EconStor >

Search Results

 
for  

Results 31-40 of 319.


Item hits:

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 Consistent Estimation with a Large Number of Weak InstrumentsChao, John C. / Swanson, Norman R.
2012 Generated covariates in nonparametric estimation: A short reviewMammen, Enno / Rothe, Christoph / Schienle, Melanie
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
2009 Does increasing parents' schooling raise the schooling of the next generation? Evidence based on conditional second momentsFarré, Lídia / Klein, Roger / Vella, Francis
2010 Instrumental variables estimation with partially missing instrumentsMogstad, Magne / Wiswall, Matthew

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 Next