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When to control for covariates? : Panel asymptotics for estimates of treatment effects
Angrist, Joshua D.; Hahn, Jinyong - In: The review of economics and statistics 86 (2004) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10002017295
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A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
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How much should we trust differences-in-differences estimates?
Bertrand, Marianne; Duflo, Esther; Mullainathan, Sendhil - In: The quarterly journal of economics 119 (2004) 1, pp. 249-275
Persistent link: https://www.econbiz.de/10001947084
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - 2000
Persistent link: https://www.econbiz.de/10001503370
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001489979
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When to control for covariates? : Panel-asymptotic results for estimates of treatment effects
Angrist, Joshua D.; Hahn, Jinyong - 1999
Persistent link: https://www.econbiz.de/10001462173
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Instrumental variable estimation based on mean absolute deviation
Sakata, Shinichi - 1998
Persistent link: https://www.econbiz.de/10001410152
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Zähldatenmodelle für korrelierte abhängige Daten
Million, Andreas - 1999 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001410773
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Computation of the maximum rank correlation estimator
Abrevaya, Jason - In: Economics letters 62 (1999) 3, pp. 279-285
Persistent link: https://www.econbiz.de/10001398683
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A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10001756564