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Risk of Bayesian infernece in misspecified models, and the sandwich covariance matrix
Müller, Ulrich K. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 5, pp. 1805-1849
Persistent link: https://www.econbiz.de/10010230633
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Intersection bounds : estimation and inference
Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 2, pp. 667-737
Persistent link: https://www.econbiz.de/10009752302
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Set identified linear models
Bontemps, Christian; Magnac, Thierry; Maurin, Eric - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1129-1155
Persistent link: https://www.econbiz.de/10009629018
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Comment on "Constrained optimization approaches to estimation of structural models"
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370
Persistent link: https://www.econbiz.de/10011552255
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A stopping rule for the computation of generalized method of moments estimators
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 4, pp. 913-931
Persistent link: https://www.econbiz.de/10001221881
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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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Frontiers of stochastically nondominated portfolios
Ruszczyński, Andrzej P.; Vanderbei, Robert J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1287-1297
Persistent link: https://www.econbiz.de/10001792669
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Asymptotic variance of semiparametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 315-340
Persistent link: https://www.econbiz.de/10009719102
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Eigenvalue ratio test for the number of factors
Ahn, Seung Chan; Horenstein, Alex R. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 3, pp. 1203-1227
Persistent link: https://www.econbiz.de/10009763126
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Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 3, pp. 885-925
Persistent link: https://www.econbiz.de/10002095843