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Bootstrap inference for fixed-effect models
Higgins, Ayden; Jochmans, Koen - 2022 - This version: April 5, 2022
Persistent link: https://www.econbiz.de/10013184462
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Identification of mixtures of dynamic discrete choices
Higgins, Ayden; Jochmans, Koen; Verardi, Vincenzo - 2021
Persistent link: https://www.econbiz.de/10012698503
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Bootstrap inference for fixed-effect models
Higgins, Ayden; Jochmans, Koen - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10014534921
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Identification of mixtures of dynamic discrete choices
Higgins, Ayden; Jochmans, Koen - In: Journal of econometrics 237 (2023) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
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Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden; Martellosio, Federico - In: Journal of econometrics 233 (2023) 1, pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
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Multiplicative-error models with sample selection
Jochmans, Koen - In: Journal of econometrics 184 (2015) 2, pp. 315-327
Persistent link: https://www.econbiz.de/10011339324
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The variance of a rank estimator of transformation models
Jochmans, Koen - In: Economics letters 117 (2012) 1, pp. 168-169
Persistent link: https://www.econbiz.de/10009697864
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Pairwise-comparison estimation with non-parametric controls
Jochmans, Koen - In: The econometrics journal 16 (2013) 3, pp. 340-372
Persistent link: https://www.econbiz.de/10010253635
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First-differencing in panel data models with incidental functions
Jochmans, Koen - In: The econometrics journal 17 (2014) 3, pp. 373-382
Persistent link: https://www.econbiz.de/10010498714
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Testing for correlation in error-component models
Jochmans, Koen - 2019
Persistent link: https://www.econbiz.de/10012692618