25 results
LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
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- Econometric Theory / Volume 37 / Issue 4 / August 2021
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- 11 August 2020, pp. 708-746
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EFFICIENT TWO-STEP GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION AND TESTS WITH MARTINGALE DIFFERENCES
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- Econometric Theory / Volume 37 / Issue 3 / June 2021
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- 29 June 2020, pp. 573-612
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On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
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- Econometric Theory / Volume 8 / Issue 4 / December 1992
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- 18 October 2010, pp. 518-552
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Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models
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- Econometric Theory / Volume 8 / Issue 1 / March 1992
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- 18 October 2010, pp. 52-94
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ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
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- Econometric Theory / Volume 26 / Issue 5 / October 2010
- Published online by Cambridge University Press:
- 17 February 2010, pp. 1332-1362
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A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
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- Econometric Theory / Volume 26 / Issue 2 / April 2010
- Published online by Cambridge University Press:
- 18 August 2009, pp. 564-597
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EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
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- Econometric Theory / Volume 26 / Issue 1 / February 2010
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- 13 August 2009, pp. 187-230
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POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL
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- Econometric Theory / Volume 26 / Issue 1 / February 2010
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- 19 June 2009, pp. 260-299
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Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models
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- Econometric Theory / Volume 11 / Issue 3 / June 1995
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- 11 February 2009, pp. 437-483
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Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix
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- Econometric Theory / Volume 9 / Issue 3 / June 1993
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- 11 February 2009, pp. 413-430
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CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
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- Econometric Theory / Volume 18 / Issue 2 / April 2002
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- 16 May 2002, pp. 252-277
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INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
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- Econometric Theory / Volume 17 / Issue 5 / October 2001
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- 25 September 2001, pp. 933-961
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ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES
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- Econometric Theory / Volume 17 / Issue 1 / February 2001
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- 07 February 2001, pp. 247-256
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3 - Simulation estimation of polychotomous-choice sample selection models
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- Nonlinear Statistical Modeling
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- 05 June 2012
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- 08 January 2001, pp 71-118
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Introduction
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- Analysis of Panels and Limited Dependent Variable Models
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- 22 September 2009
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- 29 July 1999, pp 1-6
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Index
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- Analysis of Panels and Limited Dependent Variable Models
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- 22 September 2009
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- 29 July 1999, pp 334-338
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Analysis of Panels and Limited Dependent Variable Models
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- 22 September 2009
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- 29 July 1999
4 - Estimation of dynamic limited-dependent rational expectations models
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- Analysis of Panels and Limited Dependent Variable Models
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- 22 September 2009
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- 29 July 1999, pp 79-113
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CV of G.S. Maddala
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- Analysis of Panels and Limited Dependent Variable Models
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- 22 September 2009
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- 29 July 1999, pp 323-333
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Frontmatter
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- Analysis of Panels and Limited Dependent Variable Models
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- 22 September 2009
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- 29 July 1999, pp i-iv
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