-
1
-
-
70350167126
-
Latent variable models in econometrics
-
Z. GRILICHES and INTRILIGATOR M. D. (eds), North-Holland, Amsterdam
-
AIGNER, D. J., C. HSIAO, A. KAPTEYN and T. J. WANSBEEK (1984), Latent Variable Models in Econometrics, in: Z. GRILICHES and INTRILIGATOR M. D. (eds), Handbook of Econometrics, Vol. 2, North-Holland, Amsterdam.
-
(1984)
Handbook of Econometrics
, vol.2
-
-
Aigner, D.J.1
Hsiao, C.2
Kapteyn, A.3
Wansbeek, T.J.4
-
2
-
-
0042521471
-
Estimation of the parameters of a single equation by the limited-information-maximum-likelihood method
-
T. C. KOOPMANS (ed.) Wiley, New York
-
ANDERSON, T. W. (1950), Estimation of the Parameters of a Single Equation by the Limited-Information-Maximum-Likelihood Method, in: T. C. KOOPMANS (ed.) Statistical Inference in Dynamic Economic Models, Wiley, New York.
-
(1950)
Statistical Inference in Dynamic Economic Models
-
-
Anderson, T.W.1
-
3
-
-
0001835047
-
Estimation of Linear Functional Relationships: Approximate Distributions and Connections with Simultaneous Equations in Econometrics
-
ANDERSON, T. W. (1976), Estimation of Linear Functional Relationships: Approximate Distributions and Connections with Simultaneous Equations in Econometrics, Journal of the Royal Statistical Society, Series B 38, 1-36.
-
(1976)
Journal of the Royal Statistical Society, Series B
, vol.38
, pp. 1-36
-
-
Anderson, T.W.1
-
4
-
-
0003143576
-
Estimating linear functional relationships
-
ANDERSON, T. W. (1984), Estimating Linear Functional Relationships, Annals of Statistics 12, 1-45.
-
(1984)
Annals of Statistics
, vol.12
, pp. 1-45
-
-
Anderson, T.W.1
-
5
-
-
0001779878
-
Estimation of the parameters of a single equation in a complete system of stochastic equations
-
ANDERSON, T. W., and H. RUBIN (1949), Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations, The Annals of Mathematical Statistics 20, 46-63.
-
(1949)
The Annals of Mathematical Statistics
, vol.20
, pp. 46-63
-
-
Anderson, T.W.1
Rubin, H.2
-
6
-
-
0040904523
-
Evaluation of the distribution function of the limited information maximum likelihood estimator
-
ANDERSON, T. W., N. KUNITOMO and T. SAWA (1982), Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator, Econometrica 50, 1009-1027.
-
(1982)
Econometrica
, vol.50
, pp. 1009-1027
-
-
Anderson, T.W.1
Kunitomo, N.2
Sawa, T.3
-
7
-
-
0025656003
-
Lifetime earnings and the vietnam era draft lottery: Evidence from social security administrative records
-
ANGRIST, J. D. (1990), Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records, The American Economic Review 80, 313-336.
-
(1990)
The American Economic Review
, vol.80
, pp. 313-336
-
-
Angrist, J.D.1
-
8
-
-
0001204398
-
Grouped-data estimation and testing in simple labor-supply models
-
ANGRIST, J. D. (1991), Grouped-data Estimation and Testing in Simple Labor-Supply Models, Journal of Econometrics 47, 243-266.
-
(1991)
Journal of Econometrics
, vol.47
, pp. 243-266
-
-
Angrist, J.D.1
-
9
-
-
0001055752
-
Does compulsory school attendance affect schooling and earnings?
-
ANGRIST, J. D. and A. B. KRUEGER (1991), Does Compulsory School Attendance Affect Schooling and Earnings? Quarterly Journal of Economics 106, 979-1014.
