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Reduced rank regression for blocks of simultaneous equations
Anderson, Theodore W. - In: Journal of econometrics 135 (2006) 1/2, pp. 55-76
Persistent link: https://www.econbiz.de/10003376077
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Estimating a class of triangular simultaneous equations models without exclusion restrictions
Klein, Roger W.; Vella, Francis - In: Journal of econometrics 154 (2010) 2, pp. 154-164
Persistent link: https://www.econbiz.de/10003940090
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Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
Dufour, Jean-Marie; Taamouti, Mohamed - In: Journal of econometrics 139 (2007) 1, pp. 133-153
Persistent link: https://www.econbiz.de/10003516740
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A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian; … - In: Journal of econometrics 150 (2009) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
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Statistical inference for panel dynamic simultaneous equations models
Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 189 (2015) 2, pp. 383-396
Persistent link: https://www.econbiz.de/10011504565
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Jeffreys prior analysis of the simultaneous equations model in the case with n + 1 endogenous variables
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 111 (2002) 2, pp. 251-283
Persistent link: https://www.econbiz.de/10001715747
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Estimation of simultaneous systems of spatially interrelated cross sectional equations
Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of econometrics 118 (2004) 1/2, pp. 27-50
Persistent link: https://www.econbiz.de/10001822948
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
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Likelihood preserving normalization in multiple equation models
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 114 (2003) 2, pp. 329-347
Persistent link: https://www.econbiz.de/10001750813