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Taking a new contour : a novel approach to panel unit root tests
Chang, Yoosoon - In: Journal of econometrics 169 (2012) 1, pp. 15-28
Persistent link: https://www.econbiz.de/10009666773
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Estimating and testing a quantile regression model with interactive effects
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 178 (2014) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10010255458
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Non parametric analysis of panel data models with endogenous variables
Fève, Frédérique; Florens, Jean-Pierre - In: Journal of econometrics 181 (2014) 2, pp. 151-164
Persistent link: https://www.econbiz.de/10010473323
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Sieve instrumental variable quantile regression estimation of functional coefficient models
Su, Liangjun; Hoshino, Tadao - In: Journal of econometrics 191 (2016) 1, pp. 231-254
Persistent link: https://www.econbiz.de/10011598110
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Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
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Network and panel quantile effects via distribution regression
Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 240 (2024) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10015075113
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Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph; Mammen, Enno; Simoni, Anna - In: Journal of econometrics 219 (2020) 1, pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
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Estimation of models with grouped and ungrouped data by means of "2SLS"
Dhrymes, Phoebus J.; Lleras-Muney, Adriana - In: Journal of econometrics 133 (2006) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10003354221
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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152
Persistent link: https://www.econbiz.de/10003892732
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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.; Swanson, Norman R. - In: Journal of econometrics 137 (2007) 2, pp. 515-555
Persistent link: https://www.econbiz.de/10003441954