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Enhanced routines for instrumental variables/GMM estimation and testing
Baum, Christopher F. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003535653
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Estimating gravity equation models in the presence of sample selection and heteroscedasticity
Xiong, Bo; Chen, Sixia - In: Applied economics 46 (2014) 22/24, pp. 2993-3003
Persistent link: https://www.econbiz.de/10010417731
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New nonlinear estimators of the gravity equation
Mnasri, Ayman; Nechi, Salem - In: Economic modelling 95 (2021), pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
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The log of gravity at 15
Silva, João Santos; Tenreyro, Silvana - In: Portuguese economic journal 21 (2022) 3, pp. 423-437
Persistent link: https://www.econbiz.de/10013463066
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Evaluating volatility and interval forecasts
Taylor, James W. - In: Journal of forecasting 18 (1999) 2, pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
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On universal admissibility of scale parameter estimators
Kourouklis, Stavros - In: Metrika : international journal for theoretical and … 51 (2000) 2, pp. 173-179
Persistent link: https://www.econbiz.de/10001521201
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Stein estimation : a review
Hoffmann, Kurt - In: Statistical papers 41 (2000) 2, pp. 127-158
Persistent link: https://www.econbiz.de/10001497721
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On the use of the Stein variance estimator in the double k-class estimator in regression
Ohtani, Kazuhiro; Wan, Alan T. K. - In: Econometric reviews 21 (2002) 1, pp. 121-134
Persistent link: https://www.econbiz.de/10001660021
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Constructing an unbiased estimator of population mean in finite populations using auxiliary information
Tracy, Derrick S.; Singh, Housila P.; Singh, Rajesh - In: Statistical papers 40 (1999) 3, pp. 363-368
Persistent link: https://www.econbiz.de/10001401705