Christopher Lachlan Skeels
Personal Details
First Name: | Christopher |
Middle Name: | Lachlan |
Last Name: | Skeels |
Suffix: | |
RePEc Short-ID: | psk31 |
[This author has chosen not to make the email address public] | |
https://findanexpert.unimelb.edu.au/profile/8122-christopher-skeels | |
Terminal Degree: | 1989 Department of Econometrics and Business Statistics; Monash Business School; Monash University (from RePEc Genealogy) |
Affiliation
Department of Economics
Faculty of Business and Economics
University of Melbourne
Melbourne, Australiahttp://www.economics.unimelb.edu.au/
RePEc:edi:demelau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Christopher L. Skeels & Frank Windmeijer, 2016.
"On the Stock-Yogo Tables,"
Bristol Economics Discussion Papers
16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
- Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
- C.L. Skeels, 2007.
"Conceptual Frameworks and Experimental Design in Simultaneous Equations,"
Department of Economics - Working Papers Series
1020, The University of Melbourne.
- Poskitt, D.S. & Skeels, C.L., 2008. "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
- Jenny Williams & Christopher L. Skeels, 2006. "The impact of cannabis and cigarette use on health," Department of Economics - Working Papers Series 969, The University of Melbourne.
- D. Beggs & C.L. Skeels, 2005.
"Market Arbitrage of Cash Dividends and Franking Credits,"
Department of Economics - Working Papers Series
947, The University of Melbourne.
- David J. Beggs & Christopher L. Skeels, 2006. "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
- D.S. Poskitt & C.L. Skeels, 2005.
"Small Concentration Asymptotics and Instrumental Variables Inference,"
Department of Economics - Working Papers Series
948, The University of Melbourne.
- D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
- D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
- D. S. Poskitt & C. L. Skeels, 2004.
"Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model,"
Monash Econometrics and Business Statistics Working Papers
29/04, Monash University, Department of Econometrics and Business Statistics.
- D. S. Poskitt & C. L. Skeels, 2009. "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
- D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne.
- Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001. "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series 794, The University of Melbourne.
- Skeels, C.L. & Vella, F., 1993. "The Robustness of Conditional Moment Tests in Tobit and Probit Models," Papers 252, Australian National University - Department of Economics.
- Skeels, C.L. & Vella, F., 1993. "The Performance of Conditional Moment Tests in Tobit and Probit Models," Papers 251, Australian National University - Department of Economics.
- Skeels, C. & Smith, M.D., 1993. "Some Consequences of Model Misspecification for t Testing in a Structural Equation," Papers e9317, Western Sydney - School of Business And Technology.
- Koenker, R. & Machado, J.A.F. & Skeels, C.L. & Welsh, A.H., 1992. "A Note on Amemiya'a form of the Weighted Least Squares Esrtimator," Papers 247, Australian National University - Department of Economics.
- Skeels, C.L., 1990. "A Conditional Canonical Approach To Simulation Studies Of I.V.Estimators," Papers 198, Australian National University - Department of Economics.
- Skeels, C.L., 1989. "The Exact Distribution Of Exogenous Variable Coefficient Estimators," Papers 178, Australian National University - Department of Economics.
Articles
- Brendan P. M. McCabe & Christopher L. Skeels, 2020. "Distributions You Can Count On …But What’s the Point?," Econometrics, MDPI, vol. 8(1), pages 1-36, March.
- Christopher L. Skeels, 2018. "Introduction to the Theory of Econometrics," The Economic Record, The Economic Society of Australia, vol. 94(305), pages 209-211, June.
- Christopher L. Skeels & Frank Windmeijer, 2018.
"On the Stock–Yogo Tables,"
Econometrics, MDPI, vol. 6(4), pages 1-23, November.
- Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Hyclak, Thomas J. & Skeels, Christopher L. & Taylor, Larry W., 2016. "The cardiovascular revolution and economic performance in the OECD countries," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 114-125.
- Skeels, Christopher L., 2016. "The Et Interview: Adrian Pagan," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1055-1094, October.
- Christopher L. Skeels & Larry W. Taylor, 2015. "Prediction in linear index models with endogenous regressors," Stata Journal, StataCorp LP, vol. 15(3), pages 627-644, September.
- Skeels, Christopher L. & Taylor, Larry W., 2014. "Prediction after IV estimation," Economics Letters, Elsevier, vol. 122(3), pages 420-422.
- Poskitt, D. S. & Skeels, C. L., 2013. "Inference in the Presence of Weak Instruments: A Selected Survey," Foundations and Trends(R) in Econometrics, now publishers, vol. 6(1), pages 1-99, August.
- David Harris & Christopher L. Skeels, 2011. "Mostly Harmless Econometrics: An Empiricist’s Companion," The Economic Record, The Economic Society of Australia, vol. 87(277), pages 350-352, June.
- D. S. Poskitt & C. L. Skeels, 2009.
"Assessing the magnitude of the concentration parameter in a simultaneous equations model,"
Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
- D. S. Poskitt & C. L. Skeels, 2004. "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.
- Poskitt, D.S. & Skeels, C.L., 2008.
"Conceptual frameworks and experimental design in simultaneous equations,"
Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
- C.L. Skeels, 2007. "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series 1020, The University of Melbourne.
- Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
- Christopher L. Skeels, 2007. "Analysis of Microdata ‐ by Rainer Winkelmann and Stefan Boes," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 113-114, March.
- Christopher L. Skeels, 2006. "Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple Edited by Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer," The Economic Record, The Economic Society of Australia, vol. 82(257), pages 226-227, June.
- David J. Beggs & Christopher L. Skeels, 2006.
"Market Arbitrage of Cash Dividends and Franking Credits,"
The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
- D. Beggs & C.L. Skeels, 2005. "Market Arbitrage of Cash Dividends and Franking Credits," Department of Economics - Working Papers Series 947, The University of Melbourne.
- Jenny Williams & Christopher Skeels, 2006. "The Impact of Cannabis Use on Health," De Economist, Springer, vol. 154(4), pages 517-546, December.
