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Instrumental variable estimation with heteroskedasticity and many instruments

Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - In: Quantitative economics : QE ; journal of the … 3 (2012) 2, pp. 211-255

Persistent link: https://www.econbiz.de/10009611873

Evaluating market power using competitive benchmark prices instead of the Herfindahl-Hirschman index

Hausman, Jerry A.; Sidak, J. Gregory - In: Antitrust law journal 74 (2007) 2, pp. 387-407

Persistent link: https://www.econbiz.de/10003829889

A Bayesian mixed logit-probit model for multinomial choice

Burda, Martin (contributor); Harding, Matthew (contributor); … - 2008

In this paper we introduce a new flexible mixed model for multinomial discrete choice where the key individual- and alternative-specific parameters of interest are allowed to follow an assumptionfree nonparametric density specification while other alternative-specific coefficients are assumed to...

Persistent link: https://www.econbiz.de/10003746887

Using a Laplace approximation to estimate the random coefficients logit model by nonlinear least squares

Harding, Matthew C.; Hausman, Jerry A. - In: Economics to econometrics : contributions in honor of …, (pp. 1311-1328). 2007

Persistent link: https://www.econbiz.de/10003721344

CPI bias from supercenters : does the BLS know that Wal-Mart exists?

Hausman, Jerry A.; Leibtag, Ephraim - 2004

Persistent link: https://www.econbiz.de/10002188410

Estimation with weak instruments : accuracy of higher-order bias and MSE approximations

Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - In: The econometrics journal 7 (2004) 1, pp. 272-306

Persistent link: https://www.econbiz.de/10002122089

Estimating a semi-parametric duration model without specifying heterogeneity

Hausman, Jerry A. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003219719

Using merger simulation models: testing the underlying assumptions

Hausman, Jerry A.; Leonard, Gregory K. - In: International journal of industrial organization 23 (2005) 9/10, pp. 693-698

Persistent link: https://www.econbiz.de/10003226534

Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Harding, Matthew C. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003264017

Asymptotic properties of the Hahn-Hausman test for weak-instruments

Hausman, Jerry A.; Stock, James H.; Yogo, Motohiro - In: Economics letters 89 (2005) 3, pp. 333-342

Persistent link: https://www.econbiz.de/10003183609

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