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Measuring the unidentified parameter of the extended Roy model of selectivity
Vijverberg, Wim P. M. - In: Journal of econometrics 57 (1993) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10001142531
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Estimating long-run relationships in economics : a comparison of different approaches
Inder, Brett A. - In: Journal of econometrics 57 (1993) 1, pp. 53-68
Persistent link: https://www.econbiz.de/10001142532
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Quadratic mode regression
Lee, Myoung-jae - In: Journal of econometrics 57 (1993) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001142535
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Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
Hussey, Robert Miller - In: Journal of econometrics 51 (1992) 1, pp. 217-231
Persistent link: https://www.econbiz.de/10001118267
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Deciding between the common and private value paradigms in empirical models of auctions
Paarsch, Harry J. - In: Journal of econometrics 51 (1992) 1, pp. 191-215
Persistent link: https://www.econbiz.de/10001118269
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Bayes inference in the Tobit censored regression model
Chib, Siddhartha - In: Journal of econometrics 51 (1992) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10001118271
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Median regression for ordered discrete response
Lee, Myoung-jae - In: Journal of econometrics 51 (1992) 1, pp. 59-77
Persistent link: https://www.econbiz.de/10001118272
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Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
Sueyoshi, Glenn T. - In: Journal of econometrics 51 (1992) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10001118273
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Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality
Evans, Merran - In: Journal of econometrics 51 (1992) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10001118274
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ARCH models in finance
Engle, Robert F. (contributor) - In: Journal of econometrics 52 (1992) 1, pp. 1-311
Persistent link: https://www.econbiz.de/10001121076