Browsing All of EconStor by Author Honoré, Bo E.

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Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2002 Non-linear models with panle dataHonoré, Bo E.
2009 Estimation of a transformation model with truncation, interval observation and time-varying covariatesHonoré, Bo E.; Hu, Luojia
2011 Estimation of panel data regression models with two-sided censoring or truncationAlan, Sule; Honoré, Bo E.; Hu, Luojia; Leth-Petersen, Søren
2013 Interdependent durations in joint retirementHonoré, Bo E.; de Paula, Áureo
2014 Interdependent durations in joint retirementHonoré, Bo E.; de Paula, Áureo
2015 Poor (wo)man's bootstrapHonoré, Bo E.; Hu, Luojia
2015 Simpler bootstrap estimation of the asymptotic variance of U-statistic based estimatorsHonoré, Bo E.; Hu, Luojia
2016 A new model for interdependent durations with an application to joint retirementHonoré, Bo E.; de Paula, Áureo
2018 Selection without exclusionHonoré, Bo E.; Hu, Luojia
2018 Easy bootstrap-like estimation of asymptotic variancesHonoré, Bo E.; Hu, Luojia
2018 A new model for interdependent durationsHonoré, Bo E.; de Paula Neto, Áureo Nilo
2019 Sensitivity of estimation precision to moments with an application to a model of joint retirement planning of couplesHonoré, Bo E.; Jørgensen, Thomas Høgholm; de Paula Neto, Áureo Nilo
2020 The informativeness of estimation momentsHonoré, Bo E.; Jørgensen, Thomas H.; Áureo de Paula
2020 Moment conditions for dynamic panel logit models with fixed effectsHonoré, Bo E.; Weidner, Martin
2020 The Covid-19 pandemic and Asian American employmentHonoré, Bo E.; Hu, Luojia
2021 Identification in simple binary outcome panel data modelsHonoré, Bo E.; Áureo de Paula