The following pages link to full work available at URL (P205):
Displaying 50 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Estimating the density of a conditional expectation (Q262700) (← links)
- Empirical Bayes estimation for the stochastic blockmodel (Q262706) (← links)
- Special issue on experimental and non-experimental evaluation of economic policy and models (Q262709) (← links)
- Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs (Q262712) (← links)
- Do unemployment insurance recipients actively seek work? Evidence from randomized trials in four U.S. states (Q262716) (← links)
- Correcting for selective compliance in a re-employment bonus experiment (Q262719) (← links)
- How important are ``entry effects'' in financial incentive programs for welfare recipients? Experimental evidence from the self-sufficiency project (Q262722) (← links)
- Program evaluation as a decision problem (Q262724) (← links)
- Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions (Q262727) (← links)
- The benefits of prenatal care: evidence from the PAT bus strike (Q262730) (← links)
- Predicting the efficacy of future training programs using past experiences at other locations (Q262733) (← links)
- Estimating the returns to community college schooling for displaced workers (Q262736) (← links)
- Does matching overcome LaLonde's critique of nonexperimental estimators? (Q262739) (← links)
- Practical propensity score matching: a reply to Smith and Todd (Q262740) (← links)
- Rejoinder: ``Does matching overcome LaLonde's critique of nonexperimental estimators?'' (Q262741) (← links)
- Testing for common deterministic trend slopes (Q262744) (← links)
- Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Asymptotic inference from multi-stage samples (Q262753) (← links)
- Econometrics of first-price auctions with entry and binding reservation prices (Q262755) (← links)
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Current developments in productivity and efficiency measurement (Q262759) (← links)
- Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (Q262761) (← links)
- Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings (Q262763) (← links)
- On ranking and selection from independent truncated normal distributions (Q262765) (← links)
- Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach (Q262768) (← links)
- Estimating variable returns to scale production frontiers with alternative stochastic assumptions (Q262771) (← links)
- Alternative efficiency measures for multiple-output production (Q262773) (← links)
- Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution (Q262776) (← links)
- Characteristics of a polluting technology: theory and practice (Q262777) (← links)
- A Bayesian approach to imposing curvature on distance functions (Q262779) (← links)
- Product diversification, production systems, and economic performance in U.S. agricultural production (Q262782) (← links)
- Skill-biased technical change in US manufacturing: a general index approach (Q262785) (← links)
- Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels'' (Q262787) (← links)
- Origins of the limited information maximum likelihood and two-stage least squares estimators (Q262789) (← links)
- Highly accurate likelihood analysis for the seemingly unrelated regression problem (Q262792) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Stability results for nonlinear error correction models (Q262797) (← links)
- Estimating dynamic models from repeated cross-sections (Q262800) (← links)
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- Weighted composition operators from weighted Bergman spaces with Békollé weights to Bloch-type spaces (Q262805) (← links)
- Weighted Lipschitz estimates for commutators on weighted Morrey spaces (Q262809) (← links)
- On a Hardy-Hilbert-type inequality with parameters (Q262810) (← links)
- The Hyers-Ulam-Rassias stability of the quartic functional equation in fuzzy \(\beta\)-normed spaces (Q262813) (← links)
- Fixed point approximation for \(SKC\)-mappings in hyperbolic spaces (Q262815) (← links)
- On dual mixed quermassintegral quotient functions (Q262818) (← links)
- \(q\)-integral inequalities associated with some fractional \(q\)-integral operators (Q262820) (← links)
