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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - 2015
Persistent link: https://www.econbiz.de/10011516996
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Estimating log models: to transform or not to transform?
Manning, Willard G.; Mullahy, John - In: Journal of health economics 20 (2001) 4, pp. 461-494
Persistent link: https://www.econbiz.de/10001592562
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Econometric analysis of cross section and panel data ; [Hauptbd.]
Wooldridge, Jeffrey M. - 2002
Persistent link: https://www.econbiz.de/10001663524
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Regression models for categorical dependent variables using stata
Long, J. Scott; Freese, Jeremy - 2003 - Rev. ed.
Persistent link: https://www.econbiz.de/10001780415
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A model-free test for reduced rank in multivariate regression
Cook, R. Dennis; Setodji, C. Messan - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 340-351
Persistent link: https://www.econbiz.de/10001785231
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Estimating log models to transform or not to transform?
Manning, Willard G.; Mullahy, John - 1999
Persistent link: https://www.econbiz.de/10001437677
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Nonlinear prediction of conditional percentiles for value-at-risk
Chang, Isaac J. - In: Glucksman fellowship program student research reports. 1999
Persistent link: https://www.econbiz.de/10001467190
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A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter - 1987
Persistent link: https://www.econbiz.de/10001383153
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Solutions manual and supplementary materials for Econometric analysis of cross section and panel data
Wooldridge, Jeffrey M. - 2003
Persistent link: https://www.econbiz.de/10001752640
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Notes on the construction of geometric representations of confidence intervals of ratios using Stata, Gauss and Eviews
Hirschberg, Joseph G. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003814853