-
2
-
-
0030369366
-
Nonparametric Pricing of Interest Rate Derivative Securities
-
Aït-Sahalia, Y. (1996), “Nonparametric Pricing of Interest Rate Derivative Securities,” Econometrica, 64, 527-560.
-
(1996)
Econometrica
, vol.64
, pp. 527-560
-
-
Aït-Sahalia, Y.1
-
3
-
-
0000741389
-
Nonparametric Identification for Diffusion Processes
-
Banon, G. (1978), “Nonparametric Identification for Diffusion Processes,” SIAM Journal of Control and Optimization, 16, 380-395.
-
(1978)
SIAM Journal of Control and Optimization
, vol.16
, pp. 380-395
-
-
Banon, G.1
-
4
-
-
0002651357
-
A Generalized Classical Method of Linear Estimation of Coefficients in Structural Equations
-
Basmann, R. L. (1959), “A Generalized Classical Method of Linear Estimation of Coefficients in Structural Equations,” Econometrica, 25, 77-83.
-
(1959)
Econometrica
, vol.25
, pp. 77-83
-
-
Basmann, R.L.1
-
6
-
-
0034365768
-
Generalization of GMM to a Continuum of Moments Conditions
-
Carrasco, M. and J. P. Florens (2000a), “Generalization of GMM to a Continuum of Moments Conditions,” Econometric Theory, 16, 797-834.
-
(2000)
Econometric Theory
, vol.16
, pp. 797-834
-
-
Carrasco, M.1
Florens, J.P.2
-
7
-
-
84927041499
-
Efficient GMM Estimation Using the Empirical Characteristic Function
-
Carrasco, M. and J. P. Florens (2000b), “Efficient GMM Estimation Using the Empirical Characteristic Function,” GREMAQ-University of Toulouse.
-
(2000)
Gremaq-University of Toulouse
-
-
Carrasco, M.1
Florens, J.P.2
-
8
-
-
0007180187
-
-
Discussion Paper, University of Chicago
-
Chen, X., L. P. Hansen, and J. Scheinkman (2000), “Principal Components and the Long Run,” Discussion Paper, University of Chicago.
-
(2000)
Principal Components and the Long Run
-
-
Chen, X.1
Hansen, L.P.2
Scheinkman, J.3
-
10
-
-
0345947170
-
-
Discussion Paper 9858, CREST
-
Darolles, S., J. P. Florens, and C. Gourieroux (1998a), “Kernel Based Nonlinear Canonical Analysis,” Discussion Paper 9858, CREST.
-
(1998)
Kernel Based Nonlinear Canonical Analysis
-
-
Darolles, S.1
Florens, J.P.2
Gourieroux, C.3
-
11
-
-
0346797233
-
-
Discussion Paper, CREST
-
Darolles, S., J. P. Florens, and E. Renault (1998b), “Nonlinear Principal Components and Inference on a Conditional Expectation Operator,” Discussion Paper, CREST.
-
(1998)
Nonlinear Principal Components and Inference on a Conditional Expectation Operator
-
-
Darolles, S.1
Florens, J.P.2
Renault, E.3
-
16
-
-
0000596686
-
Exogeneity
-
Engle, R. H., D. F. Hendry, and J. F. Richard (1983), “Exogeneity,” Econometrica, 51(2), 277-304.
-
(1983)
Econometrica
, vol.51
, Issue.2
, pp. 277-304
-
-
Engle, R.H.1
Hendry, D.F.2
Richard, J.F.3
-
17
-
-
84926954927
-
Instrumental Variables, Local Instrumental Variables and Control Functions
-
Florens, J. P., J. Heckman, C. Meghir, and E. Vytlacil (2000), “Instrumental Variables, Local Instrumental Variables and Control Functions,” Discussion Paper, GREMAQ-University of Toulouse.
-
(2000)
GREMAQ-University of Toulouse
-
-
Florens, J.P.1
Heckman, J.2
Meghir, C.3
Vytlacil, E.4
-
18
-
-
84986798885
-
Conditioning in Dynamic Models
-
Florens, J. P. and M. Mouchart (1985), “Conditioning in Dynamic Models,” Journal of Time Series Analysis, 53(1), 15-35.
-
(1985)
Journal of Time Series Analysis
, vol.53
, Issue.1
, pp. 15-35
-
-
Florens, J.P.1
Mouchart, M.2
-
21
-
-
25444437486
-
-
Discussion Paper, Gremaq-University of Toulouse
-
Florens, J. P., C. Protopopescu, and J. F. Richard (1997), “Identification and Estimation of a Class of Game Theoretic Models,” Discussion Paper, GREMAQ-University of Toulouse.
