Biblio
82 resultats trouvés
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Bootstrap inference in a linear equation estimated by instrumental variablesJournal article , Econometrics Journal, Volume 11, Issue 3, pp. 443-477, 2008
Chow testBook chapter , In: International encyclopedia of the social sciences, William A. Darity (Eds.), 2008, Volume 1, pp. 529-530, Macmillan Reference USA, 2008
stochastic dominanceBook chapter , In: The New Palgrave Dictionary of Economics, Steven N. Durlauf et Lawrence E. Blume (Eds.), 2008-02, pp. 921-925, Nature Publishing Group, 2008
The wild bootstrap, tamed at lastJournal article , Journal of Econometrics, Volume 146, Issue 1, pp. 162-169, 2008
Asymptotic and bootstrap inference for inequality and poverty measuresJournal article , Journal of Econometrics, Volume 141, Issue 1, pp. 141-166, 2007
Bootstrapping econometric models (in Russian)Journal article , Quantile, Issue 3, pp. 13-36, 2007
Improving the reliability of bootstrap tests with the fast double bootstrapJournal article , Computational Statistics & Data Analysis, Volume 51, Issue 7, pp. 3259-3281, 2007
Moments of IV and JIVE estimatorsJournal article , Econometrics Journal, Volume 10, Issue 3, pp. 541-553, 2007
Bootstrap Methods in EconometricsBook chapter , In: Palgrave Handbook of Econometrics, T.C. Mills et K. Patterson (Eds.), 2006, Volume 1, Palgrave Macmillan, 2006
The case against JIVEJournal article , Journal of Applied Econometrics, Volume 21, Issue 6, pp. 827-833, 2006
The power of bootstrap and asymptotic testsJournal article , Journal of Econometrics, Volume 133, Issue 2, pp. 421-441, 2006
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'Journal article , Journal of Applied Econometrics, Volume 21, Issue 6, pp. 843-844, 2006
Bootstrap J tests of nonnested linear regression modelsJournal article , Journal of Econometrics, Volume 109, Issue 1, pp. 167-193, 2002
Fast Double Bootstrap Tests Of Nonnested Linear Regression ModelsJournal article , Econometric Reviews, Volume 21, Issue 4, pp. 419-429, 2002
Bootstrap tests: how many bootstraps?Journal article , Econometric Reviews, Volume 19, Issue 1, pp. 55-68, 2000
Efficiency and Robustness in a Geometrical PerspectiveBook chapter , In: Applications of Differential Geometry to Econometrics, Paul Marriott et Mark Salmon (Eds.), 2000, Volume 5, pp. 151-183, Cambridge University Press, 2000
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and InequalityJournal article , Econometrica, Volume 68, Issue 6, pp. 1435-1464, 2000
Bootstrap Testing in Nonlinear ModelsJournal article , International Economic Review, Volume 40, Issue 2, pp. 487-508, 1999
A general equilibrium spatial model of housing quality and quantityJournal article , Regional Science and Urban Economics, Volume 29, Issue 3, pp. 283-316, 1999
The Size Distortion Of Bootstrap TestsJournal article , Econometric Theory, Volume 15, Issue 03, pp. 361-376, 1999
Graphical Methods for Investigating the Size and Power of Hypothesis TestsJournal article , The Manchester School of Economic & Social Studies, Volume 66, Issue 1, pp. 1-26, 1998
Stochastic Approach to the Study of Atomistic Processes in the Early Stages of Thin-Film Growth. 2. Island FormationJournal article , The Journal of Physical Chemistry B, Volume 102, Issue 38, pp. 7400-7405, 1998
A Stochastic Approach to the Study of Atomistic Processes in the Early Stages of Thin-Film GrowthJournal article , The Journal of Physical Chemistry B, Volume 102, Issue 38, pp. 7393-7399, 1998
Wavelet Analysis of Commodity Price BehaviorJournal article , Computational Economics, Volume 11, Issue 1-2, pp. 103-28, 1998
Statistical Inference for the Measurement of the Incidence of Taxes and TransfersJournal article , Econometrica, Volume 65, Issue 6, pp. 1453-1466, 1997