Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #51 to #100.

The polynomial aggregated AR(1) model*: Label: en
Simulation‐based tests for heteroskedasticity in linear regression models: Some further results: Label: en
A bootstrap approach to moment selection: Label: en
Dynamic adjustment cost models with forward‐looking behaviour: Label: en
Semiparametric estimation of single‐index hazard functions without proportional hazards: Label: en
Size matters: covariance matrix estimation under the alternative: Label: en
A mixture‐distribution factor model for multivariate outliers: Label: en
A mixture‐distribution factor model for multivariate outliers: Label: en
Expectations hypotheses tests at Long Horizons: Label: en
Expectations hypotheses tests at Long Horizons: Label: en
Robust estimators for the fixed effects panel data model: Label: en
Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models: Label: en
The Tobit model with a non‐zero threshold: Label: en
On the sensitivity of the restricted least squares estimators to covariance misspecification: Label: en
Estimation of impulse response functions using long autoregression: Label: en
Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet‐multinomial regression: Label: en
Two‐stage estimation of limited dependent variable models with errors‐in‐variables: Label: en
Bayesian inference for the mixed conditional heteroskedasticity model: Label: en
Propensity score matching without conditional independence assumption—with an application to the gender wage gap in the United Kingdom: Label: en
Numerical integration‐based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models: Label: en
Method of moment estimation in the COGARCH(1,1) model: Label: en
A model selection method for S‐estimation: Label: en
Selection correction in panel data models: An application to the estimation of females' wage equations: Label: en
On the inconsistency of the unrestricted estimator of the information matrix near a unit root: Label: en
Estimating option implied risk‐neutral densities using spline and hypergeometric functions: Label: en
Semiparametric competing risks analysis: Label: en
Editorial: Label: en
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods: Label: en
A simple and robust estimator for linear regression models with strictly exogenous instruments: Label: en
Oracle and adaptive false discovery rate controlling methods for one‐sided testing: theory and application in treatment effect evaluation: Label: en
Simpler bootstrap estimation of the asymptotic variance ofU‐statistic‐based estimators: Label: en
Double/debiased machine learning for treatment and structural parameters: Label: en
Editorial: Label: en
Trading networks: Label: en
Peer effects in bedtime decisions among adolescents: a social network model with sampled data: Label: en
Estimation of social-influence-dependent peer pressure in a large network game: Label: en
Sparse estimation of huge networks with a block‐wise structure: Label: en
Identification of peer effects through social networks using variance restrictions: Label: en
My friend far, far away: a random field approach to exponential random graph models: Label: en
Multiple fixed effects in binary response panel data models: Label: en
Editorial: Label: en
A note on sufficiency in binary panel models: Label: en
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors: Label: en
A sequential test for the specification of predictive densities: Label: en
Indirect inference in spatial autoregression: Label: en
Semi‐linear mode regression: Label: en
A survey of some recent applications of optimal transport methods to econometrics: Label: en
Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions: Label: en
Nonparametric regression with nearly integrated regressors under long-run dependence: Label: en
Change point tests in functional factor models with application to yield curves: Label: en