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1
Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
Ahn, Hyungtaik
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10001178180
Saved in:
2
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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3
The precision of subjective data and the explanatory power of economic models
Drerup, Tilman H.
;
Enke, Benjamin
;
Gaudecker, …
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 378-389
Persistent link: https://www.econbiz.de/10011917272
Saved in:
4
An efficient decomposition of the
expectation
of the maximum for the multivariate normal and related distributions
Eggleston, Jonathan
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 120-133
Persistent link: https://www.econbiz.de/10011705236
Saved in:
5
Annals issue: subjective expectations & probabilities in economics
2022
Persistent link: https://www.econbiz.de/10013441966
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6
Beliefs about public debt and the demand for government spending
Roth, Christopher
;
Settele, Sonja
;
Wohlfart, Johannes
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 165-187
Persistent link: https://www.econbiz.de/10013441975
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7
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
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8
Estimation of complier expected shortfall treatment effects with a binary instrumental variable
Wei, Bo
;
Tan, Kean Ming
;
He, Xuming
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10015073859
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9
Statistical approximation of high-dimensional climate models
Miftakhova, Alena
;
Judd, Kenneth L.
;
Lontzek, Thomas
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10012438105
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10
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
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