- 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.
- Christopher Skeels & Franics Vella, 1997. "Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 69-92.
- Skeels, Christopher L., 1995. "Instrumental Variables Estimation in Misspecified Single Equations," Econometric Theory, Cambridge University Press, vol. 11(3), pages 498-529, June.
- Skeels, Christopher L., 1995. "Some Exact Results for Estimators of the Coefficients on the Exogenous Variables in a Single Equation," Econometric Theory, Cambridge University Press, vol. 11(3), pages 484-497, June.
- Skeels, Christopher L. & Taylor, Larry W., 1995. "On a simultaneous equations pre-test estimator," Journal of Econometrics, Elsevier, vol. 68(2), pages 269-286, August.
- Koenker, Roger & Machado, José A.F. & Skeels, Christopher L. & Welsh, Alan H., 1994. "Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation," Econometric Theory, Cambridge University Press, vol. 10(1), pages 172-197, March.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Christopher L. Skeels & Frank Windmeijer, 2016.
"On the Stock-Yogo Tables,"
Bristol Economics Discussion Papers
16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
Cited by:
- Felfe, Christina & Lalive, Rafael, 2018.
"Does early child care affect children's development?,"
Journal of Public Economics, Elsevier, vol. 159(C), pages 33-53.
- Lalive, Rafael & Felfe, Christina, 2018. "Does Early Child Care Affect Children's Development?," CEPR Discussion Papers 12675, C.E.P.R. Discussion Papers.
- Christopher L. Skeels & Frank Windmeijer, 2016.
"On the Stock-Yogo Tables,"
Bristol Economics Discussion Papers
16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
- Ahmad, Syedah & Lensink, Robert & Mueller, Annika, 2020. "The double bottom line of microfinance: A global comparison between conventional and Islamic microfinance," World Development, Elsevier, vol. 136(C).
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018.
"Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models,"
Working Papers
1077, Barcelona School of Economics.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections–IV models," Economics Working Papers 1640, Department of Economics and Business, Universitat Pompeu Fabra.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
- Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).
- Erik Ansink & Louise Wijk & Frederiek Zuidmeer, 2019.
"No clue about bioplastics,"
Tinbergen Institute Discussion Papers
19-084/VIII, Tinbergen Institute.
- Ansink, Erik & Wijk, Louise & Zuidmeer, Frederiek, 2022. "No clue about bioplastics," Ecological Economics, Elsevier, vol. 191(C).
- d'Este, Rocco & Einiö, Elias, 2021. "Beyond Black and White: The Impact of Asian Peers on Scholastic Achievement," Economics of Education Review, Elsevier, vol. 83(C).
- Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009.
"Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models,"
CREATES Research Papers
2009-51, Department of Economics and Business Economics, Aarhus University.
Cited by:
- Ibrahim Ahamada & Dramane Coulibaly, 2011.
"How does financial development influence the impact of remittances on growth volatility?,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00629898, HAL.
- Ibrahim Ahamada & Dramane Coulibaly, 2011. "How does financial development influence the impact of remittances on growth volatility?," Post-Print hal-00629898, HAL.
- Ahamada, Ibrahim & Coulibaly, Dramane, 2011. "How does financial development influence the impact of remittances on growth volatility?," Economic Modelling, Elsevier, vol. 28(6), pages 2748-2760.
- Ibrahim Ahamada & Dramane Coulibaly, 2011. "How does financial development influence the impact of remittances on growth volatility?," PSE-Ecole d'économie de Paris (Postprint) hal-00629898, HAL.
- Ibrahim Ahamada & Dramane Coulibaly, 2011.
"How does financial development influence the impact of remittances on growth volatility?,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00629898, HAL.
- C.L. Skeels, 2007.
"Conceptual Frameworks and Experimental Design in Simultaneous Equations,"
Department of Economics - Working Papers Series
1020, The University of Melbourne.
- Poskitt, D.S. & Skeels, C.L., 2008. "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
Cited by:
- Giovanni Forchini, 2012. "Structural Equations and Invariance," School of Economics Discussion Papers 0312, School of Economics, University of Surrey.
- Nicolas Van de Sijpe & Frank Windmeijer, 2021.
"On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference,"
Economics Papers
2020-W09, Economics Group, Nuffield College, University of Oxford.
- Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
- Jenny Williams & Christopher L. Skeels, 2006.
"The impact of cannabis and cigarette use on health,"
Department of Economics - Working Papers Series
969, The University of Melbourne.
Cited by:
- van Ours, J.C. & Williams, J., 2011.
"The Effects of Cannabis Use on Physical and Mental Health,"
Discussion Paper
2011-079, Tilburg University, Center for Economic Research.
- van Ours, J.C. & Williams, J., 2011. "The Effects of Cannabis Use on Physical and Mental Health," Other publications TiSEM 41c7c498-de2b-41a5-8246-6, Tilburg University, School of Economics and Management.
- van Ours, Jan C. & Williams, Jenny, 2012. "The effects of cannabis use on physical and mental health," Journal of Health Economics, Elsevier, vol. 31(4), pages 564-577.
- van Ours, Jan C. & Williams, Jenny, 2011. "The Effects of Cannabis Use on Physical and Mental Health," CEPR Discussion Papers 8499, C.E.P.R. Discussion Papers.
- Jan C. Ours & Jenny Williams, 2015.
"Cannabis Use And Its Effects On Health, Education And Labor Market Success,"
Journal of Economic Surveys, Wiley Blackwell, vol. 29(5), pages 993-1010, December.
- van Ours, J.C. & Williams, J., 2014. "Cannabis Use and its Effects on Health, Education and Labor Market Success," Other publications TiSEM 4b6a953d-d141-4add-9cd2-d, Tilburg University, School of Economics and Management.
- van Ours, Jan C. & Williams, Jenny, 2014. "Cannabis Use and Its Effects on Health, Education and Labor Market Success," CEPR Discussion Papers 9932, C.E.P.R. Discussion Papers.
