Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors.
- Published in:
- Econometrics Journal, 2018, v. 21, n. 2, p. 218, doi. 10.1111/ectj.12109
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2018 AND VI 21 AND IP 2
Results: 6
1
2
Testing for changing volatility.
- Published in:
- Econometrics Journal, 2018, v. 21, n. 2, p. 192, doi. 10.1111/ectj.12108
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- Publication type:
- Article
3
The wild bootstrap for few (treated) clusters.
- Published in:
- Econometrics Journal, 2018, v. 21, n. 2, p. 114, doi. 10.1111/ectj.12107
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- Publication type:
- Article
4
Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production.
- Published in:
- Econometrics Journal, 2018, v. 21, n. 2, p. 170, doi. 10.1111/ectj.12103
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- Publication type:
- Article
5
Adaptive wild bootstrap tests for a unit root with non‐stationary volatility.
- Published in:
- Econometrics Journal, 2018, v. 21, n. 2, p. 87, doi. 10.1111/ectj.12100
- By:
- Publication type:
- Article
6
Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics.
- Published in:
- Econometrics Journal, 2018, v. 21, n. 2, p. 136, doi. 10.1111/ectj.12095
- By:
- Publication type:
- Article