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Sieve quasi likelihood ratio inference on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2013
Persistent link: https://www.econbiz.de/10009746488
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Rescaled methods-of-moments estimation for the Box-Cox regression model
Powell, James - In: Economics letters 51 (1996) 3, pp. 259-265
Persistent link: https://www.econbiz.de/10001200995
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Estimation of semiparametric models
Powell, James - 1994
Persistent link: https://www.econbiz.de/10001327605
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Semiparametric estimation of censored selection models
Powell, James - In: Nonlinear statistical modeling : proceedings of the …, (pp. 165-196). 2000
Persistent link: https://www.econbiz.de/10001649792
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Identification and asymptotic approximations : three examples of progress in econometric theory
Powell, James - In: The journal of economic perspectives : EP ; a journal … 31 (2017) 2, pp. 107-124
Persistent link: https://www.econbiz.de/10011741516
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Discussion of "What is a standard error?"
Powell, James - In: Journal of econometrics 237 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014471497
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Identification and estimation of "irregular" correlated Random coefficient models
Graham, Bryan S.; Powell, James - 2008
Persistent link: https://www.econbiz.de/10003778751
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Pairwise difference estimators for nonlinear models
Honoré, Bo E.; Powell, James - In: Identification and inference for econometric models : …, (pp. 520-553). 2005
Persistent link: https://www.econbiz.de/10003352622
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The incidental parameter problem in a non-differentiable panel data model
Graham, Bryan S.; Hahn, Jinyong; Powell, James - In: Economics letters 105 (2009) 2, pp. 181-182
Persistent link: https://www.econbiz.de/10003899822
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The ET interview: Takeshi Amemiya
Amemiya, Takeshi; Powell, James - In: Econometric theory 23 (2007) 1, pp. 155-181
Persistent link: https://www.econbiz.de/10003407426