- van Ours, J.C. & Williams, J., 2014. "Cannabis Use and its Effects on Health, Education and Labor Market Success," Discussion Paper 2014-024, Tilburg University, Center for Economic Research.
- Jan C. van Ours & Jenny Williams, 2009.
"Cannabis Use and Mental Health Problems,"
Department of Economics - Working Papers Series
1073, The University of Melbourne.
- Jan C. van Ours & Jenny Williams, 2011. "Cannabis use and mental health problems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1137-1156, November.
- van Ours, Jan C. & Williams, Jenny, 2009. "Cannabis Use and Mental Health Problems," CEPR Discussion Papers 7384, C.E.P.R. Discussion Papers.
- van Ours, J.C. & Williams, J., 2009. "Cannabis Use and Mental Health Problems," Other publications TiSEM 7ab192ba-b48a-4057-899a-4, Tilburg University, School of Economics and Management.
- van Ours, J.C. & Williams, J., 2009. "Cannabis Use and Mental Health Problems," Discussion Paper 2009-60, Tilburg University, Center for Economic Research.
- Shao-Hsun Keng & Sheng-Jang Sheu, 2013. "The effect of stimulants and their combined use with cigarettes on mortality: the case of betel quid," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(4), pages 677-695, August.
- Deck, Cary & Pate, Jennifer, 2022. "High time to study the relationship between marijuana use and economic behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 1-14.
- van Ours, J.C. & Williams, J., 2011.
"The Effects of Cannabis Use on Physical and Mental Health,"
Discussion Paper
2011-079, Tilburg University, Center for Economic Research.
- D. Beggs & C.L. Skeels, 2005.
"Market Arbitrage of Cash Dividends and Franking Credits,"
Department of Economics - Working Papers Series
947, The University of Melbourne.
- David J. Beggs & Christopher L. Skeels, 2006. "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
Cited by:
- Grace Phang & Rob Brown, 2011. "Rational early exercise of call options: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(3), pages 732-744, September.
- Fenech, Jean-Pierre & Skully, Michael & Xuguang, Han, 2014. "Franking credits and market reactions: Evidence from the Australian convertible security market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 1-19.
- Andrew B. Ainsworth & Kingsley Y.L. Fong & David R. Gallagher & Graham Partington, 2018. "Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 379-409, September.
- Nguyen Ngoc Anh Le & Xiangkang Yin & Jing Zhao, 2020. "Effects of investor tax heterogeneity on stock prices and trading behaviour around the ex‐dividend day: the case of Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3775-3812, December.
- Henry, Darren, 2011. "Ownership structure and tax-friendly dividends," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2747-2760, October.
- Aelee Jun & David R. Gallagher & Graham H. Partington, 2011. "Institutional Dividend Clienteles Under an Imputation Tax System," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(1-2), pages 198-224, January.
- Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington, 2016. "Institutional trading around the ex-dividend day," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 299-323, May.
- Aelee Jun & Graham H. Partington, 2014. "Taxes, International Clienteles and the Value of ADR Dividends," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(9-10), pages 1337-1360, November.
- Cannavan, Damien & Gray, Stephen, 2017. "Dividend drop-off estimates of the value of dividend imputation tax credits," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 213-226.
- Damien Cannavan & Stephen Gray & Jason Hall, 2023. "Sampling error and the joint estimation of imputation credit value and cash dividend value," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1029-1068, April.
- Paul Simshauser, 2022. "On dividends and market valuations of Australia’s listed electricity utilities: regulated vs. merchant," Working Papers EPRG2210, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- James Richard Cummings & Alex Frino, 2008. "Tax Effects on the Pricing of Australian Stock Index Futures," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 391-406, December.
- Simshauser, P., 2022. "On dividends and market valuations of Australia’s listed electricity utilities: regulated vs. merchant," Cambridge Working Papers in Economics 2229, Faculty of Economics, University of Cambridge.
- Hodgkinson, Lynn & Partington, Graham, 2013. "Capital gains tax, managed funds and the value of dividends: The case of New Zealand," The British Accounting Review, Elsevier, vol. 45(4), pages 271-283.
- Simshauser, Paul, 2023. "On dividend policy and market valuations of Australia’s listed electricity utilities: Regulated vs. merchant," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 696-715.
- Heaney, Richard & Koh, SzeKee & Lan, Yihui, 2016. "Australian firm characteristics and the cross-section variation in equity returns," Pacific-Basin Finance Journal, Elsevier, vol. 37(C), pages 104-115.
- D. Beggs & C.L. Skeels, 2005.
"Market Arbitrage of Cash Dividends and Franking Credits,"
Department of Economics - Working Papers Series
947, The University of Melbourne.
- David J. Beggs & Christopher L. Skeels, 2006. "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
- Kai-Wei (Shaun) Siau & Stephen J. Sault & Geoffrey J. Warren & Henk Berkman, 2015. "Are imputation credits capitalised into stock prices?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 241-277, March.
- D.S. Poskitt & C.L. Skeels, 2005.
"Small Concentration Asymptotics and Instrumental Variables Inference,"
Department of Economics - Working Papers Series
948, The University of Melbourne.
- D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
Cited by:
- Russell Davidson & James MacKinnon, 2006.
"Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables,"
Departmental Working Papers
2006-21, McGill University, Department of Economics.
- Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
- Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Adrian Pagan, 2007. "Weak instruments (in Russian)," Quantile, Quantile, issue 2, pages 71-81, March.
- D. S. Poskitt & C. L. Skeels, 2004.
"Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small,"
Monash Econometrics and Business Statistics Working Papers
19/04, Monash University, Department of Econometrics and Business Statistics.
Cited by:
- D. S. Poskitt & C. L. Skeels, 2004.
"Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model,"
Monash Econometrics and Business Statistics Working Papers
29/04, Monash University, Department of Econometrics and Business Statistics.
- D. S. Poskitt & C. L. Skeels, 2009. "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
- D.S. Poskitt & C.L. Skeels, 2005.
"Small Concentration Asymptotics and Instrumental Variables Inference,"
Department of Economics - Working Papers Series
948, The University of Melbourne.
