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Generalized moments estimation for spatial panel data
Druska, Viliam; Horrace, William C. - 2003
Persistent link: https://www.econbiz.de/10001748995
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Encompassing tests when no model is encompassing
West, Kenneth D. - 2000
Persistent link: https://www.econbiz.de/10001493289
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The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine; Mykland, Per A. - 2002
Persistent link: https://www.econbiz.de/10001663740
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Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin - 2007
Persistent link: https://www.econbiz.de/10003408900
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Moving the goalposts : addressing limited overlap in the estimation of average treatment effects by changing the estimand
Crump, Richard K.; Hotz, Vincent Joseph; Imbens, Guido; … - 2006
Persistent link: https://www.econbiz.de/10003390459
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Unconditional quantile regressions
Firpo, Sérgio Pinheiro; Fortin, Nicole Marie; Lemieux, … - 2007
Persistent link: https://www.econbiz.de/10003504373
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Edgeworth expansion for realized volatility and related estimators
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - 2005
Persistent link: https://www.econbiz.de/10003217402
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Heteroscedasticity diagnostics based on "corrected" standard errors
Leamer, Edward E. - 1991
Persistent link: https://www.econbiz.de/10013452198
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Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
Stock, James H. - 1991
Persistent link: https://www.econbiz.de/10013452202
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Instrumental variables estimation of average treatment effects in econometrics and epidemiology
Angrist, Joshua D. - 1991
Persistent link: https://www.econbiz.de/10013452206