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A method of moments interpretation of sequential estimators
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- Wu, Ximing & Sickles, Robin, 2018.
"Semiparametric estimation under shape constraints,"
Econometrics and Statistics, Elsevier, vol. 6(C), pages 74-89.
- Wu, Ximing & Sickles, Robin, 2014. "Semiparametric Estimation under Shape Constraints," Working Papers 15-021, Rice University, Department of Economics.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016.
"Semiparametric Estimation With Generated Covariates,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers 2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Honoré, Bo E. & Hu, Luojia, 2018.
"Easy bootstrap-like estimation of asymptotic variances,"
Economics Letters, Elsevier, vol. 171(C), pages 46-50.
- Bo E. Honore & Luojia Hu, 2018. "Easy Bootstrap-Like Estimation of Asymptotic Variances," Working Paper Series WP-2018-11, Federal Reserve Bank of Chicago.
- Weili Ding & Steven F. Lehrer, 2010.
"Estimating Treatment Effects from Contaminated Multiperiod Education Experiments: The Dynamic Impacts of Class Size Reductions,"
The Review of Economics and Statistics, MIT Press, vol. 92(1), pages 31-42, February.
- Weili Ding & Steven F. Lehrer, 2009. "Estimating Treatment Effects from Contaminated Multi-Period Education Experiments: The Dynamic Impacts of Class Size Reductions," NBER Working Papers 15200, National Bureau of Economic Research, Inc.
- Ding, Weili & Lehrer, Steven F., 2009. "Estimating Treatment Effects from Contaminated Multi-Period Education Experiments: The Dynamic Impacts of Class Size Reductions," CLSSRN working papers clsrn_admin-2009-43, Vancouver School of Economics, revised 22 Jul 2009.
- Bhanot, Karan & Mansi, Sattar A. & Wald, John K., 2010. "Takeover risk and the correlation between stocks and bonds," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 381-393, June.
- Lu, Yifan & Yamazaki, Satoshi, 2023.
"Fish to fight: Does catching more fish increase conflicts in Indonesia?,"
World Development, Elsevier, vol. 170(C).
- Lu, Yifan & Yamazaki, Satoshi, 2022. "Fish to fight: does catching more fish increase conflicts in Indonesia?," Working Papers 2022-02, University of Tasmania, Tasmanian School of Business and Economics.
- Victor Aguirregabiria & Arvind Magesan, 2020.
"Identification and Estimation of Dynamic Games When Players’ Beliefs Are Not in Equilibrium,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(2), pages 582-625.
- Victor Aguirregabiria & Arvind Magesan, "undated". "Identification and Estimation of Dynamic Games when Players' Beliefs Are Not in Equilibrium," Working Papers 2012-03, Department of Economics, University of Calgary.
- Aguirregabiria, Victor & Magesan, Arvind, 2015. "Identification and Estimation of Dynamic Games when Players' Beliefs Are Not in Equilibrium," CEPR Discussion Papers 10872, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Arvind Magesan, 2012. "Identification and estimation of dynamic games when players' beliefs are not in equilibrium," Working Papers tecipa-449, University of Toronto, Department of Economics.
- Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2001.
"An analysis of housing expenditure using semiparametric models and panel data,"
Journal of Econometrics, Elsevier, vol. 101(1), pages 71-107, March.
- Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper 1997-14, Tilburg University, Center for Economic Research.
- Charlier, E. & Melenberg, B. & van Soest, A.H.O., 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Other publications TiSEM 437d476f-a8f0-4a08-b349-7, Tilburg University, School of Economics and Management.
- X. M. Gao & Timothy Richards & Albert Kagan, 1997. "A latent variable model of consumer taste determination and taste change for complex carbohydrates," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1643-1654.
- Amoroso, Sara & Bruno, Randolph Luca & Magazzini, Laura, 2022. "The Identification of Time-Invariant Variables in Panel Data Model: Exploring the Role of Science in Firms’ Productivity," IZA Discussion Papers 15708, Institute of Labor Economics (IZA).
- Patrick Fève & Alain Guay, 2010.
"Identification of Technology Shocks in Structural Vars,"
Economic Journal, Royal Economic Society, vol. 120(549), pages 1284-1318, December.