- D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
- C.L. Skeels, 2007.
"Conceptual Frameworks and Experimental Design in Simultaneous Equations,"
Department of Economics - Working Papers Series
1020, The University of Melbourne.
- Poskitt, D.S. & Skeels, C.L., 2008. "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
- D. S. Poskitt & C. L. Skeels, 2004.
"Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model,"
Monash Econometrics and Business Statistics Working Papers
29/04, Monash University, Department of Econometrics and Business Statistics.
- D. S. Poskitt & C. L. Skeels, 2004.
"Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model,"
Monash Econometrics and Business Statistics Working Papers
29/04, Monash University, Department of Econometrics and Business Statistics.
- D. S. Poskitt & C. L. Skeels, 2009. "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
Cited by:
- Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
- Don S. Poskitt, 2020. "On GMM Inference: Partial Identification, Identification Strength, and Non-Standard," Monash Econometrics and Business Statistics Working Papers 40/20, Monash University, Department of Econometrics and Business Statistics.
- Pham, Vivienne & Prentice, David, 2010.
"An empirical analysis of the counterfactual: a merger and divestiture in the Australian cigarette industry,"
MPRA Paper
26713, University Library of Munich, Germany.
- Vivienne Pham & David Prentice, 2010. "An empirical Analysis of the Counter-factual: A Merger and Divestiture in the Australian Cigarette Industry," Working Papers 2010.08 EDIRC Provider-In, School of Economics, La Trobe University.
- Vivienne Pham & David Prentice, 2010. "An empirical Analysis of the Counter-factual: A Merger and Divestiture in the Australian Cigarette Industry," Working Papers 2010.08, School of Economics, La Trobe University.
- Tchatoka, Firmin Doko, 2015.
"Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression,"
Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
- Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
- Firmin Doko Tchatoka, 2011. "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers 10668, University of Tasmania, Tasmanian School of Business and Economics.
- Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015. "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers CWP41/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "The First-stage F Test with Many Weak Instruments," Papers 2302.14423, arXiv.org, revised Sep 2024.
- D.S. Poskitt & C.L. Skeels, 2002.
"Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory,"
Department of Economics - Working Papers Series
862, The University of Melbourne.
Cited by:
- Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
- Joseph, Agnes S. & Kiviet, Jan F., 2005.
"Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks,"
Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 417-444, April.
- Agnes S. Joseph & Jan F. Kiviet, 2004. "Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks," Tinbergen Institute Discussion Papers 04-056/4, Tinbergen Institute.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December.
- Kapetanios, George & Marcellino, Massimiliano, 2010.
"Cross-sectional averaging and instrumental variable estimation with many weak instruments,"
Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.
- George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary University of London, School of Economics and Finance.
- D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
- Gönül Çolak, 2010. "Diversification, Refocusing and Firm Value," European Financial Management, European Financial Management Association, vol. 16(3), pages 422-448, June.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007.
"Enhanced routines for instrumental variables/GMM estimation and testing,"
Boston College Working Papers in Economics
667, Boston College Department of Economics, revised 05 Sep 2007.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.
- Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001.
"Sample Size Requirements for Estimation in SUR Models,"
Department of Economics - Working Papers Series
794, The University of Melbourne.
Cited by:
- Wolff, Hendrik & Heckelei, Thomas & Mittelhammer, Ronald C., 2004. "Imposing Monotonicity And Curvature On Flexible Functional Forms," 2004 Annual meeting, August 1-4, Denver, CO 20256, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Griffiths, W.E., 2001. "Bayesian Inference in the Seemingly Unrelated Regressions Models," Department of Economics - Working Papers Series 793, The University of Melbourne.
- W.E. Griffiths & Ma. Rebecca Valenzuela, 2004. "Gibbs Samplers for a Set of Seemingly Unrelated Regressions," Department of Economics - Working Papers Series 912, The University of Melbourne.
- Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer, 2004.
"Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach,"
Econometric Society 2004 North American Summer Meetings
450, Econometric Society.
- Hendrik Wolff & Thomas Heckelei & Ron Mittelhammer, 2010. "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Computational Economics, Springer;Society for Computational Economics, vol. 36(4), pages 309-339, December.
- Skeels, C.L. & Vella, F., 1993.
"The Robustness of Conditional Moment Tests in Tobit and Probit Models,"
Papers
252, Australian National University - Department of Economics.
Cited by:
- Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
- Skeels, C.L. & Vella, F., 1993.
"The Performance of Conditional Moment Tests in Tobit and Probit Models,"
Papers
251, Australian National University - Department of Economics.
Cited by:
- Mora Rodriguez, Jhon James, 2013. "Introduccion a la teoría del consumidor [Introduction to Consumer Theory]," MPRA Paper 48129, University Library of Munich, Germany, revised 08 Jul 2013.
- 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.
Articles
- Brendan P. M. McCabe & Christopher L. Skeels, 2020.
"Distributions You Can Count On …But What’s the Point?,"
Econometrics, MDPI, vol. 8(1), pages 1-36, March.
Cited by:
- Federico Bassetti & Giulia Carallo & Roberto Casarin, 2022. "First-order integer-valued autoregressive processes with Generalized Katz innovations," Papers 2202.02029, arXiv.org.
- Christopher L. Skeels, 2018.
"Introduction to the Theory of Econometrics,"
The Economic Record, The Economic Society of Australia, vol. 94(305), pages 209-211, June.
Cited by:
- Mihai Dinu & Simona Roxana Pătărlăgeanu & Radu Petrariu & Marius Constantin & Ana-Mădălina Potcovaru, 2020. "Empowering Sustainable Consumer Behavior in the EU by Consolidating the Roles of Waste Recycling and Energy Productivity," Sustainability, MDPI, vol. 12(23), pages 1-24, November.
- Christopher L. Skeels & Frank Windmeijer, 2018.
"On the Stock–Yogo Tables,"
Econometrics, MDPI, vol. 6(4), pages 1-23, November.
See citations under working paper version above.
- Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Hyclak, Thomas J. & Skeels, Christopher L. & Taylor, Larry W., 2016.
"The cardiovascular revolution and economic performance in the OECD countries,"
Journal of Macroeconomics, Elsevier, vol. 50(C), pages 114-125.
Cited by:
- Bloom, David E. & Kuhn, Michael & Prettner, Klaus, 2018. "Health and Economic Growth," IZA Discussion Papers 11939, Institute of Labor Economics (IZA).
- Yahyaoui Ismahene, 2022. "Infectious Diseases, Trade, and Economic Growth: a Panel Analysis of Developed and Developing Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(3), pages 2547-2583, September.
- Forshaw, Rachel & Kharadi, Natalya & McLaughlin, Eoin, 2023. "Cardiovascular Disease Mortality and Non-Particulate Air Pollution: Evidence from the 20th Century," Accountancy, Economics, and Finance Working Papers 2023-01, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
- Alberto Bucci & Lorenzo Carbonari & Monia Ranalli & Giovanni Trovato, 2019. "Health and Development," CEIS Research Paper 470, Tor Vergata University, CEIS, revised 24 Mar 2021.
- Christopher L. Skeels & Larry W. Taylor, 2015.
"Prediction in linear index models with endogenous regressors,"
Stata Journal, StataCorp LP, vol. 15(3), pages 627-644, September.
Cited by:
- Abayomi Samuel Oyekale & Thonaeng Charity Maselwa, 2021. "An Instrumental Variable Probit Modeling of COVID-19 Vaccination Compliance in Malawi," IJERPH, MDPI, vol. 18(24), pages 1-14, December.
- Kerstin Bruckmeier & Regina T. Riphahn & Jürgen Wiemers, 2021. "Misreporting of program take-up in survey data and its consequences for measuring non-take-up: new evidence from linked administrative and survey data," Empirical Economics, Springer, vol. 61(3), pages 1567-1616, September.
- Sarrias, Mauricio, 2021. "A two recursive equation model to correct for endogeneity in latent class binary probit models," Journal of choice modelling, Elsevier, vol. 40(C).
- Skeels, Christopher L. & Taylor, Larry W., 2014.
"Prediction after IV estimation,"
Economics Letters, Elsevier, vol. 122(3), pages 420-422.
Cited by:
- Launhardt, Patrick & Miebs, Felix, 2020. "Aggregate implied cost of capital, option-implied information and equity premium predictability," Finance Research Letters, Elsevier, vol. 35(C).
- Poskitt, D. S. & Skeels, C. L., 2013.
"Inference in the Presence of Weak Instruments: A Selected Survey,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 6(1), pages 1-99, August.
Cited by:
- Don S. Poskitt, 2020. "On GMM Inference: Partial Identification, Identification Strength, and Non-Standard," Monash Econometrics and Business Statistics Working Papers 40/20, Monash University, Department of Econometrics and Business Statistics.
- Firmin Doko Tchatoka & Wenjie Wang, 2015. "On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions," School of Economics and Public Policy Working Papers 2015-01, University of Adelaide, School of Economics and Public Policy.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics and Public Policy Working Papers 2016-01, University of Adelaide, School of Economics and Public Policy.
- Firmin Doko Tchatoka & Lauren Slinger & Virginie Masson, 2020. "Revisiting empirical studies on the liquidity effect: An identication-robust approach," School of Economics and Public Policy Working Papers 2020-02, University of Adelaide, School of Economics and Public Policy.
- D. S. Poskitt & C. L. Skeels, 2009.
"Assessing the magnitude of the concentration parameter in a simultaneous equations model,"
Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
See citations under working paper version above.
- D. S. Poskitt & C. L. Skeels, 2004. "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.
- Poskitt, D.S. & Skeels, C.L., 2008.
"Conceptual frameworks and experimental design in simultaneous equations,"
Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
See citations under working paper version above.
- C.L. Skeels, 2007. "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series 1020, The University of Melbourne.
- Poskitt, D.S. & Skeels, C.L., 2007.
"Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small,"
Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
Cited by:
- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- C.L. Skeels, 2007.
"Conceptual Frameworks and Experimental Design in Simultaneous Equations,"
Department of Economics - Working Papers Series
1020, The University of Melbourne.
- Poskitt, D.S. & Skeels, C.L., 2008. "Conceptual frameworks and experimental design in simultaneous equations," Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.
- David J. Beggs & Christopher L. Skeels, 2006.
"Market Arbitrage of Cash Dividends and Franking Credits,"
The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
See citations under working paper version above.
- D. Beggs & C.L. Skeels, 2005. "Market Arbitrage of Cash Dividends and Franking Credits," Department of Economics - Working Papers Series 947, The University of Melbourne.
- Jenny Williams & Christopher Skeels, 2006.
"The Impact of Cannabis Use on Health,"
De Economist, Springer, vol. 154(4), pages 517-546, December.
Cited by:
- van Ours, J.C. & Williams, J., 2011.
"The Effects of Cannabis Use on Physical and Mental Health,"
Discussion Paper
2011-079, Tilburg University, Center for Economic Research.
- van Ours, J.C. & Williams, J., 2011. "The Effects of Cannabis Use on Physical and Mental Health," Other publications TiSEM 41c7c498-de2b-41a5-8246-6, Tilburg University, School of Economics and Management.
- van Ours, Jan C. & Williams, Jenny, 2012. "The effects of cannabis use on physical and mental health," Journal of Health Economics, Elsevier, vol. 31(4), pages 564-577.
- van Ours, Jan C. & Williams, Jenny, 2011. "The Effects of Cannabis Use on Physical and Mental Health," CEPR Discussion Papers 8499, C.E.P.R. Discussion Papers.
- Jan C. Ours & Jenny Williams, 2015.
"Cannabis Use And Its Effects On Health, Education And Labor Market Success,"
Journal of Economic Surveys, Wiley Blackwell, vol. 29(5), pages 993-1010, December.
- van Ours, J.C. & Williams, J., 2014. "Cannabis Use and its Effects on Health, Education and Labor Market Success," Other publications TiSEM 4b6a953d-d141-4add-9cd2-d, Tilburg University, School of Economics and Management.
