Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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A finite sample correction for the variance of linear efficient two-step GMM estimatorsJournal of econometrics, 2005-05, Vol.126 (1), p.25-51 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2004.02.005Digital Resources/Online E-Resources |
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2 |
Material Type: Article
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Unit root tests in panel data: asymptotic and finite-sample propertiesJournal of econometrics, 2002-05, Vol.108 (1), p.1-24 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/s0304-4076(01)00098-7Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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Testing for a unit root in panels with dynamic factorsJournal of econometrics, 2004-09, Vol.122 (1), p.81-126 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2003.10.020Digital Resources/Online E-Resources |
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4 |
Material Type: Article
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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data modelsJournal of econometrics, 2001-03, Vol.101 (1), p.123-164 [Peer Reviewed Journal]2001 Elsevier Science S.A. ;2001 INIST-CNRS ;Copyright Elsevier Sequoia S.A. Mar 2001 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(00)00077-4 ;CODEN: JECMB6Full text available |
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5 |
Material Type: Article
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Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variablesJournal of econometrics, 2000-07, Vol.97 (1), p.145-177 [Peer Reviewed Journal]2000 Elsevier Science S.A. ;2000 INIST-CNRS ;Copyright Elsevier Sequoia S.A. Jul 2000 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(00)00015-4 ;CODEN: JECMB6Full text available |
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6 |
Material Type: Article
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Another look at the instrumental variable estimation of error-components modelsJournal of econometrics, 1995-07, Vol.68 (1), p.29-51 [Peer Reviewed Journal]1995 ;Copyright Elsevier Sequoia S.A. Jul 1995 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/0304-4076(94)01642-D ;CODEN: JECMB6Full text available |
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7 |
Material Type: Article
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Nonparametric estimation of regression functions with both categorical and continuous dataJournal of econometrics, 2004-03, Vol.119 (1), p.99-130 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(03)00157-XDigital Resources/Online E-Resources |
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8 |
Material Type: Article
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Does matching overcome LaLonde's critique of nonexperimental estimators?Journal of econometrics, 2005-03, Vol.125 (1), p.305-353 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2004.04.011Digital Resources/Online E-Resources |
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9 |
Material Type: Article
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Spurious regression and residual-based tests for cointegration in panel dataJournal of econometrics, 1999-05, Vol.90 (1), p.1-44 [Peer Reviewed Journal]1999 Elsevier Science S.A. ;2000 INIST-CNRS ;Copyright Elsevier Sequoia S.A. May 1999 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(98)00023-2 ;CODEN: JECMB6Full text available |
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10 |
Material Type: Article
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Testing panel data regression models with spatial error correlationJournal of econometrics, 2003-11, Vol.117 (1), p.123-150 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(03)00120-9Digital Resources/Online E-Resources |
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11 |
Material Type: Article
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Instrumental variables estimators of nonparametric models with discrete endogenous regressorsJournal of econometrics, 2005-02, Vol.124 (2), p.335-361 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2004.02.001Digital Resources/Online E-Resources |
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12 |
Material Type: Article
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Testing for unit roots in heterogeneous panelsJournal of econometrics, 2003-07, Vol.115 (1), p.53-74 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(03)00092-7Digital Resources/Online E-Resources |
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13 |
Material Type: Article
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The effect of schooling and ability on achievement test scoresJournal of econometrics, 2004-07, Vol.121 (1), p.39-98 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2003.10.011Digital Resources/Online E-Resources |
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14 |
Material Type: Article
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Estimating dynamic models from repeated cross-sectionsJournal of econometrics, 2005-07, Vol.127 (1), p.83-102 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2004.06.004Digital Resources/Online E-Resources |
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15 |
Material Type: Article
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Predicting volatility: getting the most out of return data sampled at different frequenciesJournal of econometrics, 2006-03, Vol.131 (1), p.59-95 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2005.01.004Digital Resources/Online E-Resources |
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16 |
Material Type: Article
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Inference for unit roots in dynamic panels where the time dimension is fixedJournal of econometrics, 1999-08, Vol.91 (2), p.201-226 [Peer Reviewed Journal]1999 Elsevier Science S.A. ;2000 INIST-CNRS ;Copyright Elsevier Sequoia S.A. Aug 1999 ;ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/S0304-4076(98)00076-1 ;CODEN: JECMB6Full text available |
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17 |
Material Type: Article
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Functional coefficient instrumental variables modelsJournal of econometrics, 2006-07, Vol.133 (1), p.207-241 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2005.03.014Digital Resources/Online E-Resources |
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18 |
Material Type: Article
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Estimation of cross sectional and panel data censored regression models with endogeneityJournal of econometrics, 2004-10, Vol.122 (2), p.293-316 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2003.06.001Digital Resources/Online E-Resources |
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19 |
Material Type: Article
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A multiple indicators model for volatility using intra-daily dataJournal of econometrics, 2006-03, Vol.131 (1), p.3-27 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2005.01.018Digital Resources/Online E-Resources |
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20 |
Material Type: Article
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Instrumental quantile regression inference for structural and treatment effect modelsJournal of econometrics, 2006-06, Vol.132 (2), p.491-525 [Peer Reviewed Journal]ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2005.02.009Digital Resources/Online E-Resources |