Normalization in Econometrics (Q5292349): Difference between revisions

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+W2167407616
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+Q3796553
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+Origins of the limited information maximum likelihood and two-stage least squares estimators
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+Computational and Inferential Difficulties with Mixture Posterior Distributions
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+Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.
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+Consistent Estimation with a Large Number of Weak Instruments
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+Bayesian Limited Information Analysis of the Simultaneous Equations Model
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+Bayesian Full Information Analysis of Simultaneous Equations
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+Bayesian reduced rank regression in econometrics
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+A New Specification Test for the Validity of Instrumental Variables
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Wald's Test as Applied to Hypotheses in Logit Analysis
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+Statistical analysis of cointegration vectors
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+Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
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+Q5822350
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+Bayesian inference for finite mixtures of generalized linear models with random effects
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+Identification of Binary Response Models
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+Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
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+Identification in Parametric Models
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+ON THE MOMENTS OF ORDER STATISTICS IN SAMPLES FROM NORMAL POPULATIONS
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+Error Bands for Impulse Responses
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+Instrumental Variables Regression with Weak Instruments
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+Dealing With Label Switching in Mixture Models
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+BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
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+Bayesian point estimation of the cointegration space
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+A Gibbs sampler for structural vector autoregressions
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+Likelihood preserving normalization in multiple equation models
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