On the Use of Artificial Regressions in Certain Microeconometric Models
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Cited by:
- Davidson, R. & MacKinnon & J.G., 1999.
"Artificial Regressions,"
G.R.E.Q.A.M.
99a04, Universite Aix-Marseille III.
- James G. MacKinnon & Russell Davidson, 2001. "Artificial Regressions," Working Paper 1038, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 1999. "Artificial Regressions," Working Paper 978, Economics Department, Queen's University.
- Hoetker, Glenn, 2004. "Confounded Coefficients: Accurately Comparing Logit and Probit Coefficients across Groups," Working Papers 03-0100, University of Illinois at Urbana-Champaign, College of Business.
- Davidson, Russell & MacKinnon, James G, 1999.
"Bootstrap Testing in Nonlinear Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
- Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
- A. Morone & P. Morone, 2014. "Estimating individual and group preference functionals using experimental data," Theory and Decision, Springer, vol. 77(3), pages 403-422, October.
- Morone, Andrea & Morone, Piergiuseppe, 2012.
"Are small groups expected utility?,"
MPRA Paper
38198, University Library of Munich, Germany.
- Andrea Morone & Piergiuseppe Morone, 2012. "Are small groups Expected Utility?," Working Papers 2012/08, Economics Department, Universitat Jaume I, Castellón (Spain).
- Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019. "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Leibniz Institute for Financial Research SAFE, revised 2019.
- Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.
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