On the Asymptotic Size of Subvector Tests in the Linear Instrumental Variables Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Patrik Guggenberger

Instrumental Variables Estimation of Large Demand Systems with an Application to Fruit and Vegetable Demand and Price Index

JOURNAL ARTICLE published 2023 in SSRN Electronic Journal

Authors: Shaonan Wang | Chen Zhen | Peyton Ferrier

A Simple Threshold Model of Theft

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Geoffrey Williams

A Simple Threshold Model of Theft

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Geoffrey Williams

Estimation of the Adequate Living Expenses Threshold During the Greek Crisis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Athanassios Petralias | Eirini Andriopoulou | Apostolos Fasianos

The Covariance Transformation And the Instrumental Variables Estimator of the Fixed Effects Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jeffrey L. Pliskin

General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Pavel Cizek

Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Michael Creel | Dennis Kristensen

Causal Effect of Physical Activity on Reducing the Risk of Dementia: Instrumental Variable Analysis Using 2013-16 Cohort Data from JAGES

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Koryu Sato | Naoki Kondo | Masamichi Hanazato | Taishi Tsuji | Katsunori Kondo

Tail Index Estimation: Quantile Driven Threshold Selection

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jon Danielsson | lerby murat ergun | Laurens de Haan | Casper G. de Vries

An Efficient Algorithm for the Estimation of a Mixture of Switching and Threshold Regressions

JOURNAL ARTICLE published 2024 in SSRN Electronic Journal

Authors: Srinivas Subramanya Tamvada | Ramamohan Rao

Estimation in Threshold Autoregressive Models with a Stationary and a Unit Root Regime

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jiti Gao | Dag Tjøstheim | Jiying Yin

Consistent Estimation, Variable Selection, and Forecasting in FAVAR Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: John C. Chao | Norman Rasmus Swanson

A Threshold Model of Urban Development

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Alberto Vesperoni | Paul Schweinzer

Consumer Choice with Consideration Set: Threshold Luce Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ruxian Wang

Estimation and Inference in Structural Threshold Regression: With an Application to Estimating the U.S. New Keynesian Phillips Curve

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Daniele Massacci

Bounded-Bias Robust Estimation in Generalized Linear Latent Variable Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Irini Moustaki | Maria-Pia Victoria-Feser

A Threshold Model for the Migration-Trade Link

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hisham S. Foad

A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: George Monokroussos

A Threshold Model for the Conditional Distribution of Stock Returns

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Daniele Massacci