- van Ours, Jan C. & Williams, Jenny, 2014. "Cannabis Use and Its Effects on Health, Education and Labor Market Success," CEPR Discussion Papers 9932, C.E.P.R. Discussion Papers.
- van Ours, J.C. & Williams, J., 2014. "Cannabis Use and its Effects on Health, Education and Labor Market Success," Discussion Paper 2014-024, Tilburg University, Center for Economic Research.
- Jan C. van Ours & Jenny Williams, 2009.
"Cannabis Use and Mental Health Problems,"
Department of Economics - Working Papers Series
1073, The University of Melbourne.
- Jan C. van Ours & Jenny Williams, 2011. "Cannabis use and mental health problems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1137-1156, November.
- van Ours, Jan C. & Williams, Jenny, 2009. "Cannabis Use and Mental Health Problems," CEPR Discussion Papers 7384, C.E.P.R. Discussion Papers.
- van Ours, J.C. & Williams, J., 2009. "Cannabis Use and Mental Health Problems," Other publications TiSEM 7ab192ba-b48a-4057-899a-4, Tilburg University, School of Economics and Management.
- van Ours, J.C. & Williams, J., 2009. "Cannabis Use and Mental Health Problems," Discussion Paper 2009-60, Tilburg University, Center for Economic Research.
- Shao-Hsun Keng & Sheng-Jang Sheu, 2013. "The effect of stimulants and their combined use with cigarettes on mortality: the case of betel quid," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(4), pages 677-695, August.
- Deck, Cary & Pate, Jennifer, 2022. "High time to study the relationship between marijuana use and economic behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 1-14.
- van Ours, J.C. & Williams, J., 2011.
"The Effects of Cannabis Use on Physical and Mental Health,"
Discussion Paper
2011-079, Tilburg University, Center for Economic Research.
- 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.
Cited by:
- Andrés Langebaek R. & Diego Vásquez E., 2007.
"Determinantes de la actividad innovadora en la industria manufacturera colombiana,"
Borradores de Economia
2313, Banco de la Republica.
- Andrés Langebaek R. & Diego Vásquez E., 2007. "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 433, Banco de la Republica de Colombia.
- Paul A. Raschky & Reimund Schwarze & Manijeh Schwindt & Ferdinand Zahn, 2010.
"Uncertainty of Governmental Relief and the Crowding out of Insurance,"
Monash Economics Working Papers
05-10, Monash University, Department of Economics.
- Paul Raschky & Reimund Schwarze & Manijeh Schwindt & Ferdinand Zahn, 2013. "Uncertainty of Governmental Relief and the Crowding out of Flood Insurance," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 54(2), pages 179-200, February.
- Paul A. Raschky & Reimund Schwarze & Manijeh Schwindt & Ferdinand Zahn, "undated". "Uncertainty of Governmental Relief and the Crowding out of Insurance," Working Papers 2010-03, Faculty of Economics and Statistics, Universität Innsbruck.
- Hongbo Li & Lewei Chen & Zongyi Zhang, 2022. "A Study on the Utilization Rate and Influencing Factors of Small Agricultural Machinery: Evidence from 10 Hilly and Mountainous Provinces in China," Agriculture, MDPI, vol. 13(1), pages 1-25, December.
- Pigini Claudia, 2015. "Bivariate Non-Normality in the Sample Selection Model," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 123-144, January.
- 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.
- Simons, Andrew M., 2016.
"What is the optimal locus of control for social assistance programs? Evidence from the productive safety net programme in Ethiopia,"
ESSP working papers
86, International Food Policy Research Institute (IFPRI).
- Simons, Andrew M., 2022. "What is the optimal locus of control for social assistance programs? Evidence from the Productive Safety Net Program in Ethiopia," Journal of Development Economics, Elsevier, vol. 158(C).
- Giorgio Calzolari & Maria Gabriella Campolo & Antonino Pino & Laura Magazzini, 2023. "Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 659-679, June.
- Paul Clist, 2009. "25 Years of Aid Allocation Practice: Comparing Donors and Eras," Discussion Papers 09/11, University of Nottingham, CREDIT.
- Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Martinez-Espineira, Roberto, 2006.
"A Box-Cox Double-Hurdle model of wildlife valuation: The citizen's perspective,"
Ecological Economics, Elsevier, vol. 58(1), pages 192-208, June.
- Roberto Martinez Espineira, 2004. "A Box-Cox double-hurdle model of wildlife valuation: the citizen’s perspective," Others 0410003, University Library of Munich, Germany.
- Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
- Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
- Nguyen, Anh T.N. & Haug, Alfred A. & Owen, P. Dorian & Genç, Murat, 2020. "What drives bilateral foreign direct investment among Asian economies?," Economic Modelling, Elsevier, vol. 93(C), pages 125-141.
- Yanez-Pagans, Monica, 2008. "Culture and Human Capital Investments: Evidence of an Unconditional Cash Transfer Program in Bolivia," IZA Discussion Papers 3678, Institute of Labor Economics (IZA).
- Souha El Khanji, 2022. "Donors’ Interest in Water and Sanitation Subsectors," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(2), pages 611-654, April.
- Bontemps, Christian, 2014. "Simple moment-based tests for value-at-risk models and discrete distribution," TSE Working Papers 14-535, Toulouse School of Economics (TSE).
- Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Nicoletta Marinelli & Giulio Palomba, 2009.
"A Model for Pricing the Italian Contemporary Art Paintings at Auction,"
EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 7, pages 111-133,
Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
- Nicoletta MARINELLI & Giulio PALOMBA, 2008. "A Model for Pricing the Italian Contemporary Art Paintings at Auction," Working Papers 316, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Marinelli, Nicoletta & Palomba, Giulio, 2011. "A model for pricing Italian Contemporary Art paintings at auction," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 212-224, May.
- Naidu, Sirisha C., 2011. "Rural Livelihoods, Forest Access and Time Use: A Study of Forest Communities in Northwest India," MPRA Paper 31060, University Library of Munich, Germany.
