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1
Consistency of the least squares estimator in threshold regression with endogeneity
Yu, Ping
- In:
Economics letters
131
(
2015
),
pp. 41-46
Persistent link: https://www.econbiz.de/10011422546
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2
Covariate measurement and endogeneity
Millimet, Daniel L.
- In:
Economics letters
136
(
2015
),
pp. 59-63
Persistent link: https://www.econbiz.de/10011435826
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3
Sheep in wolf's clothing : using the least squares criterion for quantile estimation
Chen, Heng
- In:
Economics letters
125
(
2014
)
3
,
pp. 426-431
Persistent link: https://www.econbiz.de/10010506524
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4
Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
Lu, Cuicui
;
Schmidt, Peter
- In:
Economics letters
116
(
2012
)
3
,
pp. 538-540
Persistent link: https://www.econbiz.de/10009674886
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5
Testing of the mean reversion parameter in continuous time models
Iglesias, Emma M.
- In:
Economics letters
122
(
2014
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10010395196
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6
Estimating a random-coefficients sample-selection model generalized maximum entropy
Peeters, Ludo
- In:
Economics letters
84
(
2004
)
1
,
pp. 87-92
Persistent link: https://www.econbiz.de/10002095821
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7
Adaptive estimation of AR∞ models with time-varying variances
Zhang, Erhua
;
Wu, Jilin
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511135
Saved in:
8
Time-invariant regressors under fixed effects : simple identification via a proxy variable
Bělín, Matěj
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500400
Saved in:
9
Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Economics letters
171
(
2018
),
pp. 218-221
Persistent link: https://www.econbiz.de/10012021807
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10
Almost unbiased variance estimation in linear regressions with many covariates
Anatolyev, Stanislav
- In:
Economics letters
169
(
2018
),
pp. 20-23
Persistent link: https://www.econbiz.de/10012019507
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