-
(1991)
Quarterly Journal of Economics
, vol.106
, pp. 979-1014
-
-
Angrist, J.D.1
Krueger, A.B.2
-
10
-
-
0001055752
-
The effect of age at school entry on educational attainment: An application of instrumental variables with moments from two samples
-
ANGRIST, J. D. and A. B. KRUEGER (1992), The Effect of Age at School Entry on Educational Attainment: An Application of Instrumental Variables with Moments from Two Samples, Quaterly Journal of Economics 56, 979-1014.
-
(1992)
Quaterly Journal of Economics
, vol.56
, pp. 979-1014
-
-
Angrist, J.D.1
Krueger, A.B.2
-
11
-
-
84952506429
-
Split sample instrumental variables estimates of the return to schooling
-
ANGRIST, J. D. and A. B. KRUEGER (1995), Split Sample Instrumental Variables Estimates of the Return to Schooling, Journal of Business and Economic Statistics 13, 225-235.
-
(1995)
Journal of Business and Economic Statistics
, vol.13
, pp. 225-235
-
-
Angrist, J.D.1
Krueger, A.B.2
-
12
-
-
0003698154
-
-
Harvard University Press, Cambridge
-
AMEMIYA, T. (1985), Advanced Econometrics. Harvard University Press, Cambridge.
-
(1985)
Advanced Econometrics
-
-
Amemiya, T.1
-
13
-
-
0000881864
-
Alternative approximations to the distributions of instrumental variable estimators
-
BEKKER, P. A. (1994), Alternative Approximations to the Distributions of Instrumental Variable Estimators, Econometrica 62, 657-681.
-
(1994)
Econometrica
, vol.62
, pp. 657-681
-
-
Bekker, P.A.1
-
14
-
-
84871768280
-
Problems with instrumental variables estimation when the correlation between the instruments and the explanatory variable is weak
-
BOUND, J., D. A. JAEGER and R. M. BAKER (1995), Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Explanatory Variable is Weak, Journal of the American Statistical Society 90, 443-450.
-
(1995)
Journal of the American Statistical Society
, vol.90
, pp. 443-450
-
-
Bound, J.1
Jaeger, D.A.2
Baker, R.M.3
-
16
-
-
0000557496
-
The bias of instrumental variable estimators
-
BUSE, A. (1992), The Bias of Instrumental Variable Estimators, Econometrica 60, 173-180.
-
(1992)
Econometrica
, vol.60
, pp. 173-180
-
-
Buse, A.1
-
17
-
-
0001289740
-
Estimating the return to schooling: Progress on some persistent econometric problems
-
CARD, D. (2001), Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems, Econometrica 69, 1127-1160.
-
(2001)
Econometrica
, vol.69
, pp. 1127-1160
-
-
Card, D.1
-
18
-
-
46549093197
-
Panel data from time series of cross-sections
-
DEATON, A. (1985), Panel Data from Time Series of Cross-Sections, Journal of Econometrics 30, 109-126.
-
(1985)
Journal of Econometrics
, vol.30
, pp. 109-126
-
-
Deaton, A.1
-
19
-
-
0000736414
-
Choosing the number of instruments
-
DONALD, S. G. and W. K. NEWEY (2001), Choosing the Number of Instruments, Econometrica 69, 1161-1192.
-
(2001)
Econometrica
, vol.69
, pp. 1161-1192
-
-
Donald, S.G.1
Newey, W.K.2
-
20
-
-
0039050031
-
A minimum-distance interpretation of limited-information estimation
-
GOLDBERGER, A. S. and I. OLKIN (1971), A Minimum-Distance Interpretation of Limited-Information Estimation, Econometrica 39, 635-939.
-
(1971)
Econometrica
, vol.39
, pp. 635-939
-
-
Goldberger, A.S.1
Olkin, I.2
-
21
-
-
0009974384
-
A new specification test for the validity of instrumental variables
-
forthcoming
-
HAHN, J. and J. HAUSMAN (2001), A New Specification Test for the Validity of Instrumental Variables, Econometrica, forthcoming.
-
(2001)
Econometrica
-
-
Hahn, J.1
Hausman, J.2
-
25
-
-
0010666697
-
GMM inference when the number of moment conditions is large
-
KOENKER, R. and J.A.F. MACHADO (1999), GMM Inference when the Number of Moment Conditions is Large, Journal of Econometrics 93, 327-344.
