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Two-step series estimation of sample selection models
Newey, Whitney K. - In: The econometrics journal 12 (2009), pp. 217-229
Persistent link: https://www.econbiz.de/10003876474
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Cointegration and sampling frequency
Chambers, Marcus J. - In: The econometrics journal 14 (2011) 2, pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
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A note on the estimation of mixture models under endogenous sampling
Silva, João Santos - In: The econometrics journal 6 (2003) 1, pp. 46-52
Persistent link: https://www.econbiz.de/10001781040
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High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok; Gørgens, Tue - In: The econometrics journal 24 (2021) 2, pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
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Estimation and inference on treatment effects under treatment-based sampling designs
Song, Kyungchul; Yu, Zhengfei - In: The econometrics journal 25 (2022) 3, pp. 554-575
Persistent link: https://www.econbiz.de/10013399762
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Testing for quantile sample selection
Corradi, Valentina; Gutknecht, Daniel - In: The econometrics journal 26 (2023) 2, pp. 147-173
Persistent link: https://www.econbiz.de/10014319284
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Estimating option implied risk-neutral densities using spline and hypergeometric functions
Bu, Ruijun; Hadri, Kaddour - In: The econometrics journal 10 (2007) 2, pp. 216-244
Persistent link: https://www.econbiz.de/10003559945
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Estimation with weak instruments : accuracy of higher-order bias and MSE approximations
Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - In: The econometrics journal 7 (2004) 1, pp. 272-306
Persistent link: https://www.econbiz.de/10002122089
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Bubble testing under polynomial trends
Wang, Xiaohu; Yu, Jun - In: The econometrics journal 26 (2023) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10013543273