Ten years of Denis Sargan Econometrics Prizes: Editorial.
- Published in:
- 2022
- By:
- Publication type:
- Editorial
Works matching IS 13684221 AND DT 2022 AND VI 25 AND IP 2
Results: 13
1
2
Misclassification-robust semiparametric estimation of single-index binary-choice models.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 433, doi. 10.1093/ectj/utac005
- By:
- Publication type:
- Article
3
Estimating the SARS-CoV-2 infection fatality rate by data combination: The case of Germany's first wave*.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 515, doi. 10.1093/ectj/utac004
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- Publication type:
- Article
4
Causal mediation analysis with double machine learning.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 277, doi. 10.1093/ectj/utac003
- By:
- Publication type:
- Article
5
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 455, doi. 10.1093/ectj/utac001
- By:
- Publication type:
- Article
6
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 494, doi. 10.1093/ectj/utab034
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- Publication type:
- Article
7
Nonparametric bounds on treatment effects with imperfect instruments.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 477, doi. 10.1093/ectj/utab033
- By:
- Publication type:
- Article
8
Testing conditional moment restriction models using empirical likelihood.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 384, doi. 10.1093/ectj/utab032
- By:
- Publication type:
- Article
9
Distributional robustness of K-class estimators and the PULSE.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 404, doi. 10.1093/ectj/utab031
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- Publication type:
- Article
10
Optimal minimax rates against nonsmooth alternatives.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 322, doi. 10.1093/ectj/utab030
- By:
- Publication type:
- Article
11
Two-stage instrumental variable estimation of linear panel data models with interactive effects.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 340, doi. 10.1093/ectj/utab029
- By:
- Publication type:
- Article
12
Detecting common breaks in the means of high dimensional cross-dependent panels.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 362, doi. 10.1093/ectj/utab028
- By:
- Publication type:
- Article
13
Designed quadrature to approximate integrals in maximum simulated likelihood estimation.
- Published in:
- Econometrics Journal, 2022, v. 25, n. 2, p. 301, doi. 10.1093/ectj/utab023
- By:
- Publication type:
- Article