The following pages link to Handbook of econometrics. Vol. 5 (Q5959704):
Displaying 43 items.
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Identification of binary choice models with social interactions (Q280266) (← links)
- Inference in a synchronization game with social interactions (Q301960) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Model uncertainty and energy technology policy: the example of induced technical change (Q342234) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- A structural model of firm and industry evolution: evidence from Chile (Q433695) (← links)
- Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Are private schools better than public schools? Appraisal for Ireland by methods for observational studies (Q652340) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- Estimating features of a distribution from binomial data (Q737897) (← links)
- Comparison of two treatments and inconsistency of bootstrap (Q1046221) (← links)
- Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Joint hypothesis tests for multidimensional inequality indices (Q1668190) (← links)
- Nonparametric estimates of the clean and dirty energy substitutability (Q1787620) (← links)
- Multiple groups identification in the linear-in-means model (Q1929390) (← links)
- The small sample performance of the Wald test in the sample selection model under the multicollinearity problem (Q1929444) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes (Q2082462) (← links)
- The inextricable association of measurement errors and tax evasion as examined through a microanalysis of survey data matched with fiscal data: a case study (Q2111332) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- Joint asymptotics for semi-nonparametric regression models with partially linear structure (Q2352744) (← links)
- A variable addition test for exogeneity in structural threshold models (Q2440139) (← links)
- Estimation of sample selection models with two selection mechanisms (Q2445818) (← links)
- Inference of bidders' risk attitudes in ascending auctions with endogenous entry (Q2451773) (← links)
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)
- Measurement error in imputation procedures (Q2512348) (← links)
- Estimating a semi-parametric duration model without specifying heterogeneity (Q2512603) (← links)
- COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY (Q2786684) (← links)
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION (Q2801994) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Estimation of tobit-type models with individual specific effects (Q4512507) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)
- Bayesian inference for random coefficient dynamic panel data models (Q5138648) (← links)
- Simultaneous equations with binary outcomes and social interactions (Q5860936) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- A life-cycle model with ambiguous survival beliefs (Q5963297) (← links)
- Financial events risk assessment based on historical data analysis (Q6159092) (← links)