-
(1997)
Identification and Estimation of a Class of Game Theoretic Models
-
-
Florens, J.P.1
Protopopescu, C.2
Richard, J.F.3
-
25
-
-
1542674335
-
Estimation of the Sea State Bias in Radar Altimeter Measurements of Sea Level: Results from a Nonparametric Method
-
Gaspar, P. and J. P. Florens (1998), “Estimation of the Sea State Bias in Radar Altimeter Measurements of Sea Level: Results from a Nonparametric Method,” Journal of Geophysical Research, 103(15), 803-814.
-
(1998)
Journal of Geophysical Research
, vol.103
, Issue.15
, pp. 803-814
-
-
Gaspar, P.1
Florens, J.P.2
-
27
-
-
0000621414
-
Optimal Nonparametric Estimation of First-Price Auctions
-
Guerre, E., I. Perrigne, and Q. Vuong (2000), “Optimal Nonparametric Estimation of First-Price Auctions,” Econometrica, 68(3), 525-574.
-
(2000)
Econometrica
, vol.68
, Issue.3
, pp. 525-574
-
-
Guerre, E.1
Perrigne, I.2
Vuong, Q.3
-
28
-
-
70350343781
-
Some Aspects of the Generalized Method of Moments Estimation
-
G. S. Maddala, C. R. Rao and H. D. Vinod, Amsterdam: North-Holland
-
Hall, A. (1993), “Some Aspects of the Generalized Method of Moments Estimation,” in Handbook of Statistics, Vol. 11, (ed. by G. S. Maddala, C. R. Rao and H. D. Vinod), Amsterdam: North-Holland, 393-417.
-
(1993)
Handbook of Statistics
, pp. 393-417
-
-
Hall, A.1
-
29
-
-
0000414660
-
Large Sample Properties of Generalized Method of Moments Estimators
-
Hansen, L. (1982), “Large Sample Properties of Generalized Method of Moments Estimators,” Econometrica, 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.1
-
32
-
-
0001116090
-
Exact consumers surplus and deadweight loss,”
-
Hausman, J. (1981), “Exact Consumer’s Surplus and Deadweight Loss,” American Economic Review, 71, 662-676.
-
(1981)
American Economic Review
, vol.71
, pp. 662-676
-
-
Hausman, J.1
-
33
-
-
0000493702
-
The econometrics of nonlinear budget sets
-
Hausman, J. (1985), “The Econometrics of Nonlinear Budget Sets,” Econometrica, 53, 1255-1282.
-
(1985)
Econometrica
, vol.53
, pp. 1255-1282
-
-
Hausman, J.1
-
34
-
-
0029183962
-
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss
-
Hausman, J. and W. K. Newey (1995), “Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss,” Econometrica, 63, 1445-1476.
-
(1995)
Econometrica
, vol.63
, pp. 1445-1476
-
-
Hausman, J.1
Newey, W.K.2
-
35
-
-
0000125534
-
Sample Selection Bias as a Specification Error
-
Heckman, J. (1979), “Sample Selection Bias as a Specification Error,” Econometrica, 47, 153-161.
-
(1979)
Econometrica
, vol.47
, pp. 153-161
-
-
Heckman, J.1
-
37
-
-
0001566850
-
Identification and Estimation of Local Average Treatment Effects
-
Imbens, G. and J. Angrist (1994), “Identification and Estimation of Local Average Treatment Effects,” Econometrica, 62, 467-476.
-
(1994)
Econometrica
, vol.62
, pp. 467-476
-
-
Imbens, G.1
Angrist, J.2
-
38
-
-
0001477763
-
An Information Theoretic Alternative to Generalized Method of Moments Estimation
-
Kitamura, Y. and M. Stutzer (1997), “An Information Theoretic Alternative to Generalized Method of Moments Estimation,” Econometrica, 65(4), 861-874.
-
(1997)
Econometrica
, vol.65
, Issue.4
, pp. 861-874
-
-
Kitamura, Y.1
Stutzer, M.2
-
39
-
-
0003449635
-
-
second edition, New York: Springer-Verlag
-
Kress, R. (1999), Linear Integral Equations, second edition, New York: Springer-Verlag.
-
(1999)
Linear Integral Equations
-
-
Kress, R.1
-
40
-
-
0010822161
-
Completeness, Similar Regions, and Unbiased Tests. Part I
-
Lehman, E. L. and H. Scheffe (1950), “Completeness, Similar Regions, and Unbiased Tests. Part I,” Sankhya, 10, 219-236.
