J. Isotalo
2006
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom J. Isotalo trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from J. Isotalo's perspective
Ordered by how strongly the researchers J. Isotalo trusts endorse each paper. Same corpus, a different order for every researcher.
- Econometric Theory and Methods
- The general Gauss-Markov model with possibly singular dispersion matrix
- Testing Statistical Hypotheses
- A Three-Step Method for Choosing the Number of Bootstrap Repetitions
- Instrumental Variables Regression with Weak Instruments
- Bootstrapping Regression Models
- A Conditional Likelihood Ratio Test for Structural Models
- Wild Bootstrap Tests for IV Regression
- Bootstrap Methods in Econometrics
- Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression
Their papers
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model (2006) — 51 citations