EconStor >

Search Results

 
for  

Results 21-30 of 534.


Item hits:

DateTitle Authors
2010 Non-gaussian component analysis: New ideas, new proofs, new applicationsPanov, Vladimir
2008 Seasonality with Trend and Cycle Interactions in Unobserved Components ModelsKoopman, Siem Jan / Lee, Kai Ming
2010 Biases in Willingness-To-Pay Measures from Multinomial Logit Estimates due to Unobserved Heterogeneityvan den Berg, Vincent / Kroes, Eric / Verhoef, Erik T.
2014 Estimation procedures for exchangeable Marshall copulas with hydrological applicationDurante, Fabrizio / Okhrin, Ostap
2011 Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der RegressionsgeradeVogel, Alexander
2011 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C. / Swanson, Norman R. / Hausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen
2003 What you always wanted to know about censoring but never dared to askSchnedler, Wendelin
2003 Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak InstrumentsSwanson, Norman R. / Chao, John C.
2003 Valuing Euro Rating-Triggered Step-Up Telecom BondsHouweling, Patrick / Mentink, Albert / Vorst, Ton
2003 Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias CorrectionChao, John C. / Swanson, Norman R.

Back 1 2 3 4 5 6 7 8 9 10 11 12 Next