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ctacmo econometrics [84 articles]

Recent papers added to ctacmo library classified by the tag econometrics. You can also see everyone's econometrics.
  • Arbitrarily Normalized Coefficients, Information Sets, and False Reports of “Biases” in Binary Outcome Models
    The Review of Economics and Statistics, Vol. 90, No. 3. (2008), pp. 406-413.
    by Thomas A Mroz, Yaraslau V Zayats
    posted to probit econometrics by ctacmo on 2008-07-29 20:48:27 as **
  • Econometric Foundations Pack with CD-ROM
    (28 July 2000)
    by Ron C Mittelhammer, George G Judge, Douglas J Miller
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-14 21:20:57 as **
  • On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 461-487.
    by Bertille Antoine, Hélène Bonnal, Eric Renault
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:25:42 as **
  • Estimation and inference in the case of competing sets of estimating equations
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 513-531.
    by George G Judge, Ron C Mittelhammer
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:24:44 as **
  • On the second-order properties of empirical likelihood with moment restrictions
    Journal of Econometrics, Vol. 141, No. 2. (December 2007), pp. 492-516.
    by Song X Chen, Hengjian Cui
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:23:57 as **
  • Empirical likelihood estimation and consistent tests with conditional moment restrictions
    Journal of Econometrics, Vol. 117, No. 1. (November 2003), pp. 55-93.
    by Stephen G Donald, Guido W Imbens, Whitney K Newey
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:23:08 as **
  • The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis
    Journal of Econometrics, Vol. 107, No. 1-2. (March 2002), pp. 51-86.
    by Anil K Bera, Yannis Bilias
    posted to statistical_theory likelihood gmm empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:22:06 as **
  • Efficient information theoretic inference for conditional moment restrictions
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 430-460.
    by Richard J Smith
    posted to information_theory empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:21:01 as **
  • Information in generalized method of moments estimation and entropy-based moment selection
    Journal of Econometrics, Vol. 138, No. 2. (June 2007), pp. 488-512.
    by Alastair R Hall, Atsushi Inoue, Kalidas Jana, Changmock Shin
    posted to gmm empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:19:56 as **
  • Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
    Econometric Reviews, Vol. 24, No. 3. (2005), pp. 247-263.
    by Patrik Guggenberger, Jinyong Hahn
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:18:44 as **
  • Information Theoretic and Entropy Methods: An Overview
    Econometric Reviews, Vol. 27, No. 4. (2008), pp. 317-328.
    by Amos Golan, Esfandiar Maasoumi
    posted to information_theory empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:16:37 as **
  • Large-Deviations Theory and Empirical Estimator Choice
    Econometric Reviews, Vol. 27, No. 4. (2008), pp. 513-525.
    by Marian Grendár, George Judge
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:15:46 as ** along with 1 group Biostatistics
  • Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
    Econometric Reviews, Vol. 27, No. 4. (2008), pp. 526-541.
    by Patrik Guggenberger
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:15:04 as ** along with 1 group Biostatistics
  • Empirical Likelihood Methods in Econometrics: Theory and Practice
    No. 1569. (2006)
    by Yuichi Kitamura
    posted to empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:12:50 as ** along with 1 group Biostatistics
  • GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
    Econometric Theory, Vol. 21, No. 04. (2005), pp. 667-709.
    by Patrik Guggenberger, Richard J Smith
    posted to identification empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:10:17 as ** along with 1 group Biostatistics
  • Generalized Method of Moments and Empirical Likelihood
    Journal of Business & Economic Statistics, pp. 493-506.
    by GW Imbens
    posted to gmm empirical_likelihood econometric_theory econometrics asymptotics by ctacmo on 2008-07-07 02:08:56 as ** along with 1 group Biostatistics
  • A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Over-Identified Cases
    Journal of the American Statistical Association, Vol. 56, No. 295. (1961), pp. 619-636.
    by RL Basmann
    posted to instrumental_variables econometrics asymptotics by ctacmo on 2008-07-02 22:43:31 as ** along with 3 groups Statistics_and_Social_Science SEM Biostatistics
  • Simultaneous equation systems as moment structure models : With an introduction to latent variable models
    Journal of Econometrics, Vol. 22, No. 1-2. ( 1983), pp. 13-42.
