Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity

JOURNAL ARTICLE published September 1999 in Econometrica

Authors: Joel L. Horowitz

Estimation of a Roy/Search/Compensating Differential Model of the Labor Market

JOURNAL ARTICLE published 2020 in Econometrica

Authors: Christopher Taber | Rune Vejlin

Specification Analysis in the Estimation of Parameters of a Simultaneous Equation Model with Autoregressive Residuals

JOURNAL ARTICLE published April 1966 in Econometrica

Authors: Takeshi Amemiya

Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model

JOURNAL ARTICLE published September 1972 in Econometrica

Authors: T. Kloek

Inference in Nonparametric Instrumental Variables With Partial Identification

JOURNAL ARTICLE published 2012 in Econometrica

Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model

JOURNAL ARTICLE published January 1973 in Econometrica

Authors: W. Oberhofer | J. Kmenta

The Estimation of Income and Substitution Effects in a Model of Family Labor Supply

JOURNAL ARTICLE published January 1974 in Econometrica

Authors: Orley Ashenfelter | James Heckman

Errors of Measurement and Least Squares Estimation in a Simple Recursive Model of Dynamic Equilibrium

JOURNAL ARTICLE published April 1966 in Econometrica

Authors: Dennis J. Aigner

Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function

JOURNAL ARTICLE published March 2001 in Econometrica

Authors: Joel L. Horowitz

OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated

JOURNAL ARTICLE published January 1981 in Econometrica

Authors: T. Kloek

Instrumental Models and Indirect Encompassing

JOURNAL ARTICLE published May 1998 in Econometrica

Authors: Geert Dhaene | Christian Gourieroux | Oliver Scaillet

Instrumental Variables Regression with Weak Instruments

JOURNAL ARTICLE published May 1997 in Econometrica

Authors: Douglas Staiger | James H. Stock

A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model

JOURNAL ARTICLE published January 1975 in Econometrica

Authors: Hilmar Drygas

Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation

JOURNAL ARTICLE published March 1981 in Econometrica

Authors: A. Ronald Gallant | Alberto Holly

Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas

JOURNAL ARTICLE published July 1966 in Econometrica

Authors: Pietro Balestra | Marc Nerlove

A Test of Exogeneity Without Instrumental Variables in Models With Bunching

JOURNAL ARTICLE published 2015 in Econometrica

Authors: Carolina Caetano

The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems

JOURNAL ARTICLE published May 1977 in Econometrica

Authors: David F. Hendry | Frank Srba

Random Effects Estimators with many Instrumental Variables

JOURNAL ARTICLE published January 2004 in Econometrica

Authors: Gary Chamberlain | Guido Imbens

Using Instrumental Variables for Inference About Policy Relevant Treatment Parameters

JOURNAL ARTICLE published 2018 in Econometrica

Authors: Magne Mogstad | Andres Santos | Alexander Torgovitsky

A General Approximation to the Distribution of Instrumental Variables Estimates

JOURNAL ARTICLE published January 1971 in Econometrica

Authors: J. D. Sargan | W. M. Mikhail