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Closed-form identification of dynamic discrete choice models with proxies for unobserved state variables
Hu, Yingyao; Sasaki, Yuya - In: Econometric theory 34 (2018) 1, pp. 166-185
Persistent link: https://www.econbiz.de/10011950931
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Nonparametric identification using instrumental variables : sufficient conditions for completeness
Hu, Yingyao; Shiu, Ji-Liang - In: Econometric theory 34 (2018) 3, pp. 659-693
Persistent link: https://www.econbiz.de/10011951018
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Identification of paired nonseparable measurement error models
Hu, Yingyao; Sasaki, Yuya - In: Econometric theory 33 (2017) 4, pp. 955-979
Persistent link: https://www.econbiz.de/10011810222
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Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia; Shum, Matthew - In: Econometric theory 31 (2015) 3, pp. 493-520
Persistent link: https://www.econbiz.de/10011341915
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Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han; Preston, Bruce; Shum, Matthew - In: Econometric theory 19 (2003) 6, pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
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Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia; Shum, Matthew - In: Econometric theory 31 (2015) 3, pp. 493-520
Persistent link: https://www.econbiz.de/10011290909
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GENERALIZED EMPIRICAL LIKELIHOOD-BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
Hong, Han; Preston, Bruce; Shum, Matthew - In: Econometric theory 19 (2003) 6, pp. 923-943
Persistent link: https://www.econbiz.de/10006966507