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DateTitle Authors
2009 Testing the correlated random coefficient modelHeckman, James Joseph / Schmierer, Daniel / Urzúa, Sergio
2010 Comparing IV with structural models: What simple IV can and cannot identifyHeckman, James J. / Urzúa, Sergio
2010 Testing the correlated random coefficient modelHeckman, James J. / Schmierer, Daniel / Urzua, Sergio
2010 Tests of hypotheses arising in the correlated random coefficient modelHeckman, James J. / Schmierer, Daniel
2005 Earnings functions, rates of return and treatment effects: the Mincer equation and beyondHeckman, James Joseph / Lochner, Lance J. / Todd, Petra E.
2012 Combining two consistent estimatorsChao, John / Hausman, Jerry / Newey, Whitney / Swanson, Norman / Woutersen, Tiemen
2013 An expository note on the existence of moments of Fuller and HFUL estimatorsChao, John / Hausman, Jerry / Newey, Whitney / Swanson, Norman / Woutersen, Tiemen
Jun-2002 Risikominderung durch eine optimierte Investmentstrategie für Anlagen zur AltersicherungScholtz, Hellmut D.
2010 A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: An application to the NLSYFarré, Lídia / Klein, Roger / Vella, Francis
2006 Nonparametric instrumental variables estimation of a quantile regression modelHorowitz, Joel / Lee, Sokbae

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