The following pages link to Journal of Econometric Methods (Q312336):
Displayed 50 items.
- Non-standard tests through a composite null and alternative in point-identified parameters (Q312337) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Multivariate fractional regression estimation of econometric share models (Q312345) (← links)
- On the robustness of coefficient estimates to the inclusion of proxy variables (Q312348) (← links)
- Bivariate non-normality in the sample selection model (Q312350) (← links)
- On the implications of essential heterogeneity for estimating causal impacts using social experiments (Q312351) (← links)
- Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
- Quantile regression with clustered data (Q312355) (← links)
- Estimation and inference in an ecological inference model (Q312357) (← links)
- Spatial errors in count data regressions (Q312360) (← links)
- Exogenous treatment and endogenous factors: vanishing of omitted variable bias on the interaction term (Q312362) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
- Bounding a linear causal effect using relative correlation restrictions (Q312368) (← links)
- An algorithm to estimate the two-way fixed effects model (Q312370) (← links)
- Nonparametric instrumental variable estimation in practice (Q312371) (← links)
- Teaching nonparametric econometrics to undergraduates (Q312373) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Root-\(n\) consistent kernel density estimation in practice (Q1669819) (← links)
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights (Q1669821) (← links)
- Competing risks copula models for unemployment duration: an application to a German Hartz reform (Q1669823) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- A simple estimator for dynamic models with serially correlated unobservables (Q1669828) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- Regression discontinuity with errors in the running variable: effect on truthful margin (Q1669831) (← links)
- Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
- Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (Q1669834) (← links)
- Time on the market and probability of sale using a generalized geometric hazard model (Q2121822) (← links)
- Subgraph network random effects error components models: specification and testing (Q2121823) (← links)
- Modeling qualitative outcomes by supplementing participant data with general population data: a new and more versatile approach (Q2121824) (← links)
- Biases in maximum simulated likelihood estimation of bivariate models (Q2121826) (← links)
- Entropy balancing for continuous treatments (Q2121828) (← links)
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings (Q2121829) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- How accurately do structural asymmetric first-price auction estimates represent true valuations? (Q2181485) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
- Monte Carlo evidence on the estimation method for industry dynamics (Q2181490) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- An empirical undergraduate introduction to estimating consumer preferences using ride choices at Disneyland (Q2181492) (← links)
- Regression-based causal analysis from the potential outcomes perspective (Q2181493) (← links)
- Measuring benchmark damages in antitrust litigation: extensions and practical implications (Q2181494) (← links)
- Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work? (Q2312950) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Exponential regression of fractional-response fixed-effects models with an application to firm capital structure (Q2312953) (← links)
- Local semi-parametric efficiency of the Poisson fixed effects estimator (Q2312955) (← links)
- Working with data: two empiricists' experience (Q2312958) (← links)
- Linearly transforming variables in the VAR model, how does it change the impulse response? (Q2312960) (← links)
- Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis (Q2312961) (← links)