| Publication | Date of Publication | Type |
|---|
ML and GMM with concentrated instruments in the static panel data model
Econometric Reviews | 2022-03-04 | Paper |
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Econometric Theory | 2018-12-14 | Paper |
Simple many-instruments robust standard errors through concentrated instrumental variables
Economics Letters | 2018-08-29 | Paper |
Symmetry-based inference in an instrumental variable setting
Journal of Econometrics | 2016-06-03 | Paper |
Jackknife instrumental variable estimation with heteroskedasticity
Journal of Econometrics | 2015-05-06 | Paper |
ARBITRAGE SMOOTHING IN FITTING A SEQUENCE OF YIELD CURVES
International Journal of Theoretical and Applied Finance | 2009-11-09 | Paper |
Instrumental variable estimation based on grouped data
Statistica Neerlandica | 2005-09-01 | Paper |
Exact inference for the linear model with groupwise heteroscedastic spherical disturbances.
Journal of Econometrics | 2003-04-02 | Paper |
Generic global identification in factor analysis
Linear Algebra and its Applications | 1998-01-07 | Paper |
The isotropic scaling problem in generalized Procrustes analysis
Computational Statistics and Data Analysis | 1997-08-31 | Paper |
On IV, GMM and ML in a dynamic panel data model
Economics Letters | 1997-02-27 | Paper |
Counting rules for identification in linear structural models
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
Proxies versus omitted variables in regression analysis
Linear Algebra and its Applications | 1996-08-21 | Paper |
Some clarifications of the TUCKALS2 algorithm applied to the IDIOSCAL problem
Psychometrika | 1996-02-13 | Paper |
Identification of simultaneous equation models with measurement error: a computerized evaluation
Statistica Neerlandica | 1995-11-20 | Paper |
Counting rules for identification in linear structural models
Computational Statistics and Data Analysis | 1995-08-17 | Paper |
| scientific article; zbMATH DE number 728197 (Why is no real title available?) | 1995-02-28 | Paper |
Alternative Approximations to the Distributions of Instrumental Variable Estimators
Econometrica | 1994-09-18 | Paper |
On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form
Econometrica | 1990-01-01 | Paper |
Identification in restricted factor models and the evaluation of rank conditions
Journal of Econometrics | 1989-01-01 | Paper |
Albert's theorem applied to problems of efficiency and MSE superiority
Statistica Neerlandica | 1989-01-01 | Paper |
The positive semidefiniteness of partitioned matrices
Linear Algebra and its Applications | 1988-01-01 | Paper |
The rank of reduced dispersion matrices
Psychometrika | 1987-01-01 | Paper |
Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of all Variables
Econometrica | 1987-01-01 | Paper |
Identification of linear stochastic models with covariance restrictions
Journal of Econometrics | 1986-01-01 | Paper |
Comment on Identification in the Linear Errors in Variables Model
Econometrica | 1986-01-01 | Paper |
A note on the identification of restricted factor loading matrices
Psychometrika | 1986-01-01 | Paper |
ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES
Statistica Neerlandica | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3919616 (Why is no real title available?) | 1984-01-01 | Paper |
