EconStor >

Search Results

 
for  

Results 21-30 of 239.


Item hits:

DateTitle Authors
2005 Earnings functions, rates of return and treatment effects: the Mincer equation and beyondHeckman, James Joseph / Lochner, Lance J. / Todd, Petra E.
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
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 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 Consistent Estimation with a Large Number of Weak InstrumentsChao, John C. / Swanson, Norman R.
2008 GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbancesBadinger, Harald / Egger, Peter
2008 Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbancesKelejian, Harry H. / Prucha, Ingmar R.
2008 A spatial Cliff-ord-type model with heteroskedastic innovations: small and large sample resultsArraiz, Irani / Drukker, David M. / Kelejian, Harry H. / Prucha, Ingmar R.
2011 Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C. / Hausman, Jerry A. / Newey, Whitney K. / Swanson, Norman R. / Woutersen, Tiemen

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