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Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata
Gardner, John - In: Econometric reviews 39 (2020) 10, pp. 1014-1041
Persistent link: https://www.econbiz.de/10012406205
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Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
Ramalho, Esmeralda A.; Ramalho, Joaquim J. S. - In: Econometric reviews 36 (2017) 4, pp. 397-420
Persistent link: https://www.econbiz.de/10011795227
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Efficient estimation with missing data and endogeneity
Rai, Bhavna - In: Econometric reviews 42 (2023) 2, pp. 220-239
Persistent link: https://www.econbiz.de/10014305502
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A simple estimator for binary choice models with endogenous regressors
Dong, Yingying; Lewbel, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 82-105
Persistent link: https://www.econbiz.de/10011373308
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GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei; Wang, Yuqin - In: Econometric reviews 41 (2022) 6, pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
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Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
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Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong; Wang, Ying - In: Econometric reviews 39 (2020) 3, pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
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Inference for shared-frailty survival models with left-truncated data
Berg, Gerard J. van den; Drepper, Bettina - In: Econometric reviews 35 (2016) 5/7, pp. 1075-1098
Persistent link: https://www.econbiz.de/10011591020
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A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992