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Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D.; Wong, Ka-fu; Anatolyev, Stanislav - 2007
heteroskedasticity. The technique uses approximating parametric models for the projection of right hand side variables onto the … instrument space, and for conditional heteroskedasticity and serial correlation of the disturbance. Use of parametric models …
Persistent link: https://www.econbiz.de/10003480167
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Using heteroscedasticity to estimate the returns to education
Hogan, Vincent; Rigobón, Roberto - 2002
Persistent link: https://www.econbiz.de/10001699256
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Identification through heteroskedasticity : measuring "contagion" between Argentinean and Mexican sovereign bonds
Rigobón, Roberto - 2000
Persistent link: https://www.econbiz.de/10001448423
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Accounting for persistence and volatility of good-level real exchange rates : the role of sticky information
Crucini, Mario J.; Shintani, Motosugu; Shintani, Mototsugu - 2008
Persistent link: https://www.econbiz.de/10003763469
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Identification and estimation of "irregular" correlated Random coefficient models
Graham, Bryan S.; Powell, James - 2008
Persistent link: https://www.econbiz.de/10003778751
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Estimating ricardian models with panel data
Massetti, Emanuele; Mendelsohn, Robert O. - 2011
Persistent link: https://www.econbiz.de/10009158813
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Moment inequalities for multinomial choice with fixed effects
Pakes, Ariel; Porter, Jack - 2016
Persistent link: https://www.econbiz.de/10011432273
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Panel data hedonics : Rosen's first stage and difference-in-differences as "sufficient statistics"
Banzhaf, H. Spencer - 2015
Persistent link: https://www.econbiz.de/10011347413
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Quantile regression with panel data
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2015
Persistent link: https://www.econbiz.de/10010510034
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Spatial errors in count data regressions
Bertanha, Marinho; Moser, Petra - 2014
Persistent link: https://www.econbiz.de/10010410732