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Small-sample inference with spatial HAC estimators
Dorn, Sabrina; Egger, Peter - In: Economics letters 125 (2014) 2, pp. 236-239
Persistent link: https://www.econbiz.de/10010505357
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On the use of robust regression in econometrics
Baldauf, Markus; Silva, João Santos - In: Economics letters 114 (2012) 1, pp. 124-127
Persistent link: https://www.econbiz.de/10009517264
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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
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Econometrics with system priors
Andrle, Michal; Plašil, Miroslav - In: Economics letters 172 (2018), pp. 134-137
Persistent link: https://www.econbiz.de/10012021958
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Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Mozharovskyi, Pavlo; Vogler, Jan - In: Economics letters 148 (2016), pp. 87-90
Persistent link: https://www.econbiz.de/10011619891
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A note on S2 in a spatially correlated error components regression model for panel data
Song, Seuck-heun; Lee, Jaejun - In: Economics letters 101 (2008) 1, pp. 41-43
Persistent link: https://www.econbiz.de/10003787455
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Sample selection models with a common dummy endogeneous regressor in simultaneous equations : a simple two-step estimation
Kim, Kyoo Il - In: Economics letters 91 (2006) 2, pp. 280-286
Persistent link: https://www.econbiz.de/10003327884
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Inference approaches for instrumental variable quantile regression
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Economics letters 95 (2007) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003460479
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A note on variable addition tests for linear and log-linear models
Godfrey, L. G.; Silva, João Santos - In: Economics letters 95 (2007) 3, pp. 422-427
Persistent link: https://www.econbiz.de/10003476363