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The performance of performance standards
Heckman, James J.; Heinrich, Carolyn J.; Smith, Jeffrey A. - 2002
Persistent link: https://www.econbiz.de/10001677415
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Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
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Handbook of econometrics ; Vol. 5
Heckman, James J. (contributor) - 2001 - 1. ed.
Persistent link: https://www.econbiz.de/10001627129
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413478
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Causal parameters and policy analysis in economics : a twentieth century retrospective
Heckman, James J. - 1999
Persistent link: https://www.econbiz.de/10001415118
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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - 2001
Persistent link: https://www.econbiz.de/10001640371
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Treatment effects for discrete outcomes when responses to treatment vary among observationally identical persons : an application to Norwegian vocational rehabilitation programs
Aakvik, Arild; Heckman, James J.; Vytlacil, Edward - 2000
Persistent link: https://www.econbiz.de/10001515193
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Simple estimators for treatment parameters in a latent variable framework with an application to estimating the returns to schooling
Heckman, James J.; Tobias, Justin L.; Vytlacil, Edward - 2000
Persistent link: https://www.econbiz.de/10001520893
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Instrumental variables, selection models, and tight bounds on the average treatment effect
Heckman, James J.; Vytlacil, Edward - 2000
Persistent link: https://www.econbiz.de/10001507899
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Local instrumental variables
Heckman, James J.; Vytlacil, Edward - 2000
Persistent link: https://www.econbiz.de/10001470565