
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Forecasting using first-available versus fully revised economic time-series data
Swanson, Norman - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10009949691
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ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2011) 1, pp. 42-87
Persistent link: https://www.econbiz.de/10009832941
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DYNAMIC TIME SERIES BINARY CHOICE
de Jong, Robert M.; Woutersen, Tiemen - In: Econometric theory 27 (2011) 4, pp. 673-703
Persistent link: https://www.econbiz.de/10009177574
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - In: Quantitative economics : QE ; journal of the … 3 (2012) 2, pp. 211-255
Persistent link: https://www.econbiz.de/10010017350
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Further Developments in the Study of Cointegrated Variables
Granger, C.W.J.; Swanson, Norman - In: Oxford bulletin of economics and statistics 58 (1996) 3, pp. 537-554
Persistent link: https://www.econbiz.de/10006482416
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Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments
Ayi Armah, Nii; Swanson, Norman - In: Econometric reviews 29 (2010) 5, pp. 476-511
Persistent link: https://www.econbiz.de/10008637982