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Semiparametric IV estimation with parameter dependent instruments
Rilstone, Paul - In: Econometric theory 8 (1992) 3, pp. 403-406
Persistent link: https://www.econbiz.de/10001137708
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Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators
Rilstone, Paul - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10001104138
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On the finite sample effects of nonlinear reparameterizations
Rilstone, Paul - In: Econometric reviews 15 (1996) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10001197548
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Semiparametric instrumental variables estimation
Rilstone, Paul - In: Journal of quantitative economics : official journal of … 9 (1993) 1, pp. 17-39
Persistent link: https://www.econbiz.de/10001147613
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Using auxiliary regressions for more efficient estimation of nonlinear models
Rilstone, Paul - In: Empirical economics : a journal of the Institute for … 19 (1994) 3, pp. 317-327
Persistent link: https://www.econbiz.de/10001167133
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A nonparametric approach to general econometric hypothesis tests
Rilstone, Paul - In: Journal of quantitative economics : official journal of … 6 (1990) 2, pp. 331-350
Persistent link: https://www.econbiz.de/10001100164
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Higher-order stochastic expansions and approximate moments for non-linear models with heterogeneous observations
Rilstone, Paul - In: Journal of quantitative economics 19 (2021), pp. 99-120
Persistent link: https://www.econbiz.de/10013441710
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Some results on the asymptotic properties of kernel regression derivative estimators
Rilstone, Paul - 1988
Persistent link: https://www.econbiz.de/10000815484
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On the finite sample effects of nonlinear reparameterizations
Rilstone, Paul - 1995
Persistent link: https://www.econbiz.de/10000916961
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Consistent standard errors for semiparametric duration models with unobserved heterogeneity
Bearse, Peter M. - In: Economics letters 59 (1998) 2, pp. 153-156
Persistent link: https://www.econbiz.de/10001241452