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1
Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence
Gregory, Allan W.
;
Lamarche, Jean-François
;
Smith, …
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 213-233
Persistent link: https://www.econbiz.de/10001651284
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2
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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3
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
Saved in:
4
A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models
Skeels, Christopher L.
;
Vella, Francis
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 275-294
Persistent link: https://www.econbiz.de/10001400170
Saved in:
5
Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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6
Bootstrap confidence bands for shrinkage estimators
Kazimi, Camilla
;
Brownstone, David
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 99-127
Persistent link: https://www.econbiz.de/10001353788
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7
Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D. F.
;
Tzavalis, Elias
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 201-226
Persistent link: https://www.econbiz.de/10001382078
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8
Block recursion and structural vector autoregressions
Zha, Tao
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10001382134
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9
Efficient method of moments estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
;
Chung, Hyung-Jin
;
Sørensen, Bent E.
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
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10
Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
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