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DateTitle Authors
2005 Conditional nonparametric frontier models for convex and non convex technologies: A unifying approachDaraio, Cinzia / Simar, Leopold
2009 New recipes for estimating default intensitiesBaranovski, Alexander / von Lieres und Wilkau, Carsten / Wilch, André
2007 Identifying the returns to lying when the truth is unobservedHu, Yingyao / Lewbel, Arthur
2012 A test of the conditional independence assumption in sample selection modelsHuber, Martin / Melly, Blaise
2012 Memory parameter estimation in the presence of level shifts and deterministic trendsMcCloskey, Adam / Perron, Pierre
2010 Instrumental variable estimation with heteroskedasticity and many instrumentsHausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen / Chao, John / Swanson, Norman
2012 Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trendsMcCloskey, Adam
2014 Sheep in wolf's clothing: Using the least squares criterion for quantile estimationChen, Heng
2006 Nonparametric identification and estimation of finite mixture models of dynamic discrete choicesKasahara, Hiroyuki / Shimotsu, Katsumi
2012 Structural breaks, parameter stability and energy demand modeling in NigeriaOmisakin, Olusegun A. / Adeniyi, Oluwatosin A. / Oyinlola, Abimbola M.

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