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Robust estimators for the fixed effects panel data model
Bramati, Maria Caterina; Croux, Christophe - In: The econometrics journal 10 (2007) 3, pp. 521-540
Persistent link: https://www.econbiz.de/10003637606
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Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
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Maintaining parameter invariance in seemingly unrelated regressions estimation
Lillywhite, Jay Mitchell; Preckel, Paul V.; Eales, James S. - In: Applied economics letters 15 (2008) 4/6, pp. 405-409
Persistent link: https://www.econbiz.de/10003727432
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Mostly harmless econometrics : an empiricist's companion
Angrist, Joshua D.; Pischke, Jörn-Steffen - 2009
Persistent link: https://www.econbiz.de/10003728713
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Median-unbiased estimation in DF-GLS regressions and the PPP puzzle
Lopez, Claude (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732675
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Quantiles for fractions and other mixed data
Machado, José A. F. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754746
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The regression discontinuity design : theory and applications
Imbens, Guido (contributor); Lemieux, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003645484
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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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A simple diagnostic test for Gaussian regression
Poirier, Dale J. - 1981
Persistent link: https://www.econbiz.de/10003652884
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M-quantile models with application to poverty mapping
Tzavidis, Nikos; Salvati, Nicola; Pratesi, Monica; … - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 3, pp. 393-411
Persistent link: https://www.econbiz.de/10003737678