Annals issue in honor of Jerry A. Hausman. Editors' introduction
DOI10.1016/J.JECONOM.2018.12.001zbMATH Open1415.00025OpenAlexW2903716931WikidataQ128785090 ScholiaQ128785090MaRDI QIDQ2000840FDOQ2000840
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Publication date: 1 July 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.001
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Cites Work
- On the structure of IV estimands
- Marginal deadweight loss when the income tax is nonlinear
- A Hausman test for the presence of market microstructure noise in high frequency data
- Constructive identification in some nonseparable discrete choice models
- Missing dependent variables in fixed-effects models
- Labour supply and taxation with restricted choices
- An econometric life
- Jerry Hausman
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Nonseparable multinomial choice models in cross-section and panel data
- Is the FDA too conservative or too aggressive?: a Bayesian decision analysis of clinical trial design
- Correlated random effects models with unbalanced panels
- Increasing the power of specification tests
- A model-free consistent test for structural change in regression possibly with endogeneity
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Three-stage semi-parametric inference: control variables and differentiability
- Convolution without independence
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