INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS

JOURNAL ARTICLE published 10 November 2022 in Econometric Theory

Authors: Federico Carlini | Patrick Gagliardini

The two-variable regression model

BOOK CHAPTER published 21 June 2012 in Econometric Modeling

ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE

JOURNAL ARTICLE published October 2017 in Econometric Theory

Authors: Hiroaki Kaido

SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION

JOURNAL ARTICLE published 8 February 2024 in Econometric Theory

Authors: Chaohua Dong | Yundong Tu

GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS

JOURNAL ARTICLE published December 2008 in Econometric Theory

Authors: Pavel Čížek

ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS

JOURNAL ARTICLE published June 2013 in Econometric Theory

Authors: Dong Li | Shiqing Ling | Wai Keung Li

Estimation of Causal Effects with a Binary Treatment Variable: A Unified M-Estimation Framework

JOURNAL ARTICLE published 24 April 2024 in Journal of Econometric Methods

Research funded by Deutsche Forschungsgemeinschaft (CRC TRR 190)

Authors: Derya Uysal

Instrumental Variables Estimation in Large Heterogeneous Panels with Multifactor Structure

JOURNAL ARTICLE published 18 December 2019 in Journal of Econometric Methods

Research funded by Australian Research Council (DP0985432)

Authors: Giovanni Forchini | Bin Jiang | Bin Peng

On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis

JOURNAL ARTICLE published September 1991 in Econometric Theory

Authors: Mervyn J. Silvapulle

Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors

BOOK CHAPTER published 24 June 1988 in Dynamic Econometric Modeling

Authors: Charles Bates | Halbert White

A Multivariate Threshold Varying Conditional Correlations Model

JOURNAL ARTICLE published 11 November 2009 in Econometric Reviews

Authors: W. Kwan | W. K. Li | K. W. Ng

Unanticipated Macro Model Estimation

JOURNAL ARTICLE published December 1985 in Econometric Theory

Change of Variable in Density Functions

OTHER published 28 December 2012 in Econometric Modelling with Time Series

Theory and Applications of TAR Model with Two Threshold Variables

JOURNAL ARTICLE published March 2012 in Econometric Reviews

Authors: Haiqiang Chen | Terence Tai-Leung Chong | Jushan Bai

Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models

JOURNAL ARTICLE published 18 November 2008 in Econometric Reviews

Authors: Yongjae Kwon | Hamparsum Bozdogan | Halima Bensmail

Unanticipated Macro Model Estimation

JOURNAL ARTICLE published February 1987 in Econometric Theory

Authors: A. Ullah

Coherency Conditions in a Simultaneous Equations Model with an Interval-Censored Endogenous Variable

JOURNAL ARTICLE published February 1997 in Econometric Theory

Authors: S.K. Sapra

An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model

JOURNAL ARTICLE published January 1993 in Econometric Theory

Authors: Paul Rilstone

Automatic variable selection for semiparametric spatial autoregressive model

JOURNAL ARTICLE published 14 September 2023 in Econometric Reviews

Research funded by Natural Science Foundation of Hunan Province (2022JJ30368) | Scientific Research Fund of Hunan Provincial Education Department (22A0040) | National Natural Science Foundation of China (11801168, 12071124) | Discovery (RG/PIN06466-2018)

Authors: Fang Lu | Sisheng Liu | Jing Yang | Xuewen Lu

An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model

JOURNAL ARTICLE published March 1994 in Econometric Theory

Authors: Roy E. Bailey