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DateTitle Authors
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
2013 Large Panel Data Models with Cross-Sectional Dependence: A SurveyChudik, Alexander / Pesaran, M. Hashem
2011 Spatial risk premium on weather derivatives and hedging weather exposure in electricityHärdle, Wolfgang Karl / Osipenko, Maria
2011 Pointwise adaptive estimation for quantile regressionReiß, Markus / Rozenholc, Yves / Cuenod, Charles A.

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