    by PM Bentler
    posted to sem latent_variables econometrics by ctacmo on 2008-06-20 17:39:44 as ** along with 1 person and 3 groups dejang Statistics_and_Social_Science SEM Biostatistics
  • Partial Identification of Probability Distributions (Springer Series in Statistics)
    (12 May 2003)
    by Charles F Manski
    posted to econometrics econometric_theory identification by ctacmo on 2007-12-08 04:42:00 as ** along with 1 person and 2 groups dejang Statistics_and_Social_Science Biostatistics
  • Identification Problems in the Social Sciences
    (15 March 1999)
    by Charles F Manski
    posted to asymptotics econometrics econometric_theory identification by ctacmo on 2007-12-08 04:41:22 as ** along with 3 people and 2 groups gconaldi toomash dejang Statistics_and_Social_Science Biostatistics
  • Econometric Analysis of Cross Section and Panel Data
    (01 October 2001)
    by Jeffrey M Wooldridge
    posted to econometrics econometric_theory instrumental_variables logit longitudinal microeconometrics panel_data regression by ctacmo on 2007-09-03 15:43:15 as ** along with 9 people and 3 groups RolandKappe toomash jake gorm fredrikhw jgoebel dejang mondpanther kenjimyzk Statistics_and_Social_Science Biostatistics ceriba
  • Estimation and Inference in Econometrics
    (11 December 1992)
    by Russell Davidson, James G Mackinnon
    posted to asymptotics bootstrap econometrics econometric_theory instrumental_variables likelihood m_estimates microeconometrics by ctacmo on 2007-09-03 15:27:13 as ** along with 1 person and 2 groups firoozye Statistics_and_Social_Science Biostatistics
  • Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods
    (2005)
    by Ron C Mittelhammer, George G Judge, Ron Schoenberg
    edited by Donald WK Andrews, James H Stock
    posted to asymptotics econometrics econometric_theory empirical_likelihood gmm higher_order_asymptotics by ctacmo on 2007-07-16 17:38:26 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Asymptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameters
    (2005)
    by Whitney K Newey, Joaquim JS Romalho, Richard J Smith
    edited by Donald WK Andrews, James H Stock
    posted to asymptotics econometrics econometric_theory empirical_likelihood gmm higher_order_asymptotics by ctacmo on 2007-07-16 17:33:29 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • The performance of Empirical Likelihood and its Generalizations
    (2005)
    by Guido W Imbens, Richard H Spady
    edited by Donald WK Andrews, James H Stock
    posted to asymptotics econometrics econometric_theory gmm higher_order_asymptotics by ctacmo on 2007-07-16 17:23:41 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Approximating the distributions of econometric estimators and test statistics
    by Thomas J Rothenberg
    edited by Z Grilichesâ€, MD Intriligator
    posted to asymptotics econometrics econometric_theory higher_order_asymptotics by ctacmo on 2007-07-16 17:16:25 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Asymptotic distributions of instrumental variables statistics with many instruments
    (2005)
    by James H Stock, Motohiro Yogo
    edited by Donald WK Andrews, James H Stock
    posted to asymptotics econometrics econometric_theory identification instrumental_variables weak_instruments by ctacmo on 2007-07-16 17:03:57 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Testing for weak instruments in linear IV regression
    (2005)
    by James H Stock, Motohiro Yogo
    edited by Donald WK Andrews, James H Stock
    posted to econometrics econometric_theory identification instrumental_variables weak_instruments by ctacmo on 2007-07-16 17:01:57 as ** along with 1 person and 2 groups dejang Statistics_and_Social_Science Biostatistics
  • notes On specifying graphical models for causation and the identification problems
    (2005)
    by David A Freedman
    edited by Donald WK Andrews, James H Stock
    posted to econometrics econometric_theory identification causal_effects by ctacmo on 2007-07-16 16:53:53 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • notes Unobserved Heterogeneity and Estimation of Average Partial Effects
    (2005)
    by Jeffrey M Wooldridge
    edited by Donald WK Andrews, James H Stock
    posted to econometrics econometric_theory identification by ctacmo on 2007-07-16 16:44:09 as ** along with 1 person and 2 groups dejang Statistics_and_Social_Science Biostatistics
  • Structural Equation Models in Human Behavior Genetics
    (2005)
    by Arthur S Goldberger
    edited by Donald WK Andrews, James H Stock
    posted to econometrics econometric_theory sem by ctacmo on 2007-07-16 16:37:08 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • notes Incredible Structural Inference
    (2005)
    by Thomas J Rothenberg
    edited by Donald WK Andrews, James H Stock
    posted to asymptotics econometrics econometric_theory identification by ctacmo on 2007-07-16 16:22:08 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
    (23 May 2005)
    edited by Donald WK Andrews, James H Stock
    posted to asymptotics econometrics econometric_theory by ctacmo on 2007-07-16 16:19:02 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Improved inference in weakly identified instrumental variables regression
    (2006)
    by Eric Zivot, Richard Startz, Charles R Nelson
    edited by Dean Corbade, Steven N Durlauf, Bruce E Hancen
    posted to asymptotics econometrics econometric_theory instrumental_variables weak_instruments by ctacmo on 2007-07-16 16:07:27 as ** along with 1 person and 2 groups dejang Statistics_and_Social_Science Biostatistics
  • Edgeworth expansions for the Wald and GMM statistics for nonlinear regressions
    (2006)
    by Bruce Hansen
    edited by Dean Corbade, Steven N Durlauf, Bruce E Hancen
    posted to asymptotics econometrics econometric_theory edgeworth_expansion higher_order_asymptotics by ctacmo on 2007-07-16 15:58:35 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Econometrics of Qualitative Dependent Variables (Themes in Modern Econometrics)
    (16 October 2000)
    by Christian Gourieroux
    posted to econometrics econometric_theory logit probit by ctacmo on 2007-07-16 00:04:02 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Estimating a Multinomial Probit Model of Brand Choice Using the Method of Simulated Moments
    Marketing Science, Vol. 11, No. 4. (1992), pp. 386-407.