- Kifle Wondemu, 2016. "The Economic Value of Time: Evidence from Africa," South African Journal of Economics, Economic Society of South Africa, vol. 84(2), pages 230-244, June.
- Daniel Pollmann & Thomas Dohmen & Franz Palm, 2013.
"Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes,"
SOEPpapers on Multidisciplinary Panel Data Research
572, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Pollmann, Daniel & Dohmen, Thomas & Palm, Franz C., 2012. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," IZA Discussion Papers 6447, Institute of Labor Economics (IZA).
- Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes," De Economist, Springer, vol. 168(4), pages 519-540, December.
- Mark Ottoni Wilhelm, 2008. "Practical Considerations for Choosing Between Tobit and SCLS or CLAD Estimators for Censored Regression Models with an Application to Charitable Giving," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 559-582, August.
- Ruth Cadaoas Tacneng & Klarizze Anne Martin Puzon & Thierno Barry, 2021. "Crowding out effects of financial knowledge and attitude on risk preferences: Evidence from a least developed African country," WIDER Working Paper Series wp-2021-58, World Institute for Development Economic Research (UNU-WIDER).
- Michael Pfaffermayr, 2014. "A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model," Econometrics, MDPI, vol. 2(4), pages 1-18, October.
- Oguiza Tovar, Ainhoa, 2003. "Análisis descriptivo del desempleo en la CAPV (1993-1999)," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Beck, Ulrik & Bjerge, Benedikte, 2017. "Pro-poor Land Transfers and the Importance of Land Abundance and Ethnicity in The Gambia," World Development, Elsevier, vol. 99(C), pages 122-140.
- D. Fabbri & C. Monfardini & R. Radice, 2004. "Testing exogeneity in the bivariate probit model: Monte Carlo evidence and an application to health economics," Working Papers 514, Dipartimento Scienze Economiche, Universita' di Bologna.
- Christian Bontemps, 2019.
"Moment-Based Tests under Parameter Uncertainty,"
Post-Print
hal-02004687, HAL.
- Christian Bontemps, 2019. "Moment-Based Tests under Parameter Uncertainty," The Review of Economics and Statistics, MIT Press, vol. 101(1), pages 146-159, March.
- Bontemps, Christian, 2018. "Moment-based tests under parameter uncertainty," IDEI Working Papers 18-883, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bontemps, Christian, 2013. "Moment-Based Tests for Discrete Distributions," IDEI Working Papers 772, Institut d'Économie Industrielle (IDEI), Toulouse, revised Oct 2014.
- Daniel Pollmann & Thomas Dohmen & Franz Palm, 2020. "Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS," ECONtribute Discussion Papers Series 028, University of Bonn and University of Cologne, Germany.
- Pradhan, Jaya Prakash, 2010. "R&D strategy of small and medium enterprises in India: Trends and determinants," MPRA Paper 20951, University Library of Munich, Germany.
- Forcadell, Francisco Javier & Úbeda, Fernando & Aracil, Elisa, 2021. "Effects of environmental corporate social responsibility on innovativeness of spanish industrial SMEs✰,✰✰,★,★★," Technological Forecasting and Social Change, Elsevier, vol. 162(C).
- Christensen, Jonas Gade, 2011. "Productivity, Size, and the Disintegration of Industrial Production," Working Papers in Economics 07/11, University of Bergen, Department of Economics.
- Mora, Juan & Moro-Egido, Ana I., 2008. "On specification testing of ordered discrete choice models," Journal of Econometrics, Elsevier, vol. 143(1), pages 191-205, March.
- Andrés Langebaek & Jaime Eduardo Ortíz, 2007. "Q De Tobin Y Gobierno Corporativo De Las Empresas Listadas En Bolsa," Borradores de Economia 3960, Banco de la Republica.
- Francis Petterini & Akauã Flores, 2021. "Copula econometrics to simulate effects of private policing on crime," Economics Bulletin, AccessEcon, vol. 41(3), pages 1241-1254.
- Le, Nga T.Q. & Groot, Wim & Tomini, Sonila & Tomini, Florian, 2017. "Effects of health insurance on labour supply: Evidence from the health care fund for the poor in Viet Nam," MERIT Working Papers 2017-050, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Fernando Ubeda & Marta Ortiz-de-Urbina-Criado & Eva-María Mora-Valentín, 2019. "Do firms located in science and technology parks enhance innovation performance? The effect of absorptive capacity," The Journal of Technology Transfer, Springer, vol. 44(1), pages 21-48, February.
- Andrés Langebaek R. & Diego Vásquez E., 2007.
"Determinantes de la actividad innovadora en la industria manufacturera colombiana,"
Borradores de Economia
2313, Banco de la Republica.
- Christopher Skeels & Franics Vella, 1997.
"Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models,"
Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 69-92.
Cited by:
- L. G. Godfrey & M. R. Veal, 2000. "Alternative approaches to testing by variable addition," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 241-261.
- Joao Ricardo Faria & Le Wang & Zhongmin Wu, 2009.
"Debts on debts,"
NBS Discussion Papers in Economics
2009/7, Economics, Nottingham Business School, Nottingham Trent University.
- Faria, João Ricardo & Wang, Le & Wu, Zhongmin, 2012. "Debts on debts," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 203-219.
- David M. Drukker, 2002. "Bootstrapping a conditional moments test for normality after tobit estimation," Stata Journal, StataCorp LP, vol. 2(2), pages 125-139, May.
- Soderbom, Mans & Teal, Francis & Harding, Alan, 2006. "The Determinants of Survival among African Manufacturing Firms," Economic Development and Cultural Change, University of Chicago Press, vol. 54(3), pages 533-555, April.
- Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
- 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.
- Skeels, Christopher L., 1995.
"Instrumental Variables Estimation in Misspecified Single Equations,"
Econometric Theory, Cambridge University Press, vol. 11(3), pages 498-529, June.
Cited by:
- Christopher L. Skeels & Frank Windmeijer, 2016.