-
(1999)
Journal of Econometrics
, vol.93
, pp. 327-344
-
-
Koenker, R.1
Machado, J.A.F.2
-
26
-
-
0000916817
-
Asymptotic expansions of the distributions of estimators in a linear functional relationship and simultaneous equations
-
KUNITOMO, N. (1980), Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations, Journal of the American Statistical Society 75, 693-700.
-
(1980)
Journal of the American Statistical Society
, vol.75
, pp. 693-700
-
-
Kunitomo, N.1
-
27
-
-
22544461548
-
Comparing some modified maximum likelihood estimators of a slope coefficient in a linear functional relationship
-
KUNITOMO, N. (1986), Comparing Some Modified Maximum Likelihood Estimators of a Slope Coefficient in a Linear Functional Relationship, Journal of Japan Statistical Society 16, 173-185.
-
(1986)
Journal of Japan Statistical Society
, vol.16
, pp. 173-185
-
-
Kunitomo, N.1
-
28
-
-
51249171635
-
A third order optimum property of the ML estimator in a linear functional relationship and simultaneous equation system in econometrics
-
KUNITOMO, N. (1987), A Third Order Optimum Property of the ML Estimator in a Linear Functional Relationship and Simultaneous Equation System in Econometrics, Annals of the Institute of Statistical Mathematics 39, 575-591.
-
(1987)
Annals of the Institute of Statistical Mathematics
, vol.39
, pp. 575-591
-
-
Kunitomo, N.1
-
29
-
-
0000344710
-
Using electoral cycles in police hiring to estimate the effect of police on crime
-
LEVITT, S. D. (1997), Using Electoral Cycles in Police Hiring to Estimate the Effect of Police on Crime, The American Economic Review 87, 270-290.
-
(1997)
The American Economic Review
, vol.87
, pp. 270-290
-
-
Levitt, S.D.1
-
30
-
-
0030524583
-
Demand estimation with expenditure measurement errors on the left and right hand side
-
LEWBEL, A. (1996), Demand Estimation with Expenditure Measurement Errors on the Left and Right Hand Side, The Review of Economics and Statistics 78, 718-725.
-
(1996)
The Review of Economics and Statistics
, vol.78
, pp. 718-725
-
-
Lewbel, A.1
-
31
-
-
84943042620
-
The fitting of straight lines when both variables are subject to error
-
MADANSKY, A. (1959), The Fitting of Straight Lines when both Variables are Subject to Error, Journal of the American Statistical Association 54, 193-205.
-
(1959)
Journal of the American Statistical Association
, vol.54
, pp. 193-205
-
-
Madansky, A.1
-
32
-
-
0012893959
-
On the exact small sample distribution of the instrumental variable estimator
-
MADDALA, G. S. and J. JEONG (1992), On the Exact Small Sample Distribution of the Instrumental Variable Estimator, Econometrica 60, 181-183.
-
(1992)
Econometrica
, vol.60
, pp. 181-183
-
-
Maddala, G.S.1
Jeong, J.2
-
33
-
-
0001640065
-
Analytical small-sample distribution theory in econometrics: The simultaneous-equations case
-
MARIANO, R. S. (1982), Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case, International Economic Review 23, 503-533.
-
(1982)
International Economic Review
, vol.23
, pp. 503-533
-
-
Mariano, R.S.1
-
34
-
-
37949005639
-
Estimating structural and functional relationships
-
MORAN, P.A.P. (1971), Estimating Structural and Functional Relationships, Journal of Multivariate Analysis 1, 232-255.
-
(1971)
Journal of Multivariate Analysis
, vol.1
, pp. 232-255
-
-
Moran, P.A.P.1
-
35
-
-
0000587139
-
Approximate distributions of k-class estimators when the degree of overidentification is large compared with the sample size
-
MORIMUNE, K. (1983), Approximate Distributions of k-Class Estimators when the Degree of Overidentification is Large Compared with the Sample Size, Econometrica 51, 821-842.
