New small sample estimators for cointegration regression: Low-pass spectral filter method

By Yikang L.   Maddala G.S.   Rush M.  

Economics Letters, Vol. 47, Iss. 2, 1995-02 ,pp. : 123-129

Elsevier

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Headlights on tobacco road to low birthweight outcomes: Evidence from a battery of quantile regression estimators and a heterogeneous panel

By Bache Stefan   Dahl Christian   Kristensen Johannes  

Empirical Economics, Vol. 44, Iss. 3, 2013-06 ,pp. : 1593-1633

Springer Publishing Company

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Changing returns to education in Portugal during the 1980s and early 1990s: OLS and quantile regression estimators

By Hartog Joop   Pereira Pedro T.   Vieira José A. C.  

Applied Economics, Vol. 33, Iss. 8, 2001-06 ,pp. : 1021-1037

Routledge Ltd

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Consistency of two-step sample selection estimators despite misspecification of distribution

By Newey W.K.  

Economics Letters, Vol. 63, Iss. 2, 1999-05 ,pp. : 129-132

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Consistency of Heckman-type two-step estimators for the multivariate sample-selection model

By Tauchmann Harald  

Applied Economics, Vol. 42, Iss. 30, 2010-12 ,pp. : 3895-3902

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