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scientific article; zbMATH DE number 4163990

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The determinants of cumulative endogeneity bias in multivariate analysis
Quasi-experimental and experimental approaches to environmental economics
Statistical challenges in the analysis of cosmic microwave background radiation
Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test
Testing procedures for detection of linear dependencies in efficiency models
Tests of bias in log-periodogram regression
A Hausman-type test to detect the presence of influential outliers in regression analysis
Misspecified models with dependent observations
Model specification tests. A simultaneous approach
Least absolute deviations estimation for the censored regression model
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
A test of static equilibrium models and rates of return to quasi-fixed factors, with an application to the Bell system
Self-selection biases in correlational studies based on questionnaires
Censored regression quantiles
Testing strategies for model specification
Generalized method of moments specification testing
A note on the equivalence of specification tests in the two-factor multivariate variance components model
On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
Bivariate alternatives to the Tobit model
A simplified approach to M-estimation with application to two-stage estimators
Regression-based specification tests for the multinomial logit model
Structural time series modeling: A Bayesian approach
Specifying and testing econometric models for rank-ordered data
Specification tests for distributional assumptions in the Tobit model
A note on specification tests for the multinomial logit model
Statistical inference in non-nested econometric models
Limited information estimators and exogeneity tests for simultaneous probit models
A comment on the use of auxiliary or surrogate outcome data
Unobservable individual effects in unbalanced panel data
Stochastic production frontiers and panel data: A latent variable framework
Small sample considerations in estimation from panel data
Full-information estimates of a nonlinear macroeconometric model
Diagnostic testing and evaluation of maximum likelihood models
Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
Some aspects of testing non-nested hypotheses
Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
Effects of misspecification of lag structure in certain two-variable distributed lag models
Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
Nonlinear models, rescaling and test invariance
Tests of overidentification and predeterminedness in simultaneous equation models
Exogeneity tests in a truncated structural equation
Prediction in the context of the variance-components model
A cointegration approach to estimating preference parameters
Hypothetical--actual bid calibration of a multigood auction
Pitfalls in testing for long run relationships
Misclassification of the dependent variable in a discrete-response setting
Distribution-free estimation of some nonlinear panel data models
Testing for autocorrelation in the presence of lagged dependent variables
Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models
Approximate generalized extreme value models of discrete choice
Asymptotic robustness of tests of overidentification and predeterminedness
Specification tests in simultaneous equations systems
A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property
Weighted generalized least squares estimation for complex survey data
Testing for the exogeneity of real income in models of the poverty process. Evidence from post-independence India
Nonlinear errors in variables estimation of some Engel curves
Effective federal individual income tax functions: A specification search
Does uncertainty influence the number of firms in an industry?
Does the AIDS epidemic threaten economic growth?
Assessing the productive benefits of nutrition and health: An integrated human capital approach
Higher moment estimators for linear regression models with errors in the variables
Model specification and endogeneity
Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results
Effects on inference of pretesting the exogeneity of a regressor
Bootstrapping Hausman's exogeneity test
Confounding and collapsibility in causal inference
Choice as an alternative to control in observational studies. (With comments and a rejoinder).
Detecting and testing causality in linear econometric models
Religion and human capital.
Aggregation bias in the economic model of crime.
Dealing with bottled water expenditures data with zero observations: A semiparametric specification
Systemic risk, financial markets, and performance of financial institutions
Approaches for event history analysis based on complex longitudinal survey data
Maximum likelihood estimation of spatially and serially correlated panels with random effects
Consistent inference in fixed-effects stochastic frontier models
Nonparametric testing for smooth structural changes in panel data models
Hausman-type tests for individual and time effects in the panel regression model with incomplete data
A Stein-like estimator for linear panel data models
Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights
A dynamic model of bank valuation
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
A specification test for models estimated by the Cragg estimator
Equivalence properties of the Hausman statistic based on a generalized inverse
Random-intercept misspecification in generalized linear mixed models for binary responses
Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Misspecification of noncausal order in autoregressive processes
Specification tests based on MCMC output
Tests of specification for parametric and semiparametric models
A Hausman specification test based on root-\(N\)-consistent semiparametric estimators
Stratified partial likelihood estimation
OLS or GLS in the presence of specification error? An expected loss approach
Two-step two-stage least squares estimation in models with rational expectations
Information, addiction, and `bad choices': Lessons from a century of cigarettes
Robust and consistent estimation of nonlinear errors-in-variables models
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Specification issues and confidence intervals in unilateral price effects analysis
On a simultaneous equations pre-test estimator
Minimax estimation with random coefficients: Theory and application to stock returns
Specification testing in panel data with instrumental variables

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