Instrumental variable estimation with heteroskedasticity and many instruments

JOURNAL ARTICLE published July 2012 in Quantitative Economics

Authors: Jerry A. Hausman | Whitney K. Newey | Tiemen Woutersen | John C. Chao | Norman R. Swanson

An instrumental variable model of multiple discrete choice

JOURNAL ARTICLE published July 2013 in Quantitative Economics

Authors: Andrew Chesher | Adam M. Rosen | Konrad Smolinski

Decentralization estimators for instrumental variable quantile regression models

JOURNAL ARTICLE published 2021 in Quantitative Economics

Authors: Hiroaki Kaido | Kaspar Wüthrich

Unbiased instrumental variables estimation under known first-stage sign

JOURNAL ARTICLE published July 2017 in Quantitative Economics

Research funded by National Science Foundation (SES-1628939)

Authors: Isaiah Andrews | Timothy B. Armstrong

Educational Expansion and Economic Growth Nexus in Pakistan: Instrumental Variable Approach

JOURNAL ARTICLE published 1 March 2021 in Journal of Quantitative Methods

Authors: Ghulam Sarwar | Majid Ali | Najum Ul Hassan

Bootstrap Version of Rao–Blackwellization to Two-Step and Instrumental Variable Estimators

JOURNAL ARTICLE published September 2022 in Journal of Quantitative Economics

Authors: H. D. Vinod

Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices

JOURNAL ARTICLE published March 2016 in Quantitative Economics

Research funded by Deutsche Forschungsgemeinschaft (SFB 649 “Economic Risk”) | National Science Foundation (SES-1227280)

Authors: Martin Kliem | Harald Uhlig

Instrumental Variables Estimation without Outside Instruments

JOURNAL ARTICLE published September 2022 in Journal of Quantitative Economics

Authors: Kien C. Tran | Mike G. Tsionas

Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model

JOURNAL ARTICLE published April 2013 in Quantitative Finance

Authors: Elyas Elyasiani | Iqbal Mansur | Babatunde Odusami

On a continuous time stock price model with regime switching, delay, and threshold

JOURNAL ARTICLE published 3 August 2014 in Quantitative Finance

Authors: Pedro P. Mota | Manuel L. EsquÍvel

On the Estimation of a Class of Threshold Regression Models

JOURNAL ARTICLE published March 2024 in Journal of Quantitative Economics

Authors: T. V. S. Ramamohan Rao

Threshold reweighted Nadaraya–Watson estimation of jump-diffusion models

JOURNAL ARTICLE published 2022 in Probability, Uncertainty and Quantitative Risk

Authors: Kunyang Song | Yuping Song | Hanchao Wang

Testing the quantity-quality model of fertility: Estimation using unrestricted family size models

JOURNAL ARTICLE published March 2016 in Quantitative Economics

Authors: Magne Mogstad | Matthew Wiswall

Identification and estimation of a bidding model for electronic auctions

JOURNAL ARTICLE published July 2017 in Quantitative Economics

Authors: Brent R. Hickman | Timothy P. Hubbard | Harry J. Paarsch

Variable annuities in a Lévy-based hybrid model with surrender risk

JOURNAL ARTICLE published 3 May 2020 in Quantitative Finance

Authors: Laura Ballotta | Ernst Eberlein | Thorsten Schmidt | Raghid Zeineddine

Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter

JOURNAL ARTICLE published December 2009 in Quantitative Finance

Authors: George Woodward | Heather M. Anderson

Differenziated degradation by variable environmental esposition: the case study of instrumental diagnostics for Cemetery Church in Messina-Sicily-Italy

PROCEEDINGS ARTICLE published 2012 in Proceedings of the 2012 International Conference on Quantitative InfraRed Thermography

Authors: A. Bianco

Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics

JOURNAL ARTICLE published 2019 in Quantitative Economics

Authors: Yingyao Hu | Robert Moffitt | Yuya Sasaki

VARIABLE KNOT, VARIABLE DEGREE SPLINE APPROXIMATION TO Xβ

BOOK CHAPTER published 1980 in Quantitative Approximation

Authors: R. DeVore | K. Scherer

Non-parametric estimation of a multiscale CHARN model using SVR

JOURNAL ARTICLE published February 2009 in Quantitative Finance

Authors: Amir Safari | Detlef Seese