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There are 5415 results for: content related to: Confidence Intervals for Partially Identified Parameters

  1. Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets

    Econometrica

    Volume 76, Issue 4, July 2008, Pages: 841–907, Robert M. Anderson and Roberto C. Raimondo

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1468-0262.2008.00861.x

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    A theory of regular Markov perfect equilibria in dynamic stochastic games: Genericity, stability, and purification

    Theoretical Economics

    Volume 5, Issue 3, September 2010, Pages: 369–402, Ulrich Doraszelski and Juan F. Escobar

    Article first published online : 27 SEP 2010, DOI: 10.3982/TE632

  3. Inference for Continuous Semimartingales Observed at High Frequency

    Econometrica

    Volume 77, Issue 5, September 2009, Pages: 1403–1445, Per A. Mykland and Lan Zhang

    Article first published online : 6 OCT 2009, DOI: 10.3982/ECTA7417

  4. Stepwise Multiple Testing as Formalized Data Snooping

    Econometrica

    Volume 73, Issue 4, July 2005, Pages: 1237–1282, Joseph P. Romano and Michael Wolf

    Article first published online : 13 JUN 2005, DOI: 10.1111/j.1468-0262.2005.00615.x

  5. GMM Estimation of Autoregressive Roots Near Unity with Panel Data

    Econometrica

    Volume 72, Issue 2, March 2004, Pages: 467–522, Hyungsik Roger Moon and Peter C. B. Phillips

    Article first published online : 26 JAN 2004, DOI: 10.1111/j.1468-0262.2004.00498.x

  6. Risk Sharing in Private Information Models With Asset Accumulation: Explaining the Excess Smoothness of Consumption

    Econometrica

    Volume 79, Issue 4, July 2011, Pages: 1027–1068, Orazio P. Attanasio and Nicola Pavoni

    Article first published online : 1 JUL 2011, DOI: 10.3982/ECTA7063

  7. A Dynamic Theory of Holdup

    Econometrica

    Volume 72, Issue 4, July 2004, Pages: 1063–1103, Yeon-Koo Che and József Sákovics

    Article first published online : 26 MAY 2004, DOI: 10.1111/j.1468-0262.2004.00526.x

  8. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models

    Econometrica

    Volume 72, Issue 4, July 2004, Pages: 1295–1319, Jinyong Hahn and Whitney Newey

    Article first published online : 26 MAY 2004, DOI: 10.1111/j.1468-0262.2004.00533.x

  9. Imperfect Monitoring and Impermanent Reputations

    Econometrica

    Volume 72, Issue 2, March 2004, Pages: 407–432, Martin W. Cripps, George J. Mailath and Larry Samuelson

    Article first published online : 26 JAN 2004, DOI: 10.1111/j.1468-0262.2004.00496.x

  10. The Model Confidence Set

    Econometrica

    Volume 79, Issue 2, March 2011, Pages: 453–497, Peter R. Hansen, Asger Lunde and James M. Nason

    Article first published online : 14 FEB 2011, DOI: 10.3982/ECTA5771

  11. Estimating Dynamic Models of Imperfect Competition

    Econometrica

    Volume 75, Issue 5, September 2007, Pages: 1331–1370, Patrick Bajari, C. Lanier Benkard and Jonathan Levin

    Article first published online : 3 AUG 2007, DOI: 10.1111/j.1468-0262.2007.00796.x

  12. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

    Econometrica

    Volume 72, Issue 6, November 2004, Pages: 1773–1808, Darrell Duffie and Peter Glynn

    Article first published online : 8 OCT 2004, DOI: 10.1111/j.1468-0262.2004.00553.x

  13. A PANIC Attack on Unit Roots and Cointegration

    Econometrica

    Volume 72, Issue 4, July 2004, Pages: 1127–1177, Jushan Bai and Serena Ng

    Article first published online : 26 MAY 2004, DOI: 10.1111/j.1468-0262.2004.00528.x

  14. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

    Econometrica

    Volume 72, Issue 6, November 2004, Pages: 1899–1925, Lung-Fei Lee

    Article first published online : 8 OCT 2004, DOI: 10.1111/j.1468-0262.2004.00558.x

  15. Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

    Econometrica

    Volume 77, Issue 5, September 2009, Pages: 1481–1512, Guido W. Imbens and Whitney K. Newey

    Article first published online : 6 OCT 2009, DOI: 10.3982/ECTA7108

  16. Search and Rest Unemployment

    Econometrica

    Volume 79, Issue 1, January 2011, Pages: 75–122, Fernando Alvarez and Robert Shimer

    Article first published online : 14 JAN 2011, DOI: 10.3982/ECTA7686

  17. The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives

    Econometrica

    Volume 73, Issue 3, May 2005, Pages: 903–948, Yoshihiko Nishiyama and Peter M. Robinson

    Article first published online : 18 APR 2005, DOI: 10.1111/j.1468-0262.2005.00598.x

  18. Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

    Econometrica

    Volume 76, Issue 6, November 2008, Pages: 1481–1536, Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde and Neil Shephard

    Article first published online : 24 NOV 2008, DOI: 10.3982/ECTA6495

  19. Structural Nonparametric Cointegrating Regression

    Econometrica

    Volume 77, Issue 6, November 2009, Pages: 1901–1948, Qiying Wang and Peter C. B. Phillips

    Article first published online : 2 DEC 2009, DOI: 10.3982/ECTA7732

  20. Belief-Free Equilibria in Repeated Games

    Econometrica

    Volume 73, Issue 2, March 2005, Pages: 377–415, Jeffrey C. Ely, Johannes Hörner and Wojciech Olszewski

    Article first published online : 4 FEB 2005, DOI: 10.1111/j.1468-0262.2005.00583.x