The following pages link to Econometrica (Q58373):
Displaying 50 items.
- Determining the Number of Factors in Approximate Factor Models (Q58376) (← links)
- Large Sample Properties of Generalized Method of Moments Estimators (Q61354) (← links)
- Regression Quantiles (Q61847) (← links)
- Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations (Q63506) (← links)
- Inferential Theory for Factor Models of Large Dimensions (Q67091) (← links)
- Quantile Factor Models (Q67099) (← links)
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models (Q70139) (← links)
- Stepwise Multiple Testing as Formalized Data Snooping (Q72800) (← links)
- A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator (Q73015) (← links)
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (Q74050) (← links)
- Identification and Inference in Nonlinear Difference-in-Differences Models (Q74515) (← links)
- Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D (Q77142) (← links)
- Optimal Test for Markov Switching Parameters (Q78591) (← links)
- Estimating and Testing Linear Models with Multiple Structural Changes (Q79868) (← links)
- Maximum Likelihood Methods for Models of Markets in Disequilibrium (Q82854) (← links)
- Estimating Vector Autoregressions with Panel Data (Q83292) (← links)
- Automobile Prices in Market Equilibrium (Q86416) (← links)
- Semi-Nonparametric Maximum Likelihood Estimation (Q89225) (← links)
- A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685) (← links)
- Estimating Regression Models with Multiplicative Heteroscedasticity (Q90719) (← links)
- A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models (Q90743) (← links)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747) (← links)
- Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (Q90782) (← links)
- Sample Selection Bias as a Specification Error (Q94625) (← links)
- Efficient Semiparametric Estimation of Quantile Treatment Effects (Q98043) (← links)
- Inference for Iterated GMM Under Misspecification (Q98318) (← links)
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (Q100557) (← links)
- GMM, GEL, Serial Correlation, and Asymptotic Bias (Q100559) (← links)
- A Test of the Efficiency of a Given Portfolio (Q104053) (← links)
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331) (← links)
- The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages (Q112645) (← links)
- Maximum Likelihood Specification Testing and Conditional Moment Tests (Q115748) (← links)
- Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods (Q117591) (← links)
- Estimation of Relationships for Limited Dependent Variables (Q117593) (← links)
- Structural Equations, Treatment Effects, and Econometric Policy Evaluation1 (Q121446) (← links)
- Identification and Estimation of Local Average Treatment Effects (Q121449) (← links)
- Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters (Q121452) (← links)
- Estimating the Technology of Cognitive and Noncognitive Skill Formation (Q125376) (← links)
- Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (Q125805) (← links)
- Least Squares Model Averaging (Q134086) (← links)
- The Dynamics of Productivity in the Telecommunications Equipment Industry (Q136056) (← links)
- On the Pooling of Time Series and Cross Section Data (Q136635) (← links)
- Specification Tests in Econometrics (Q136637) (← links)
- Inference on Counterfactual Distributions (Q140893) (← links)
- The Nonparametric Approach to Demand Analysis (Q143604) (← links)
- Unconditional Quantile Regressions (Q149790) (← links)
- Identification Properties of Recent Production Function Estimators (Q149889) (← links)
- The Estimation of a Simultaneous Equation Generalized Probit Model (Q151654) (← links)
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score (Q152025) (← links)
- The Model Confidence Set (Q153516) (← links)