- Fève, Patrick & Guay, Alain, 2006. "Identification of Technology Shocks in Structural VARs," IDEI Working Papers 383, Institut d'Économie Industrielle (IDEI), Toulouse.
- Fève, Patrick & Guay, Alain, 2009. "Identification of Technology Shocks in Structural VARs," TSE Working Papers 09-028, Toulouse School of Economics (TSE).
- Patrick Fève & Alain Guay, 2007. "Identification of Technology Shocks in Structural VARs," Cahiers de recherche 0736, CIRPEE.
- Wunsch, Conny & Strobl, Renate, 2018.
"Identification of causal mechanisms based on between-subject double randomization designs,"
CEPR Discussion Papers
13028, C.E.P.R. Discussion Papers.
- Strobl, Renate & Wunsch, Conny, 2018. "Identification of causal mechanisms based on between-subject double randomization designs," Working papers 2018/19, Faculty of Business and Economics - University of Basel.
- Conny Wunsch & Renate Strobl, 2018. "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Design," CESifo Working Paper Series 7142, CESifo.
- Wunsch, Conny & Strobl, Renate, 2018. "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Designs," IZA Discussion Papers 11626, Institute of Labor Economics (IZA).
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2012.
"A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators,"
The Review of Economics and Statistics, MIT Press, vol. 94(2), pages 481-498, May.
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "A practical asymptotic variance estimator for two-step semiparametric estimators," CeMMAP working papers CWP22/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kyoo il Kim, 2019. "Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric," Econometrics, MDPI, vol. 7(2), pages 1-13, May.
- Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
- Crawford, Ian & Laisney, Francois & Preston, Ian, 2003.
"Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications,"
Journal of Econometrics, Elsevier, vol. 114(2), pages 221-241, June.
- Ian Crawford & Francois Laisney & Ian Preston, 2002. "Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications," IFS Working Papers W02/17, Institute for Fiscal Studies.
- Preston, Ian & Laisney, François & Crawford, Ian A., 2002. "Estimation of Household Demand Systems with Theoretically Compatible Engel Curves and Unit Value Specifications," ZEW Discussion Papers 97-06 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Lewbel, Arthur, 2007.
"Endogenous selection or treatment model estimation,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
- Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
- Harding, Don & Pagan, Adrian, 2006.
"Synchronization of cycles,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 59-79, May.
- Don Harding & Adrian Pagan, 2004. "Synchronization of cycles," CAMA Working Papers 2004-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- William Liu, 2023. "A Theory Guide to Using Control Functions to Instrument Hazard Models," Papers 2312.03165, arXiv.org.
- David Aristei & Luca Pieroni, 2010.
"Habits, Complementarities and Heterogeneity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 428-457, August.
- David Aristei & Luca Pieroni, 2007. "Habits, Complementarities and Heterogenenity in Alcohol and Tobacco Demand: A Multivariate Dynamic Model," Working Papers 38/2007, University of Verona, Department of Economics.
- Adrian Pagan, 1986.
"Two Stage and Related Estimators and Their Applications,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 517-538.
- Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
- Zava Aydemir & Stefan Buehler, 2002.
"Estimating Vertical Foreclosure in U.S. Gasoline Supply,"
SOI - Working Papers
0212, Socioeconomic Institute - University of Zurich.
- BŸhler, Stefan & Zava Aydemir, 2003. "Estimating Vertical Foreclosure in U.S. Gasoline Supply," Royal Economic Society Annual Conference 2003 33, Royal Economic Society.
- Martin Huber & Michael Lechner & Giovanni Mellace, 2016.
"The Finite Sample Performance of Estimators for Mediation Analysis Under Sequential Conditional Independence,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 139-160, January.
- Huber, Martin & Mellace, Giovanni & Lechner, Michael, 2014. "The finite sample performance of estimators for mediation analysis under sequential conditional independence," Economics Working Paper Series 1415, University of St. Gallen, School of Economics and Political Science, revised Nov 2014.
- M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers 493, UCLA Department of Economics.
