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Efficient semiparametric estimation of expectations
Brown, Bryan W. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 453-464
Persistent link: https://www.econbiz.de/10001237562
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Band covariance matrix estimation using restricted residuals : a Monte Carlo analysis
Ligeralde, Antonio Velasco - In: International economic review 36 (1995) 3, pp. 751-767
Persistent link: https://www.econbiz.de/10001186952
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Special issue on econometric inference using simulation techniques
Brown, Bryan W. (contributor); Monfort, Alain (contributor);  … - In: Journal of applied econometrics 8 (1993), pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
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Stochastic specification in random production models of cost-minimizing firms
Brown, Bryan W. - In: Journal of econometrics 66 (1995) 1, pp. 175-205
Persistent link: https://www.econbiz.de/10001174119
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Generalized method of moments, efficient bootstrapping, and improved inference
Brown, Bryan W.; Newey, Whitney K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 507-517
Persistent link: https://www.econbiz.de/10001705963
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Bias correction and bootstrapping of error component models for panel data : theory and applications
Bellmann, Lutz - 1988
Persistent link: https://www.econbiz.de/10013416074