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Sequential moment restrictions in panel data
Chamberlain, Gary - 1991
Persistent link: https://www.econbiz.de/10000826162
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Asset pricing in multiperiod securities markets
Chamberlain, Gary - 1988
Persistent link: https://www.econbiz.de/10000758432
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Feedback in panel data models
Chamberlain, Gary - 1993
Persistent link: https://www.econbiz.de/10000876515
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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Rothschild, Michael; Chamberlain, Gary - 1982
Economics
Persistent link: https://www.econbiz.de/10009431908
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Comment on "Decision theory applied to an instrumental variables model"
Chamberlain, Gary - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1565
Persistent link: https://www.econbiz.de/10003797082
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Decision theory applied to linear panel data model
Chamberlain, Gary; Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 107-133
Persistent link: https://www.econbiz.de/10003866981
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Decision theory applied to an instrumental variables model
Chamberlain, Gary - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 3, pp. 609-652
Persistent link: https://www.econbiz.de/10003473289
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Binary response models for panel data : identification and information
Chamberlain, Gary - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 159-168
Persistent link: https://www.econbiz.de/10003989159
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Arbitrage, factor structure, and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - 1982
Persistent link: https://www.econbiz.de/10009571475
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Arbitrage, factor structure, and mean-variance analysis on large asset markets
Chamberlain, Gary; Rothschild, Michael - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 5, pp. 1281-1304
Persistent link: https://www.econbiz.de/10001984557