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Bias of a Value-at-Risk Estima...
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Fernández-Val, Iván
4
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Phillips, Peter C. B.
3
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3
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219
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133
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ECONIS (ZBW)
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1
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai
;
Jong, Robert M. de
;
Lee, Lung-fei
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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2
The effect of college curriculum on earnings : an affinity identifier for non-ignorable non-response
bias
Hamermesh, Daniel S.
;
Donald, Stephen G.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 479-491
Persistent link: https://www.econbiz.de/10003774688
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3
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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4
Parameter estimation and
bias
correction for diffusion processes
Tang, Cheng Yong
;
Chen, Song Xi
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10003833732
Saved in:
5
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji
;
Hayakawa, Kazuhiko
- In:
Journal of econometrics
149
(
2009
)
2
,
pp. 118-135
Persistent link: https://www.econbiz.de/10003833777
Saved in:
6
Fixed effects estimation of structural parameters and marginal effects in panel probit models
Fernández-Val, Iván
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10003847513
Saved in:
7
A specification test for the propensity score using its distribution conditional on participation
Shaikh, Azeem M.
;
Simonsen, Marianne
;
Vytlacil, Edward
; …
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10003855073
Saved in:
8
Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong
;
Ullah, Aman
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
Saved in:
9
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
Saved in:
10
Bias
in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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