- Kim, Kyoo il, 2006. "Sample selection models with a common dummy endogenous regressor in simultaneous equations: A simple two-step estimation," Economics Letters, Elsevier, vol. 91(2), pages 280-286, May.
- Inkmann, Joachim, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Papers 01/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Victor Aguirregabiria & Cesar Alonso-Borrego, 2014.
"Labor Contracts And Flexibility: Evidence From A Labor Market Reform In Spain,"
Economic Inquiry, Western Economic Association International, vol. 52(2), pages 930-957, April.
- Aguirregabiria, Víctor, 1999. "Labor contracts and flexibility : evidence from a labor markt reform in Spain," DES - Working Papers. Statistics and Econometrics. WS 6302, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Aguirregabiria, Víctor, 2009. "Labor contracts and flexibility : evidence from a labor market reform in Spain," UC3M Working papers. Economics we091811, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Victor Aguirregabiria & Cesar Alonso-Borrego, 2009. "Labor Contracts and Flexibility: Evidence from a Labor Market Reform in Spain," Working Papers tecipa-346, University of Toronto, Department of Economics.
- Arnab Bhattacharjee & Sean Holly, 2013.
"Understanding Interactions in Social Networks and Committees,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Sean Holly, 2010. "Understanding Interactions in Social Networks and Committees," CDMA Working Paper Series 201004, Centre for Dynamic Macroeconomic Analysis.
- Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
- Eva Deuchert & Conny Wunsch, 2010.
"Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program,"
University of St. Gallen Department of Economics working paper series 2010
2010-12, Department of Economics, University of St. Gallen.
- Deuchert, Eva & Wunsch, Conny, 2010. "Evaluating Nationwide Health Interventions When Standard Before-After Doesn't Work: Malawi's ITN Distribution Program," IZA Discussion Papers 4896, Institute of Labor Economics (IZA).
- Eva Deuchert & Conny Wunsch, 2010. "Evaluating Nationwide Health Interventions when Standard Before-After Doesn't Work: Malawi's ITN Distribution Program," CESifo Working Paper Series 3036, CESifo.
- Emir Malikov & Shunan Zhao, 2023.
"On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI,"
The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1207-1223, September.
- Malikov, Emir & Zhao, Shunan, 2022. "On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI," 2023 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2023, New Orleans, Louisiana 316529, Agricultural and Applied Economics Association.
- Malikov, Emir & Zhao, Shunan, 2022. "On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI," 2022 Allied Social Sciences Association (ASSA) Annual Meeting (Virtual), January 7-9, 2022 316529, Agricultural and Applied Economics Association.
- Emir Malikov & Shunan Zhao, 2023. "On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI," Papers 2302.14602, arXiv.org.
- Neel Rao, 2016. "The Impact Of Macroeconomic Conditions In Childhood On Adult Labor Market Outcomes," Economic Inquiry, Western Economic Association International, vol. 54(3), pages 1425-1444, July.
- Emir Malikov & Shunan Zhao & Jingfang Zhang, 2024.
"A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity,"
Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 211-263,
Emerald Group Publishing Limited.
- Emir Malikov & Shunan Zhao & Jingfang Zhang, 2023. "A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity," Papers 2302.13429, arXiv.org.
- Claus Brand & Daniel Buncic & Jarkko Turunen, 2010.
"The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve,"
Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
- Brand, Claus & Turunen, Jarkko & Buncic, Daniel, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 657, European Central Bank.
- Claus Brand & Daniel Buncic & Jarkko Turunen, 2008. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Discussion Papers 2008-11, School of Economics, The University of New South Wales.
- Victor Aguirregabiria & Pedro Mira, 2002.
"Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models,"
Econometrica, Econometric Society, vol. 70(4), pages 1519-1543, July.
- Víctor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models," Working Papers wp1999_9904, CEMFI.
- Victor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models," Computing in Economics and Finance 1999 332, Society for Computational Economics.
- Aguirregabiria, Victor & Magesan, Arvind, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper 46056, University Library of Munich, Germany.
- Martin Huber, 2014.
"Treatment Evaluation in the Presence of Sample Selection,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(8), pages 869-905, November.
- Martin Huber, 2009. "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009 2009-07, Department of Economics, University of St. Gallen.
- Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank, 2015.
"Testing Competing Models for Non-negative Data with Many Zeros,"
Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 29-46, January.
- Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015. "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics 63663, London School of Economics and Political Science, LSE Library.
- Brick, Ivan E. & Palmon, Oded & Wald, John K., 2006. "CEO compensation, director compensation, and firm performance: Evidence of cronyism?," Journal of Corporate Finance, Elsevier, vol. 12(3), pages 403-423, June.
- Pradhan, Menno & van Soest, Arthur, 1995.
"Formal and informal sector employment in urban areas of Bolivia,"
Labour Economics, Elsevier, vol. 2(3), pages 275-297, September.
- Pradhan, M. & Van Soest, A., 1993. "Formal and Informal Sector Employment in Urban Areas of Bolivia," Papers 9311, Tilburg - Center for Economic Research.
- Pradhan, M.P. & van Soest, A.H.O., 1993. "Formal and informal sector employment in urban areas of Bolivia," Discussion Paper 1993-11, Tilburg University, Center for Economic Research.
- Pradhan, M.P. & van Soest, A.H.O., 1993. "Formal and informal sector employment in urban areas of Bolivia," Other publications TiSEM 2eb30af3-2128-48d2-930e-b, Tilburg University, School of Economics and Management.
- Pradhan, M.P. & van Soest, A.H.O., 1995. "Formal and informal sector unemployment in urban areas of Bolivia," Other publications TiSEM 4b6b27c8-e099-40fd-bee4-3, Tilburg University, School of Economics and Management.
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org, revised Nov 2024.
- Takuya Hasebe, 2016.
"Estimating the variance of decomposition effects,"
Applied Economics, Taylor & Francis Journals, vol. 48(20), pages 1902-1913, April.
- Takuya Hasebe, 2015. "Estimating the Variance of Decomposition Effects," Working Papers 6, City University of New York Graduate Center, Ph.D. Program in Economics.
- Fernández-Val, Iván & Vella, Francis, 2011.
"Bias corrections for two-step fixed effects panel data estimators,"
Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
- Ivan Fernandez-Val & Francis Vella, 2007. "Bias corrections for two-step fixed effects panel data estimators," CeMMAP working papers CWP04/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fernández-Val, Iván & Vella, Francis, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," IZA Discussion Papers 2690, Institute of Labor Economics (IZA).
- Francis Vella & Ivan Fernandez-Val, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," Boston University - Department of Economics - Working Papers Series WP2007-010, Boston University - Department of Economics.
- Guillermo Baquero & Marno Verbeek, 2022.
"Hedge Fund Flows and Performance Streaks: How Investors Weigh Information,"
Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
- Guillermo Baquero & Marno Verbeek, 2015. "Hedge fund flows and performance streaks: How investors weigh information," ESMT Research Working Papers ESMT-15-01, ESMT European School of Management and Technology.
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"Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(2), pages 369-390, April.
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"Collective Labor Supply: A Single-Equation Model and Some Evidence from French Data,"
Journal of Human Resources, University of Wisconsin Press, vol. 42(1).
- Olivier Donni & Nicolas Moreau, 2005. "Collective Labor Supply: a Single-Equation Model and Some Evidence from French Data," Cahiers de recherche 0516, CIRPEE.
- Nicolas Moreau & Olivier Donni, 2007. "Collective Labor Supply: a Single-Equation Model and Some Evidence from French Data," Post-Print hal-01691917, HAL.
- Tsang, Albert & Yang, Nan & Zheng, Lingyi, 2022. "Cross-listings, antitakeover defenses, and the insulation hypothesis," Journal of Financial Economics, Elsevier, vol. 145(1), pages 259-276.
- Kole, Erik & Koedijk, Kees & Verbeek, Marno, 2007.
"Selecting copulas for risk management,"
Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2405-2423, August.
- Koedijk, Kees & Verbeek, Marno & Kole, Erik, 2006. "Selecting Copulas for Risk Management," CEPR Discussion Papers 5652, C.E.P.R. Discussion Papers.
- Mochen Yang & Edward McFowland & Gordon Burtch & Gediminas Adomavicius, 2022.
"Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem,"
INFORMS Joural on Data Science, INFORMS, vol. 1(2), pages 138-155, October.
- Mochen Yang & Edward McFowland III & Gordon Burtch & Gediminas Adomavicius, 2020. "Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem," Papers 2012.10790, arXiv.org.
- Tiwari A.K. & Mohnen P. & Palm F.C. & Schim van der Loeff S., 2013. "Microeconometric evidence of financing frictions and innovative activity - a revision," MERIT Working Papers 2013-027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne.
- Xu Qin & Jonah Deutsch & Guanglei Hong, 2021. "Unpacking Complex Mediation Mechanisms And Their Heterogeneity Between Sites In A Job Corps Evaluation," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 40(1), pages 158-190, January.
- Victor Aguirregabiria & Pedro Mira, 2000. "Structural Models Involving Highly Dimensional Fixed Point Problems: An Asymptotically Efficient Two-Stage Estimator," Econometric Society World Congress 2000 Contributed Papers 1702, Econometric Society.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2013.
"Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology,"
Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
- Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
- George‐Levi Gayle & Limor Golan & Mehmet A. Soytas, 2018.
"Estimation of dynastic life‐cycle discrete choice models,"
Quantitative Economics, Econometric Society, vol. 9(3), pages 1195-1241, November.
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- Melenberg, B. & van Soest, A.H.O., 1993.
"Semi-parametric estimation of the sample selection model,"
Other publications TiSEM
204da5b1-2a6f-4815-b823-1, Tilburg University, School of Economics and Management.
- Melenberg, B. & Van Soest, A., 1993. "Semi-Parametric Estimation on the Sample Selection Model," Papers 9334, Tilburg - Center for Economic Research.
- Melenberg, B. & van Soest, A.H.O., 1993. "Semi-parametric estimation of the sample selection model," Discussion Paper 1993-34, Tilburg University, Center for Economic Research.
- Sheriff, Glenn, 2009. "Implementing second-best environmental policy under adverse selection," Journal of Environmental Economics and Management, Elsevier, vol. 57(3), pages 253-268, May.
- Kole, H.J.W.G. & Koedijk, C.G. & Verbeek, M.J.C.M., 2003. "Stress Testing with Student's t Dependence," ERIM Report Series Research in Management ERS-2003-056-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022.
"Locally Robust Semiparametric Estimation,"
Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016. "Locally Robust Semiparametric Estimation," Papers 1608.00033, arXiv.org, revised Aug 2020.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers CWP31/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018. "Locally robust semiparametric estimation," CeMMAP working papers CWP30/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Simon Gilchrist & Charles Himmelberg, 1999.
"Investment: Fundamentals and Finance,"
NBER Chapters, in: NBER Macroeconomics Annual 1998, volume 13, pages 223-274,
National Bureau of Economic Research, Inc.
- Simon Gilchrist & Charles Himmelberg, 1998. "Investment, Fundamentals and Finance," NBER Working Papers 6652, National Bureau of Economic Research, Inc.
- Wooldridge, Jeffrey M., 2007.
"Inverse probability weighted estimation for general missing data problems,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
- Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers 05/04, Institute for Fiscal Studies.
- Malikov, Emir, 2016. "Estimating Multi-Product Production Functions and Productivity using Control Functions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235108, Agricultural and Applied Economics Association.
- Xu Qin & Guanglei Hong, 2017. "A Weighting Method for Assessing Between-Site Heterogeneity in Causal Mediation Mechanism," Journal of Educational and Behavioral Statistics, , vol. 42(3), pages 308-340, June.
- Michel Dumont & Glenn Rayp & Olivier Thas & Peter Willemé, 2005.
"Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 421-433, June.
- M. Dumont & G. Rayp & P. Willemé & O. Thas, 2003. "Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/172, Ghent University, Faculty of Economics and Business Administration.
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Cindy R. Alexander & Mark A. Chen & Duane J. Seppi & Chester S. Spatt, 2009. "The Role of Advisory Services in Proxy Voting," NBER Working Papers 15143, National Bureau of Economic Research, Inc.
- Hugo Bodory & Lorenzo Camponovo & Martin Huber & Michael Lechner, 2020.
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