Sufficient Linear Structures: Econometric Applications
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(30)- Efficient estimation of limited dependent variable models with endogenous explanatory variables
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances
- Technological heterogeneity and corporate investment
- Another twist on the equality of OLS and GLS
- Linear sufficiency with respect to a given vector of parametric functions
- Partial GLS regression
- Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
- Revisiting the Great Moderation : policy or luck?
- Efficient simulation-based minimum distance estimation and indirect inference
- Validating and calibrating agent-based models: a case study
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors
- Imputation of Continuous Variables Missing at Random using the Method of Simulated Scores
- PARTIALLY SUPERFLUOUS OBSERVATIONS
- Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations
- REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS
- A new model for interdependent durations
- Time-deformation modeling of stock returns directed by duration processes
- Concentration ellipsoids, their planes of support, and the linear regression model
- Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
- Some notes on linear sufficiency
- Information flow dependence in financial markets
- Minimum Hellinger distance estimation of multivariate GARCH processes
- Late career job loss and the decision to retire
- On additive and block decompositions of WLSEs under a multiple partitioned regression model
- A dynamic model of entrepreneurship with borrowing constraints: theory and evidence
- Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
- Heterogeneous INAR(1) model with application to car insurance
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