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A Bayesian approach to small domain estimation
Lui, Kung-Jong - In: Journal of official statistics : JOS ; an international … 5 (1989) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10001080049
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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Data loss from pretest to posttest as a sample selection problem
Becker, William E. - In: The review of economics and statistics 72 (1990) 1, pp. 184-188
Persistent link: https://www.econbiz.de/10001085564
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Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
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On the choice of a selection-model when estimating regression models with selectivity
Rendtel, Ulrich - 1992
Persistent link: https://www.econbiz.de/10000143604
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Zagadnienia estymacji złożonej w badaniach reprezentacyjnych opartych na próbach rotacyjnych
Kowalczyk, Barbara - 2013
Persistent link: https://www.econbiz.de/10011414490
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Zagadnienia estymacji złożonej w badaniach reprezentacyjnych opartych na próbach rotacyjnych
Kowalczyk, Barbara - 2013
Persistent link: https://www.econbiz.de/10010492181
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - In: Journal of applied econometrics 29 (2014) 7, pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
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Estimating and testing dynamic corporate finance models
Bazdresch, Santiago; Kahn, R. Jay; Whited, Toni Marion - In: The review of financial studies 31 (2018) 1, pp. 322-361
Persistent link: https://www.econbiz.de/10011924631