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Structural measurement errors in nonseparable models
Hoderlein, Stefan; Winter, Joachim - In: Journal of econometrics 157 (2010) 2, pp. 432-440
Persistent link: https://www.econbiz.de/10008662984
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Structural measurement errors in nonseparable models
Hoderlein, Stefan; Winter, Joachim - In: Journal of econometrics 157 (2010) 2, pp. 432-441
Persistent link: https://www.econbiz.de/10008433390
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Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian; Hurd, Michael D.; Rooij, Maarten van; … - In: Journal of econometrics 231 (2022) 1, pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
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Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
Börsch-Supan, Axel - In: Journal of econometrics 58 (1993) 3, pp. 347-368
Persistent link: https://www.econbiz.de/10001149096
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Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
Börsch-Supan, Axel; Hajivassiliou, Vassilis A. - In: Journal of econometrics 58 (1993) 3, pp. 347-368
Persistent link: https://www.econbiz.de/10006805266