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Results 31-40 of 335.
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| Date | Title |
Authors |
| 2003 | Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments | Swanson, 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 Correction | Chao, John C. / Swanson, Norman R. |
| 2004 | A Note on Implementing Box-Cox Quantile Regression | Wilke, Ralf A. / Fitzenberger, Bernd / Zhang, Xuan |
| 2004 | Consistent Estimation with a Large Number of Weak Instruments | Chao, John C. / Swanson, Norman R. |
| 2007 | The Returns to Pencil Use Revisited | Spitz-Oener, Alexandra |
| 2010 | Estimating persistence in the volatility of asset returns with signal plus noise models | Caporale, Guglielmo Maria / Gil-Alana, Luis A. |
| 2006 | The uniqueness of extremum estimation | Krätschmer, Volker |
| 2009 | Spectral estimation of the fractional order of a Lévy process | Belomestny, Denis |
| 2008 | Long memory with Markov-Switching GARCH | Krämer, Walter |
| 2010 | Land reform and the formalization of household credit in rural Vietnam | Kemper, Niels / Klump, Rainer |
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