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Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan; Fiebig, Denzil G.; Cripps, Edward; Kohn, … - In: The econometrics journal 12 (2009) 2, pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
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Multinomial probit estimation without nuisance parameters
Breslaw, Jon A. - In: The econometrics journal 5 (2002) 2, pp. 417-434
Persistent link: https://www.econbiz.de/10001713312
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EM algorithms for ordered probit models with endogenous regressors
Kawakatsu, Hiroyuki; Largey, Ann G. - In: The econometrics journal 12 (2009) 1, pp. 164-186
Persistent link: https://www.econbiz.de/10003842005
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On the sensitivity of the restricted least squares estimators to covariance misspecification
Wan, Alan T. K.; Zou, Guohua; Qin, Huaizhen - In: The econometrics journal 10 (2007) 3, pp. 471-487
Persistent link: https://www.econbiz.de/10003637591
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Robust estimators for the fixed effects panel data model
Bramati, Maria Caterina; Croux, Christophe - In: The econometrics journal 10 (2007) 3, pp. 521-540
Persistent link: https://www.econbiz.de/10003637606
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Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
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Estimating GARCH models : when to use what?
Huang, Da; Wang, Hansheng; Yao, Qiwei - In: The econometrics journal 11 (2008) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10003648603
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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
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A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10003648644