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Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1639-1657
Persistent link: https://www.econbiz.de/10001688100
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Identification and inference in nonlinear difference-in-differences models
Athey, Susan; Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 2, pp. 431-497
Persistent link: https://www.econbiz.de/10003316411
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An efficient method of moments estimator for discrete choice models with choice-based sampling
Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 5, pp. 1187-1214
Persistent link: https://www.econbiz.de/10001131999
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Hájek inequalities, measures of leverage and the size of heteroskedasticity robust Wald tests
Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 4, pp. 971-977
Persistent link: https://www.econbiz.de/10001070936
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Asymptotic expansions of the information matrix test statistic
Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 3, pp. 787-815
Persistent link: https://www.econbiz.de/10001104909
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Identification and estimation of local average treatment effects
Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 2, pp. 467-475
Persistent link: https://www.econbiz.de/10001169515
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Information theoretic approaches to inference in moment condition models
Imbens, Guido - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001237570
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On the role of the propensity score in efficient semiparametric estimation of average treatment effects
Hahn, Jinyong - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 315-331
Persistent link: https://www.econbiz.de/10001237571
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An alternative estimator for the censored quantile regression model
Buchinsky, Moshe - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 653-671
Persistent link: https://www.econbiz.de/10001240757
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Likelihood ratio specification tests
Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 627-646
Persistent link: https://www.econbiz.de/10001221201