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DateTitle Authors
2003 Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak InstrumentsSwanson, Norman R. / Chao, John C.
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.
2004 A Note on Implementing Box-Cox Quantile RegressionWilke, Ralf A. / Fitzenberger, Bernd / Zhang, Xuan
2004 Consistent Estimation with a Large Number of Weak InstrumentsChao, John C. / Swanson, Norman R.
2007 The Returns to Pencil Use RevisitedSpitz-Oener, Alexandra
2010 Estimating persistence in the volatility of asset returns with signal plus noise modelsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2006 The uniqueness of extremum estimationKrätschmer, Volker
2009 Spectral estimation of the fractional order of a Lévy processBelomestny, Denis
2008 Long memory with Markov-Switching GARCHKrämer, Walter
2010 Land reform and the formalization of household credit in rural VietnamKemper, Niels / Klump, Rainer

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