"On the Stock-Yogo Tables,"
Bristol Economics Discussion Papers
16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
- Jan F. KIVIET & Jerzy NIEMCZYK, 2013.
"On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous,"
Economic Growth Centre Working Paper Series
1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet & Jerzy Niemczyk, 2014. "On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 425-490, Emerald Group Publishing Limited.
- Christopher L. Skeels & Frank Windmeijer, 2016.
"On the Stock-Yogo Tables,"
Bristol Economics Discussion Papers
16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
- Skeels, Christopher L., 1995.
"Some Exact Results for Estimators of the Coefficients on the Exogenous Variables in a Single Equation,"
Econometric Theory, Cambridge University Press, vol. 11(3), pages 484-497, June.
Cited by:
- Giovanni Forchini, 2006.
"The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation,"
Monash Econometrics and Business Statistics Working Papers
1/06, Monash University, Department of Econometrics and Business Statistics.
- Forchini, Giovanni, 2010. "The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation," Econometric Theory, Cambridge University Press, vol. 26(3), pages 917-930, June.
- Giovanni Forchini, 2006.
"The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation,"
Monash Econometrics and Business Statistics Working Papers
1/06, Monash University, Department of Econometrics and Business Statistics.
- Skeels, Christopher L. & Taylor, Larry W., 1995.
"On a simultaneous equations pre-test estimator,"
Journal of Econometrics, Elsevier, vol. 68(2), pages 269-286, August.
Cited by:
- Skeels, Christopher L. & Taylor, Larry W., 2014. "Prediction after IV estimation," Economics Letters, Elsevier, vol. 122(3), pages 420-422.
- Koenker, Roger & Machado, José A.F. & Skeels, Christopher L. & Welsh, Alan H., 1994.
"Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation,"
Econometric Theory, Cambridge University Press, vol. 10(1), pages 172-197, March.
Cited by:
- Koenker, Roger & Machado, Jose A. F., 1999. "GMM inference when the number of moment conditions is large," Journal of Econometrics, Elsevier, vol. 93(2), pages 327-344, December.
- Joseph G. Altonji & Lewis M. Segal, 1994.
"Small Sample Bias in GMM Estimation of Covariance Structures,"
NBER Technical Working Papers
0156, National Bureau of Economic Research, Inc.
- Altonji, Joseph G & Segal, Lewis M, 1996. "Small-Sample Bias in GMM Estimation of Covariance Structures," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 353-366, July.
- Joseph Altonji & Lewis M. Segal, 1994. "Small sample bias in GMM estimation of covariance structures," Working Paper Series, Macroeconomic Issues 94-8, Federal Reserve Bank of Chicago.
- Marsh, Thomas L. & Mittelhammer, Ronald C., 2001. "Adaptive Truncated Estimaton Applied To Maximum Entropy," 2001 Annual Meeting, July 8-11, 2001, Logan, Utah 36169, Western Agricultural Economics Association.
- Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021.
"Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2021-68, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol, 2021. "Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models," Asociación Argentina de Economía Política: Working Papers 4494, Asociación Argentina de Economía Política.
- Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022. "Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
- Arvanitis Stelios & Demos Antonis, 2018.
"On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators,"
Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-38, January.
- Stelios Arvanitis & Antonis Demos, 2014. "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators," DEOS Working Papers 1406, Athens University of Economics and Business.
- Koenker, Roger & Machado, Jose A. F., 1998. "The Falstaff estimator," Economics Letters, Elsevier, vol. 61(1), pages 23-28, October.
- Jeffrey M. Wooldridge, 2004.
"Estimating average partial effects under conditional moment independence assumptions,"
CeMMAP working papers
CWP03/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers 03/04, Institute for Fiscal Studies.
- Marine Carrasco & Rachidi Kotchoni, 2013.
"Efficient estimation using the Characteristic Function,"
CIRANO Working Papers
2013s-22, CIRANO.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient Estimation Using the Characteristic Function," Working Papers hal-00867850, HAL.
- Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
- Marine Carrasco & Rachidi Kotchoni, 2017. "Efficient Estimation Using the Characteristic Function," Post-Print hal-01386060, HAL.
- Beum-Jo Park, 2009. "Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models," Quantitative Finance, Taylor & Francis Journals, vol. 9(1), pages 93-104.
- Rilstone, Paul & Srivastava, V. K. & Ullah, Aman, 1996. "The second-order bias and mean squared error of nonlinear estimators," Journal of Econometrics, Elsevier, vol. 75(2), pages 369-395, December.
- Bao, Yong & Ullah, Aman, 2007. "The second-order bias and mean squared error of estimators in time-series models," Journal of Econometrics, Elsevier, vol. 140(2), pages 650-669, October.
- Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, vol. 126(1), pages 25-51, May.
- Myoung-jae Lee & Yasushi Kondo, 2002. "Nonparametric Derivative Estimation for Related-Effect Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-1, International Conferences on Panel Data.
- Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2009. "Choosing instrumental variables in conditional moment restriction models," Journal of Econometrics, Elsevier, vol. 152(1), pages 28-36, September.
- Whitney K. Newey & Richard Smith, 2003.
"Higher order properties of GMM and generalised empirical likelihood estimators,"
CeMMAP working papers
CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, January.
- Joel L. Horowitz, 1996. "Bootstrap Methods For Covariance Structures," Econometrics 9610003, University Library of Munich, Germany.
- Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.
- Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
- Richard H Spady, 1996. "Nonparametric inference by quasi-likelihood methods'/A>Size-v0: 198,000," Economics Papers 19. & 111., Economics Group, Nuffield College, University of Oxford.
- Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (7) 2004-11-07 2005-02-27 2005-06-05 2006-03-18 2008-01-05 2009-11-07 2016-11-13. Author is listed
- NEP-ACC: Accounting and Auditing (1) 2006-03-18
- NEP-ETS: Econometric Time Series (1) 2009-11-07
- NEP-FIN: Finance (1) 2006-03-18
- NEP-HEA: Health Economics (1) 2006-09-30
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