-
(1983)
Econometrica
, vol.51
, pp. 821-842
-
-
Morimune, K.1
-
36
-
-
0001357611
-
Some further results on the exact small sample properties of the instrumental variable estimator
-
NELSON, C. R. and R. STARTZ (1990a), Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator, Econometrica 58, 967-976.
-
(1990)
Econometrica
, vol.58
, pp. 967-976
-
-
Nelson, C.R.1
Startz, R.2
-
37
-
-
0000878807
-
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
-
NELSON, C. R. and R. STARTZ (1990b), The Distribution of the Instrumental Variables Estimator and Its t-ratio when the Instrument is a Poor One, Journal of Business 63, S125-S140.
-
(1990)
Journal of Business
, vol.63
-
-
Nelson, C.R.1
Startz, R.2
-
38
-
-
0001831031
-
Consistent estimates based on partially consistent observations
-
NEYMAN, J. and E. SCOTT (1948), Consistent Estimates Based on Partially Consistent Observations, Econometrica 16, 1-32.
-
(1948)
Econometrica
, vol.16
, pp. 1-32
-
-
Neyman, J.1
Scott, E.2
-
39
-
-
0347448532
-
Some consequences of viewing LIML as an iterated aitken estimator
-
PAGAN, A. (1979), Some Consequences of Viewing LIML as an Iterated Aitken Estimator, Economics Letters 3, 369-372.
-
(1979)
Economics Letters
, vol.3
, pp. 369-372
-
-
Pagan, A.1
-
40
-
-
33645758201
-
Exact small sample theory in the simultaneous equations model
-
M. D. INTRILIGATOR and Z. GRILICHES (ed), North-Holland, Amsterdam
-
PHILLIPS, P.C.B. (1983), Exact Small Sample Theory in the Simultaneous Equations Model, in: M. D. INTRILIGATOR and Z. GRILICHES (ed), Handbook of Econometrics, Vol. I, North-Holland, Amsterdam.
-
(1983)
Handbook of Econometrics
, vol.1
-
-
Phillips, P.C.B.1
-
42
-
-
0001213058
-
Instrument relevance in multivariate linear models: A simple measure
-
SHEA, J. (1997), Instrument Relevance in Multivariate Linear Models: A Simple Measure, The Review of Economics an Statistics 79, 348-352.
-
(1997)
The Review of Economics an Statistics
, vol.79
, pp. 348-352
-
-
Shea, J.1
-
43
-
-
0346307687
-
Instrumental variables regression with weak instruments
-
STAIGER, D. and J. H. STOCK (1997), Instrumental Variables Regression with Weak Instruments, Econometrica 65, 557-586.
-
(1997)
Econometrica
, vol.65
, pp. 557-586
-
-
Staiger, D.1
Stock, J.H.2
-
45
-
-
38249003013
-
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
-
VERBEEK, M. and T. NIJMAN (1993), Minimum MSE Estimation of a Regression Model with Fixed Effects from a Series of Cross-Sections, Journal of Econometrics 59, 125-136.
-
(1993)
Journal of Econometrics
, vol.59
, pp. 125-136
-
-
Verbeek, M.1
Nijman, T.2
-
46
-
-
0001436154
-
Inference on structural parameters in instrumental variables regressions with weak instruments
-
WANG, J. and E. ZIVOT (1998), Inference on Structural Parameters in Instrumental Variables Regressions with Weak Instruments, Econometrica 66, 1389-1404.
-
(1998)
Econometrica
, vol.66
, pp. 1389-1404
-
-
Wang, J.1
Zivot, E.2
-
47
-
-
0346939047
-
Valid confidence intervals and inference in the presence of weak instruments
-
ZIVOT, E., R. STARTZ and C. R. NELSON (1998), Valid Confidence Intervals and Inference in the Presence of Weak Instruments, International Economic Review 39, 1119-1144.
-
(1998)
International Economic Review
, vol.39
, pp. 1119-1144
-
-
Zivot, E.1
Startz, R.2
Nelson, C.R.3
|