-
(1950)
Sankhya
, vol.10
, pp. 219-236
-
-
Lehman, E.L.1
Scheffe, H.2
-
43
-
-
84927011170
-
-
Statistica
-
Mouchart, M. and J. M. Rolin (1984), “A Note on Conditional Independence,” Statistica, 45(3), 427-430.
-
(1984)
A Note on Conditional Independence
, vol.45
, Issue.3
, pp. 427-430
-
-
Mouchart, M.1
Rolin, J.M.2
-
44
-
-
0000510098
-
Generalized Inverse in Reproducing Kernel Spaces: An Approach to Regularization of Linear Operator Equations
-
Nashed, M. Z. and G. Wahba (1974), “Generalized Inverse in Reproducing Kernel Spaces: An Approach to Regularization of Linear Operator Equations,” SIAM Journal of Mathematical Analysis, 5(6), 974-987.
-
(1974)
SIAM Journal of Mathematical Analysis
, vol.5
, Issue.6
, pp. 974-987
-
-
Nashed, M.Z.1
Wahba, G.2
-
46
-
-
0000016616
-
Nonparametric Estimation of Triangular Simultaneous Equations Models
-
Newey, W., J. Powell, and F. Vella (1999), “Nonparametric Estimation of Triangular Simultaneous Equations Models,” Econometrica, 67, 565-604.
-
(1999)
Econometrica
, vol.67
, pp. 565-604
-
-
Newey, W.1
Powell, J.2
Vella, F.3
-
47
-
-
0344658157
-
Generalized Method of Moments: Econometric Applications
-
G. S. Maddala, C. R. Rao, and H. D. Vinod, Amsterdam: North-Holland
-
Ogaki, M. (1993), “Generalized Method of Moments: Econometric Applications,” in Handbook of Statistics, Vol. 11, (ed. by G. S. Maddala, C. R. Rao, and H. D. Vinod), Amsterdam: North-Holland, 455-488.
-
(1993)
Handbook of Statistics
, pp. 455-488
-
-
Ogaki, M.1
-
48
-
-
0002552463
-
Empirical Likelihood Ratio Confidence Regions
-
Owen, A. (1990), “Empirical Likelihood Ratio Confidence Regions,” The Annals of Statistics, 18 (1), 90-120.
-
(1990)
The Annals of Statistics
, vol.18
, Issue.1
, pp. 90-120
-
-
Owen, A.1
-
50
-
-
0347609095
-
Empirical Likelihood and General Estimating Equations
-
Qin, J. and J. Lawless (1994), “Empirical Likelihood and General Estimating Equations,” The Annals of Statistics, 22 (1), 300-325.
-
(1994)
The Annals of Statistics
, vol.22
, Issue.1
, pp. 300-325
-
-
Qin, J.1
Lawless, J.2
-
51
-
-
0002445832
-
Confluence Analysis of Lag Moments and Other Methods of Confluence Analysis
-
Reiersol, O. (1941), “Confluence Analysis of Lag Moments and Other Methods of Confluence Analysis,” Econometrica, 9, 1-24.
-
(1941)
Econometrica
, vol.9
, pp. 1-24
-
-
Reiersol, O.1
-
52
-
-
0038200625
-
Confluence Analysis by Means of Instrumental Sets of Variables
-
Reiersol, O. (1945), “Confluence Analysis by Means of Instrumental Sets of Variables,” Arkiv forMathematik, Astronomie och Fysik, 32.
-
(1945)
Arkiv Formathematik, Astronomie Och Fysik
, pp. 32
-
-
Reiersol, O.1
-
53
-
-
0001755034
-
The Estimation of Economic Relationship Using Instrumental Variables
-
Sargan, J. D. (1958), “The Estimation of Economic Relationship Using Instrumental Variables,” Econometrica, 26, 393-415.
-
(1958)
Econometrica
, vol.26
, pp. 393-415
-
-
Sargan, J.D.1
-
54
-
-
0003599239
-
Repeated Least Squares Applied to Complete Equations System
-
Central Planning Bureau, The Hague
-
Theil, H. (1953), “Repeated Least Squares Applied to Complete Equations System,” mimeo, Central Planning Bureau, The Hague.
-
(1953)
Mimeo
-
-
Theil, H.1
-
59
-
-
0006760903
-
Convergence Rates of Certain Approximate Solutions of Fredholm Integrals of the First Kind
-
Wahba, G. (1973), “Convergence Rates of Certain Approximate Solutions of Fredholm Integrals of the First Kind,” Journal of Approximation Theory, 7, 167-185.
-
(1973)
Journal of Approximation Theory
, vol.7
, pp. 167-185
-
-
Wahba, G.1
|