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Robust standard errors in small samples : some practical advice
Imbens, Guido; Kolesar, Michal - 2012
Persistent link: https://www.econbiz.de/10009670738
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Monte Carlo techniques in studying robust estimators
Hoaglin, David C. - 1973
Persistent link: https://www.econbiz.de/10000646438
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Monte Carlo for robust regression : the swindle unmasked
Holland, Paul W. - 1973
Persistent link: https://www.econbiz.de/10002858094
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Robustness of productivity estimates
Van Biesebroeck, Johannes - 2004
Persistent link: https://www.econbiz.de/10001941687
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009
Persistent link: https://www.econbiz.de/10003909988
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10009767519
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What are we weighting for?
Solon, Gary; Haider, Steven; Wooldridge, Jeffrey M. - 2013
Persistent link: https://www.econbiz.de/10009729806
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How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A. - 2003
Persistent link: https://www.econbiz.de/10001752968
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Measuring the sensitivity of parameter estimates to sample statistics
Gentzkow, Matthew Aaron; Shapiro, Jesse M. - 2014
Persistent link: https://www.econbiz.de/10010441894
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The bidder exclusion effect
Coey, Dominic; Larsen, Bradley J.; Sweeney, Kane - 2014
Persistent link: https://www.econbiz.de/10010419836