ECONOMETRICS

By In Choi. Econometric Theory, 2002

1,317 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/3fef87eecf4288c7812f57f7c366d1401825c580

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Citations in the corpus

Instrumental Variables: An Econometrician's Perspective (2014, neutral): “These textbook discussions (graduate texts include Wooldridge, 2010; Angrist and Pischke, 2009; Greene, 2011; and Hayashi, 2000, and introductory undergraduate textbooks include Wooldridge, 2008; and Stock and Watson, 2010) are often closer to the simultaneous equations example from Section 3.”
An Extended Class of Instrumental Variables for the Estimation of Causal Effects (2011, neutral): “E(ZX 0) 6= 0 (e.g., Hamilton, 1994 p.238; Hayashi, 2000 p.191; Wooldridge, 2002 p.83-84).”
Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing (2007, methodology): “√ That is, S is the variance of the limiting distribution of n g (Hayashi 2000, 203).”
Empirical Likelihood Methods in Econometrics: Theory and Practice (2006, background): “Hansen (2006) suggests a rule for the choice of Newton step lengths.”
Enhanced routines for instrumental variables/GMM estimation and testing (2007, methodology): “For more detail on this GMM estimator, see Hayashi (2000), pp. 406–417.”
Applied Econometrics with R (2008, neutral): “In addition, we provide all further data sets from Baltagi (2002), Franses (1998), Greene (2003), Stock and Watson (2007), and Winkelmann and Boes (2009).”
The Rise and Fall of the Environmental Kuznets Curve (2004, background): “Stern et al. (1996) raised the issue of heteroskedasticity that may be important in the context of cross-sectional regressions of grouped data (see Maddala, 1977).”
The forecast quality of CBOE implied volatility indexes (2005, neutral): “We found no significant differences affecting our conclusions using either ordinary least squares or White (1980) standard errors.”
Forward and Spot Exchange Rates in a Multi-Currency World* (2018, neutral): “Hayashi (2011). Emerging market currency excess returns.”
Appraisal of Capital Market Efficiency on Economic Growth in Nigeria (2009, methodology): “The Ordinary Least Squares Theorem, supported by Koutsoyiannis (1985), Wannocott and Wonnocott (1972) and Nyong (1993) as the Best Linear Unbiased Estimator (BLUE).”
Demand-Side Management and Energy Efficiency Revisited (2008, background): “Hansen (2007) suggests an alternative approach to constructing confidence intervals that have proper coverage probability when test statistic distributions are not symmetric.”
What Determines Wine Prices: Objective vs. Sensory Characteristics* (2006, methodology): “The probability limit of the OLS estimate is (the calculation is similar as in Maddala, 1977, p. 293) .”