Econometric Reviews Honors Cheng Hsiao
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Publication:5862424
DOI10.1080/07474938.2021.1889180zbMath1490.00049OpenAlexW3190996970MaRDI QIDQ5862424
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Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2021.1889180
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)
Cites Work
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- An overview of the estimation of large covariance and precision matrices
- Moment estimation for censored quantile regression
- Estimation of high-dimensional seemingly unrelated regression models
- Estimation of average treatment effect based on a semiparametric propensity score
- Determination of different types of fixed effects in three-dimensional panels*
- The lower regression function and testing expectation dependence dominance hypotheses
- Right tail information and asset pricing
- Market integration, systemic risk and diagnostic tests in large mixed panels
- Smoothed maximum score estimation with nonparametrically generated covariates
- Bayesian estimation of dynamic panel data gravity model
- Detecting multiple equilibria for continuous dependent variables
- Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
- A panel data model of length of stay in hospitals for hip replacements
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- Quantile regression with interval data
- Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Monotonicity-constrained nonparametric estimation and inference for first-price auctions
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Sequential and efficient GMM estimation of dynamic short panel data models
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