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ECONIS (ZBW)
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1
A practitioner's approach to estimating intertemporal relationships using longitudinal data : lessons from applications in wage dynamics
MaCurdy, Thomas E.
-
2007
Persistent link: https://www.econbiz.de/10003601697
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2
Flexible estimation of treatment effect parameters
MaCurdy, Thomas E.
;
Chen, Xiaohong
;
Hong, Han
- In:
The American economic review
101
(
2011
)
3
,
pp. 544-551
Persistent link: https://www.econbiz.de/10009267004
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3
Improved beta approximation to the critical point of the Durbin-Watson test statistic
Ryu, Keunkwan
- In:
Seoul journal of economics
4
(
1991
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001110875
Saved in:
4
Consistent, positive definite covariance matrix estimation of Heckman's two-step estimators
Ryu, Keunkwan
- In:
Journal of economic theory and econometrics : journal …
2
(
1996
)
2
,
pp. 65-75
Persistent link: https://www.econbiz.de/10001561226
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5
Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics
MaCurdy, Thomas E.
-
1981
We examine the implications of arbitrage in a market with many assets. The absence of arbitrage opportunities implies that the linear functionals that give the mean and cost of a portfolio are continuous; hence there exist unique portfolios that represent these functionals. The mean variance...
Persistent link: https://www.econbiz.de/10012478435
Saved in:
6
Instrumental-variable estimation of an error-components model
Amemiya, Takeshi
;
Macurdy, Thomas E.
- In:
Econometrica : journal of the Econometric Society, an …
54
(
1986
)
4
,
pp. 869-880
Persistent link: https://www.econbiz.de/10003468790
Saved in:
7
Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics
MaCurdy, Thomas E.
-
2022
We examine the implications of arbitrage in a market with many assets. The absence of arbitrage opportunities implies that the linear functionals that give the mean and cost of a portfolio are continuous; hence there exist unique portfolios that represent these functionals. The mean variance...
Persistent link: https://www.econbiz.de/10013308360
Saved in:
8
Monotonicity of Chi-Square Test Statistics
Ryu, Keunkwan
-
2003
This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is plugged into the test statistic, the degrees of freedom of the resulting chi-square test statistic monotonically increase
Persistent link: https://www.econbiz.de/10014078615
Saved in:
9
Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas
- In:
Handbook of econometrics : volume 6A
,
(pp. 4057-4167)
.
2007
This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic relationships within a longitudinal data setting. The discussion surveys approaches for characterizing the micro dynamics of continuous dependent variables both over time and across...
Persistent link: https://www.econbiz.de/10014024953
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