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Data transformation and forecasting in models with unit roots and cointegration

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Persistent link: https://www.econbiz.de/10001732255

Estimating a semi-parametric duration model without specifying heterogeneity

Hausman, Jerry A.; Woutersen, Tiemen - In: Journal of econometrics 178 (2014) 1, pp. 114-131

Persistent link: https://www.econbiz.de/10010255456

Estimating a semi-parametric duration model without specifying heterogeneity

Hausman, Jerry A.; Woutersen, Tiemen - 2013 - Rev.

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Increasing the power of specification tests

Woutersen, Tiemen; Hausman, Jerry A. - In: Journal of econometrics 211 (2019) 1, pp. 166-175

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Essays in honor of Jerry Hausman

Baltagi, Badi H. (ed.); Hill, Rufus Carter (ed.); … - 2012

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Bayesian analysis of misspecified models with fixed effects

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Identification and estimation of triangular simultaneous equations models without additivity

Imbens, Guido; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1481-1512

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Identification and estimation of triangular simultaneous equations models without additivity

Imbens, Guido; Newey, Whitney K. - 2002

Persistent link: https://www.econbiz.de/10001752921

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

Imbens, Guido W.; Newey, Whitney K. - 2021

This paper investigates identification and inference in a nonparametric structural model with instrumental variables and non-additive errors. We allow for non-additive errors because the unobserved heterogeneity in marginal returns that often motivates concerns about endogeneity of choices...

Persistent link: https://www.econbiz.de/10013233479

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

Imbens, Guido W. - 2002

Persistent link: https://www.econbiz.de/10012469361