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Internet based econometric computing
Härdle, Wolfgang; Horowitz, Joel - 1998
Persistent link: https://www.econbiz.de/10000992256
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The cure can be worse than the disease : a cautionary tale regarding instrumental variables
Bound, John; Jaeger, David A.; Baker, Regina - 1993
Persistent link: https://www.econbiz.de/10000878824
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Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment
Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994
Persistent link: https://www.econbiz.de/10000884776
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Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.; Watson, Mark W. - 1996
Persistent link: https://www.econbiz.de/10000945159
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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Econometric mixture models and more general models for unobservables in duration analysis
Heckman, James J.; Taber, Christopher - 1994
Persistent link: https://www.econbiz.de/10000913801
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Semiparametric additive indices for binary response and generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - 1998
Persistent link: https://www.econbiz.de/10000998098
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
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Smoothed L-estimation of regression function
Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001751576