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Härdle, Wolfgang; Horowitz, Joel - 1998

Modern econometrics requires implementation of highly specialized software. In contrast to mathematical arguments used in implementing new econometric techniques the corresponding software algorithms require specific platforms. The specialization of hardware and software, in fact, seriously...

Persistent link: https://www.econbiz.de/10009578024

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

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

Inferences from parametric and non-parametric covariance matrix estimation procedures

Den Haan, Wouter J.; Levin, Andrew T. - 1996

Persistent link: https://www.econbiz.de/10000945146

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

Treatment effects for discrete outcomes when responses to treatment vary among observationally identical persons : an application to Norwegian vocational rehabilitation programs

Aakvik, Arild; Heckman, James J.; Vytlacil, Edward - 2000

Persistent link: https://www.econbiz.de/10001515193

Instrumental variables, selection models, and tight bounds on the average treatment effect

Heckman, James J.; Vytlacil, Edward - 2000

Persistent link: https://www.econbiz.de/10001507899

Robust covariance matrix estimation with data-dependent var prewhitening order

Den Haan, Wouter J.; Levin, Andrew T. - 2000

Persistent link: https://www.econbiz.de/10001489979

Robust adaptive estimation of dimension reduction space

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001918932

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026