| Unobserved heterogeneity and estimation of average partial effects
|
2005 |
Wooldridge, Jeffrey M. |
| On specifying graphical models for causation and the indentification problem
|
2005 |
Freedman, David A. |
| Identifying a source of financial volatility
|
2005 |
Steigerwald, Douglas G. |
| Asymptotic expansions for some semiparametric program evaluation estimators
|
2005 |
Ichimura, Hidehiko |
| Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods
|
2005 |
Mittelhammer, Ron C. |
| Testing for unit roots in panel data : an exploration using real and simulated data
|
2005 |
Hall, Bronwyn H. |
| Forecasting in the presence of structural breaks and policy regime shifts
|
2005 |
Hendry, David F. |
| Density weighted linear least squares
|
2005 |
Newey, Whitney K. |
| How accurate is the asymptotic approximation to the distribution of realised variance?
|
2005 |
Barndorff-Nielsen, Ole E. |
| A new look at panel testing of stationarity and PPP hypothesis
|
2005 |
Bai, Jushan |
| Nonparametric testing of an exclusion restriction
|
2005 |
Bickel, Peter J. |
| Pairwise difference estimators for nonlinear models
|
2005 |
Honoré, Bo E. |
| Structural equation models in human behavior genetics
|
2005 |
Goldberger, Arthur Stanley |
| Testing for weak instruments in linear IV regression
|
2005 |
Stock, James H. |
| Higher-order improvements of the parametric bootstrap for Markov processes
|
2005 |
Andrews, Donald W. K. |
| Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
|
2005 |
Newey, Whitney K. |
| Testing the semiparametric Box-Cox model with the bootstrap
|
2005 |
Savin, N. Eugene |
| Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
|
2005 |
Jansson, Michael |
| Robust confidence intervals for autoregressive coefficients near one
|
2005 |
Thompson, Samuel B. |
| Incredible structural inference
|
2005 |
Rothenberg, Thomas J. |
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