EconStor >

Search Results

 
for  

Results 31-40 of 351.


Item hits:

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
2009 Does increasing parents' schooling raise the schooling of the next generation? Evidence based on conditional second momentsFarré, Lídia / Klein, Roger / Vella, Francis
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 Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C. / Hausman, Jerry A. / Newey, Whitney K. / Swanson, Norman R. / Woutersen, Tiemen
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.
2011 Semiparametric estimation with generated covariatesMammen, Enno / Rothe, Christoph / Schienle, Melanie
2010 Nonparametric regression with nonparametrically generated covariatesMammen, Enno / Rothe, Christoph / Schienle, Melanie

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