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Semiparametric instrumental variable estimation of treatment response models
Abadie, Alberto - In: Journal of econometrics 113 (2003) 2, pp. 231-263
Persistent link: https://www.econbiz.de/10001738895
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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A semiparametric cointegrating regression : investigating the effects of age distributions on consumption and saving
Park, Joon Y.; Shin, Kwanho; Whang, Yoon-jae - In: Journal of econometrics 157 (2010) 1, pp. 165-178
Persistent link: https://www.econbiz.de/10008661721
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Semi-nonparametric estimation of random coefficients logit model for aggregate demand
Lu, Zhentong; Shi, Xiaoxia; Tao, Jing - In: Journal of econometrics 235 (2023) 2, pp. 2245-2265
Persistent link: https://www.econbiz.de/10014471454
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College applications and the effect of affirmative action
Long, Mark C. - In: Journal of econometrics 121 (2004) 1/2, pp. 319-342
Persistent link: https://www.econbiz.de/10002094465
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Semiparametric efficient estimation of dynamic panel data models
Park, Byeong U.; Sickles, Robin C.; Simar, Léopold - In: Journal of econometrics 136 (2007) 1, pp. 281-301
Persistent link: https://www.econbiz.de/10003401658
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality
Carneiro, Pedro; Lee, Sokbae - In: Journal of econometrics 149 (2009) 2, pp. 191-208
Persistent link: https://www.econbiz.de/10003833787
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Causal effects of monetary shocks: semiparametric conditional independence tests with a multinomial propensity score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2008
Macroeconomists have long been concerned with the causal effects of monetary policy. When the identification of causal effects is based on a selection-on-observables assumption, non-causality amounts to the conditional independence of outcomes and policy changes. This paper develops a...
Persistent link: https://www.econbiz.de/10010270625