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A penalty function approach to bias reduction in nonlinear panel models with fixed effects
Bester, C. Alan; Hansen, Christian Bailey - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10003885737
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On the specification of propensity scores, with applications to the analysis of trade policies
Millimet, Daniel L.; Tchernis, Rusty - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 397-415
Persistent link: https://www.econbiz.de/10003893885
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The econometrics of piecewise-linear budget constraints : a Monte Carlo study
Bernstein Megdal, Sharon - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 243-238
Persistent link: https://www.econbiz.de/10003490649
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Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey; McDonald, James B.; Newey, … - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 13-25
Persistent link: https://www.econbiz.de/10003992787
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Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos; Olmo, Jose - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 78-89
Persistent link: https://www.econbiz.de/10003625239
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Improved errors-in-variables estimators for grouped data
Devereux, Paul J. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 3, pp. 278-287
Persistent link: https://www.econbiz.de/10003496977
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Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
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Local Whittle analysis of stationary fractional cointegration and the implied-realized volatility relation
Nielsen, Morten Ørregaard - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 427-446
Persistent link: https://www.econbiz.de/10003566055
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Multivariate stochastic volatility via Wishart processes: a comment
Rinnergschwentner, Wolfgang; Tappeiner, Gottfried; … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 164
Persistent link: https://www.econbiz.de/10009558917