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Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
Szroeter, Jerzy - In: Journal of econometrics 64 (1994) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10001166435
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The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses
Szroeter, Jerzy - In: Econometric theory 8 (1992) 4, pp. 553-569
Persistent link: https://www.econbiz.de/10001137676
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Identification of structural dynamic discrete choice models
Chen, Le-Yu - 2009
This paper presents new identification results for the class of structural dynamic discrete choice models that are built upon the framework of the structural discrete Markov decision processes proposed by Rust (1994). We demonstrate how to semiparametrically identify the deep structural...
Persistent link: https://www.econbiz.de/10003838971
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Semiparametric identification of structural dynamic optimal stopping time models
Chen, Le-Yu (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428381
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Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
Chen, Le-Yu - In: Econometric theory 33 (2017) 3, pp. 551-577
Persistent link: https://www.econbiz.de/10011810036
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Some results on small-sample rejection probabilities of the Davidson-Mackinnon test for separate linear models
Szroeter, Jerzy - 1994
Persistent link: https://www.econbiz.de/10000896920
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An analytic lower bound on the true finite-sample size of the J-test of non-nested regression models
Szroeter, Jerzy - 1993
Persistent link: https://www.econbiz.de/10000896927
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Quasi Akaike and quasi Schwarz criteria for model selection : a surprising consistency result
Giombini, Germana; Szroeter, Jerzy - In: Economics letters 95 (2007) 2, pp. 259-266
Persistent link: https://www.econbiz.de/10003460474
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Gross non-normality and the quality of a simple approximation to the p-value of a routine test of non-nested regressions
Szroeter, Jerzy - 1998
Persistent link: https://www.econbiz.de/10001426430