Bootstrapping the Hausman Test in Panel Data Models

By Bole Velimir   Rebec Peter  

Communications in Statistics: Simulation and Computation, Vol. 42, Iss. 3, 2013-03 ,pp. : 650-670

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimation of cointegrated models with exogenous variables

By Ahn Sung K.   Hong Hanwoom   Cho Sinsup  

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 10, 2015-07 ,pp. : 1945-1962

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimating Decision-Relevant Comparative Effects Using Instrumental Variables

By Basu Anirban  

Statistics in Biosciences, Vol. 3, Iss. 1, 2011-09 ,pp. : 6-27

Springer Publishing Company

Access to resources Recommend Favorite

Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables

By Rebelo Efigénio   Do Valle Patrícia Oom   Nunes Rui  

Communications in Statistics: Theory and Methods, Vol. 41, Iss. 20, 2012-10 ,pp. : 3799-3812

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures

By Wiesenfarth Manuel   Hisgen Carlos Matías   Kneib Thomas   Cadarso-Suarez Carmen  

Journal of Business & Economic Statistics, Vol. 32, Iss. 3, 2014-07 ,pp. : 468-482

Taylor & Francis Ltd

Access to resources Recommend Favorite