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Dynamic valuation decomposition within stochastic economies
Hansen, Lars Peter - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 911-967
Persistent link: https://www.econbiz.de/10009629023
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Testing for stochastic monotonicity
Lee, Sokbae; Linton, Oliver; Whang, Yoon-jae - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 2, pp. 585-602
Persistent link: https://www.econbiz.de/10003841300
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Accuracy of numerical solutions using the Euler equation residuals
Santos Santos, Manuel - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1377-1402
Persistent link: https://www.econbiz.de/10001527501
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Computing the distributions of economic models via simulation
Stachurski, John; Martin, Vance - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 2, pp. 443-450
Persistent link: https://www.econbiz.de/10003726595
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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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The complexity of forecast testing
Fortnow, Lance; Vohra, Rakesh V. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 93-105
Persistent link: https://www.econbiz.de/10003866979
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Unconditional quantile regressions
Firpo, Sérgio Pinheiro; Fortin, Nicole Marie; Lemieux, … - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 953-973
Persistent link: https://www.econbiz.de/10003867003
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Binary response models for panel data : identification and information
Chamberlain, Gary - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 159-168
Persistent link: https://www.econbiz.de/10003989159
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Identification of marginal effects in nonseparable models without monotonicity
Hoderlein, Stefan; Mammen, Enno - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 5, pp. 1513-1518
Persistent link: https://www.econbiz.de/10003539915
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On the asymptotic optimality of empirical likelihood for testing moment restrictions
Kitamura, Yuichi; Santos, Andres; Shaikh, Azeem M. - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 1, pp. 413-423
Persistent link: https://www.econbiz.de/10009507905