The following pages link to (Q5822350):
Displayed 47 items.
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- The ontological status of shocks and trends in macroeconomics (Q516204) (← links)
- Estimating the return to training and occupational experience: the case of female immigrants (Q530918) (← links)
- A user-knowledge-based variable selection method for limited information maximum likelihood using principal components (Q673734) (← links)
- On the reliability of quasi-t-statistics: Some Monte Carlo results (Q806891) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Causal inference in statistics: an overview (Q975575) (← links)
- Submodel estimation of a structural vector error correction model under cointegration (Q1128783) (← links)
- Decision rules for the choice of structural equations (Q1170000) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- First-order identification in linear models (Q1250671) (← links)
- Specification tests in simultaneous equations systems (Q1341189) (← links)
- Identification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choice (Q1574224) (← links)
- The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems (Q1845606) (← links)
- Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India (Q1867761) (← links)
- Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
- Past, present and future of econometrics (Q1909364) (← links)
- A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (Q1918163) (← links)
- Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
- Disturbance variance estimation in simulataneous equations by k-class method (Q2265254) (← links)
- Zeitreihenprognosen nach dem Kettenprinzip (Q2395699) (← links)
- Determinants of firm-level domestic sales and exports with spillovers: evidence from China (Q2398613) (← links)
- The use of factor analysis in the statistical analysis of multiple time series (Q2543567) (← links)
- Econometrics and psychometrics: A survey of communalities (Q2546764) (← links)
- ESCAPE DYNAMICS AND POLICY SPECIFICATION (Q2843402) (← links)
- Structural inference of the parameters of the heteroscedastic simultaneous equation model (Q3352345) (← links)
- More on monotone instrumental variables (Q3406059) (← links)
- 'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004 (Q3429901) (← links)
- Das Einfachheitspostulat in Wissenschaftstheorie und Ökonometrie (Q3936078) (← links)
- JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS (Q4554605) (← links)
- Challenges for Panel Financial Analysis (Q4558820) (← links)
- LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993 (Q4561963) (← links)
- Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352) (← links)
- A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances (Q4864199) (← links)
- MEASUREMENT ERRORS IN DYNAMIC MODELS (Q4979937) (← links)
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (Q5177925) (← links)
- CAUSAL ANALYSIS AFTER HAAVELMO (Q5177926) (← links)
- TRYGVE HAAVELMO AND THE EMERGENCE OF CAUSAL CALCULUS (Q5177927) (← links)
- MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION (Q5177928) (← links)
- HAAVELMO’S CONTRIBUTIONS TO SIMULTANEOUS-EQUATIONS ESTIMATION (Q5247352) (← links)
- TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION (Q5247353) (← links)
- CONSOLIDATION OF THE HAAVELMO-COWLES COMMISSION RESEARCH PROGRAM (Q5247354) (← links)
- Normalization in Econometrics (Q5292349) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- Finite underidentification (Q6199633) (← links)