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The Amiti-Weinstein estimator : an equivalence result
Tielens, Joris; Van Hove, Jan - In: Economics letters 151 (2017), pp. 19-22
Persistent link: https://www.econbiz.de/10011742124
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Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok; Lee, Goeun - In: Economics letters 220 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
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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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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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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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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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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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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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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
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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