    by Pradeep K Chintagunta
    posted to discrete_data econometrics probit by ctacmo on 2007-07-15 23:35:51 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Microeconometrics : Methods and Applications
    (09 May 2005)
    by Colin A Cameron, Pravin K Trivedi
    posted to discrete_data econometrics instrumental_variables logistic logit probit by ctacmo on 2007-07-15 23:32:17 as ** along with 7 people and 4 groups toomash gorm fredrikhw plm dejang tarjeiha kenjimyzk Statistics_and_Social_Science Biostatistics SAA-HSA Oslo-economists
  • Discrete Choice Methods with Simulation
    (13 January 2003)
    by Kenneth E Train
    posted to discrete_data econometrics probit quasi_monte_carlo by ctacmo on 2007-07-15 23:29:41 as ** along with 4 people and 3 groups pachevalier fredrikhw plm dejang Statistics_and_Social_Science Biostatistics Oslo-economists
  • Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
    Econometrica, Vol. 66, No. 6. (1998), pp. 1389-1404.
    by Jiahui Wang, Eric Zivot
    posted to econometric_theory econometrics instrumental_variables by ctacmo on 2007-07-11 18:38:20 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Estimation When a Parameter is on a Boundary
    Econometrica, Vol. 67, No. 6. (1999), pp. 1341-1383.
    by Donald WK Andrews
    posted to asymptotics boundary econometric_theory econometrics by ctacmo on 2007-04-15 04:14:29 as read along with 2 groups Statistics_and_Social_Science Biostatistics
  • Testing When a Parameter Is on the Boundary of the Maintained Hypothesis
    Econometrica, Vol. 69, No. 3. (2001), pp. 683-734.
    by Donald WK Andrews
    posted to asymptotics boundary econometric_theory econometrics by ctacmo on 2007-04-15 04:13:34 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Inconsistency of the Bootstrap When a Parameter is on the Boundary of the Parameter Space
    Econometrica, Vol. 68, No. 2. (2000), pp. 399-405.
    by Donald WK Andrews
    posted to asymptotics boundary econometric_theory econometrics by ctacmo on 2007-04-15 04:11:35 as read along with 2 groups Statistics_and_Social_Science Biostatistics
  • Instrumental Variables Regression with Weak Instruments
    Econometrica, Vol. 65, No. 3. (1997), pp. 557-586.
    by Douglas Staiger, James H Stock
    posted to weak_instruments instrumental_variables econometric_theory econometrics by ctacmo on 2007-04-13 14:51:38 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Asymptotic Theory of Least Absolute Error Regression
    Journal of the American Statistical Association, Vol. 73, No. 363. (1978), pp. 618-622.
    by Gilbert Bassett, Roger Koenker
    posted to asymptotics econometrics quantile_regression by ctacmo on 2007-02-19 18:10:12 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Tests of Linear Hypotheses and L_1 Estimation
    Econometrica, Vol. 50, No. 6. (1982), pp. 1577-1584.
    by Roger Koenker, Gilbert Bassett
    posted to asymptotics econometrics quantile_regression by ctacmo on 2007-02-19 18:09:47 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    Journal of Econometrics, Vol. 29, No. 3. (1985), pp. 305-325.
    by James G Mackinnon, Halbert White
    posted to sandwich_estimator heteroskedasticity econometrics by ctacmo on 2007-02-03 18:28:26 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Symmetrically Trimmed Least Squares Estimation for Tobit Models
    Econometrica, Vol. 54, No. 6. (1986), pp. 1435-1460.
    by James L Powell
    posted to tobit econometrics by ctacmo on 2007-01-31 18:19:14 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Specification tests for distributional assumptions in the Tobit model
    Journal of Econometrics, Vol. 34, No. 1-2. ( 1987), pp. 125-145.
    by Whitney K Newey
    posted to tobit econometrics by ctacmo on 2007-01-31 18:19:08 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
  • Wald Criteria for Jointly Testing Equality and Inequality Restrictions
    Econometrica, Vol. 54, No. 5. (1986), pp. 1243-1248.
    by David A Kodde, Franz C Palm
    posted to asymptotics boundary econometrics statistical_theory by ctacmo on 2006-10-02 22:06:16 as ** along with 2 groups Statistics_and_Social_Science Biostatistics
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