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There are 12551 results for: content related to: Response error in a transformation model with an application to earnings-equation estimation *

  1. Semi-parametric estimation of non-separable models: a minimum distance from independence approach

    The Econometrics Journal

    Volume 13, Issue 3, October 2010, Pages: S28–S55, Ivana Komunjer and Andres Santos

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1368-423X.2010.00317.x

  2. IMPACT OF RISK AVERSION ON THE OPTIMAL ROTATION WITH STOCHASTIC PRICE

    Natural Resource Modeling

    Volume 21, Issue 3, September 2008, Pages: 385–415, PEICHEN GONG and KARL-GUSTAF LÖFGREN

    Article first published online : 25 APR 2008, DOI: 10.1111/j.1939-7445.2008.00017.x

  3. Heterogeneity in dynamic discrete choice models

    The Econometrics Journal

    Volume 13, Issue 1, February 2010, Pages: 1–39, Martin Browning and Jesus M. Carro

    Article first published online : 11 FEB 2010, DOI: 10.1111/j.1368-423X.2009.00301.x

  4. On the sensitivity of the restricted least squares estimators to covariance misspecification

    The Econometrics Journal

    Volume 10, Issue 3, November 2007, Pages: 471–487, Alan T.K. Wan, Guohua Zou and Huaizhen Qin

    Article first published online : 4 AUG 2007, DOI: 10.1111/j.1368-423X.2007.00217.x

  5. Further results on optimal critical values of pre-test when estimating the regression error variance

    The Econometrics Journal

    Volume 9, Issue 1, March 2006, Pages: 159–176, Alan T.K. Wan, Guohua Zou and Kazuhiro Ohtani

    Article first published online : 14 MAR 2006, DOI: 10.1111/j.1368-423X.2006.00180.x

  6. The Defaultable Lévy Term Structure: Ratings and Restructuring

    Mathematical Finance

    Volume 13, Issue 2, April 2003, Pages: 277–300, Ernst Eberlein and Fehmi Özkan

    Article first published online : 10 MAR 2003, DOI: 10.1111/1467-9965.00017

  7. A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error

    The Econometrics Journal

    Volume 7, Issue 2, December 2004, Pages: 585–617, Ekaterini Panopoulou and Nikitas Pittis

    Article first published online : 25 NOV 2004, DOI: 10.1111/j.1368-423X.2004.00145.x

  8. Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 250–277, Zhengyu Zhang

    Article first published online : 18 JUN 2013, DOI: 10.1111/ectj.12005

  9. A comparison of estimators to evaluate the discriminatory power of time-to-event models

    Statistics in Medicine

    Volume 31, Issue 23, 15 October 2012, Pages: 2588–2609, Matthias Schmid and Sergej Potapov

    Article first published online : 25 JUL 2012, DOI: 10.1002/sim.5464

  10. Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters

    Statistica Neerlandica

    Volume 63, Issue 2, May 2009, Pages: 183–212, Eugen Ursu and Pierre Duchesne

    Article first published online : 8 FEB 2009, DOI: 10.1111/j.1467-9574.2009.00417.x

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    A theory of factor allocation and plant size

    The RAND Journal of Economics

    Volume 39, Issue 2, Summer 2008, Pages: 329–351, Thomas J. Holmes and Matthew F. Mitchell

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.0741-6261.2008.00017.x

  12. A method for optimizing sail design

    Sports Engineering

    Volume 2, Issue 1, February 1999, Pages: 35–48, Sugimoto

    Article first published online : 5 JAN 2002, DOI: 10.1046/j.1460-2687.1999.00017.x

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    Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations

    The Econometrics Journal

    Volume 7, Issue 1, June 2004, Pages: 272–306, Jinyong Hahn, Jerry Hausman and Guido Kuersteiner

    Article first published online : 18 JUN 2004, DOI: 10.1111/j.1368-423X.2004.00131.x

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    The econometrics of mean-variance efficiency tests: a survey

    The Econometrics Journal

    Volume 12, Issue 3, November 2009, Pages: C65–C101, Enrique Sentana

    Article first published online : 24 NOV 2009, DOI: 10.1111/j.1368-423X.2009.00295.x

  15. Stolidobranch ascidians from the tropical western Indian Ocean

    Zoological Journal of the Linnean Society

    Volume 135, Issue 1, May 2002, Pages: 65–120, CLAUDE MONNIOT

    Article first published online : 5 JUL 2002, DOI: 10.1046/j.1096-3642.2002.00017.x

  16. Non-parametric detection and estimation of structural change

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 420–461, Dennis Kristensen

    Article first published online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00378.x

  17. Estimation of the Shape Parameter of the Weibull Distribution Using Linear Regression Methods: Non-Censored Samples

    Quality and Reliability Engineering International

    Volume 29, Issue 8, December 2013, Pages: 1207–1219, Arzu Altin Yavuz

    Article first published online : 24 SEP 2012, DOI: 10.1002/qre.1472

  18. Strategic Delegation with Multiproduct Firms

    Journal of Economics & Management Strategy

    Volume 13, Issue 3, September 2004, Pages: 405–427, Rafael Moner-Colonques, José J. Sempere-Monerris and Amparo Urbano

    Article first published online : 21 JUL 2004, DOI: 10.1111/j.1430-9134.2004.00017.x

  19. Semiparametric estimation of the Box–Cox transformation model

    The Econometrics Journal

    Volume 11, Issue 3, November 2008, Pages: 517–537, Youngki Shin

    Article first published online : 3 NOV 2008, DOI: 10.1111/j.1368-423X.2008.00255.x

  20. Testing for reduction to random walk in autoregressive conditional heteroskedasticity models

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 387–416, Claudia Klüppelberg, Ross A. Maller, Mark Van De Vyver and Derick Wee

    Article first published online : 17 JAN 2003, DOI: 10.1111/1368-423X.t01-1-00090