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Klein, Roger W.; Shen, Chan - In: Econometric theory 26 (2010) 6, pp. 1683-1718

Persistent link: https://www.econbiz.de/10008738344

The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results

Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208

Persistent link: https://www.econbiz.de/10008839928

Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models

Iglesias, Emma M.; Linton, Oliver - In: Econometric theory 23 (2007) 6, pp. 1136-1161

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Estimation of household tap water demand function with correction for sample selection bias

Yoo, Seung-hoon - In: Applied economics letters 14 (2007) 13/15, pp. 1079-1082

Persistent link: https://www.econbiz.de/10003606843

Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects

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Persistent link: https://www.econbiz.de/10003676667

Effects of rotation group bias on estimation of unemployment

Solon, Gary - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 105-109

Persistent link: https://www.econbiz.de/10003682839

On statistical inference under selection bias

Mandel, Michael Jeffrey; Rinott, Yosef - 2007

Persistent link: https://www.econbiz.de/10003686142

A theoretical approach to inference based on maximum observations

Qing, Li - 2004

Persistent link: https://www.econbiz.de/10003387283

Bias corrections for two-step fixed effects panel data estimators

Fernández-Val, Iván (contributor); … - 2007

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …

Persistent link: https://www.econbiz.de/10003540299

Robust priors in nonlinear panel data models

Arellano, Manuel (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003525314