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Inventories, Time on the Market and Prices in an Economy with Uncertain and Sequential Trade: Theory and an Empirical Test.

Horowitz, J.L.; Eden, B. - Department of Economics, Tippie College of Business - 1995

Persistent link: https://www.econbiz.de/10005819505

Identification and Robustness in the Presence of Errors in Data.

Horowitz, J.L.; Manski, C.F. - Department of Economics, Tippie College of Business - 1992

Persistent link: https://www.econbiz.de/10005819523

Corrections and Blocking Rules for the Block Bootstrap with Dependent Data.

Hall, P.; Horowitz, J.L. - Department of Economics, Tippie College of Business - 1993

Persistent link: https://www.econbiz.de/10005755349

Semiparametric Estimation of Regression Models for Panel Data.

Horowitz, J.L.; Markatou, M. - Department of Economics, Tippie College of Business - 1993

Persistent link: https://www.econbiz.de/10005755352

What Can Be Learned About Population Parameters when the Data Are Contaminated.

Horowitz, J.L.; Manski, C.F. - Department of Economics, Tippie College of Business - 1995

Persistent link: https://www.econbiz.de/10005755353

Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations.

Horowitz, J.L.; Manski, C.F. - Department of Economics, Tippie College of Business - 1995

Persistent link: https://www.econbiz.de/10005755354

Bootstrap Methods in Econometrics: Theory and Numerical Performance.

Horowitz, J.L. - Department of Economics, Tippie College of Business - 1995

Persistent link: https://www.econbiz.de/10005755356

Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable.

Horowitz, J.L. - Department of Economics, Tippie College of Business - 1992

Persistent link: https://www.econbiz.de/10005755358

Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator.

Horowitz, J.L. - Department of Economics, Tippie College of Business - 1996

The smoothed maximum score estimator of the coefficient vector of a binary response model is consistent and asymptotically normal under weak distributional assumptions. However, the differences between the true and nominal levels of tests based on smoothed maximum score estimates can be very...

Persistent link: https://www.econbiz.de/10005560329

Bootstrap-Based Critical Values for the Information Matrix test.

Horowitz, J.L. - Department of Economics, Tippie College of Business - 1991

Persistent link: https://www.econbiz.de/10005560330