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A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M.; Crépon, Bruno; Kramarz, Francis; … - 1995
Persistent link: https://www.econbiz.de/10000935025
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Imposing moment restrictions from auxiliary data by weighting
Imbens, Guido; Hellerstein, Judith K. - 1996
Persistent link: https://www.econbiz.de/10000945151
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Monotone instrumental variables with an application to the returns to schooling
Manski, Charles F.; Pepper, John V. - 1998
Persistent link: https://www.econbiz.de/10000985898
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Bayesian inference and portfolio efficiency
Kandel, Shmuel; McCulloch, Robert E.; Stambaugh, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000913805
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - 1994
Persistent link: https://www.econbiz.de/10000920895
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Estimating multiple-discrete choice models : an application to computerization returns
Hendel, Igal - 1994
Persistent link: https://www.econbiz.de/10000920930
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Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1995
Persistent link: https://www.econbiz.de/10000920966
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Hierarchical Bayes models with many instrumental variables
Chamberlain, Gary; Imbens, Guido - 1996
Persistent link: https://www.econbiz.de/10001590475