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Weak Instruments: Diagnosis and Cures in Empirical Econometrics, и . American Economic Review, 93 (2): 118-125 (2003)available at http://ideas.repec.org/a/aea/aecrev/v93y2003i2p118-125.html.Finite Sample Properties of the Two-Step Empirical Likelihood Estimator, и . Econometric Reviews, 24 (3): 247--263 (2005)A New Specification Test for the Validity of Instrumental Variables, и . Econometrica, 70 (1): 163--189 (01.01.2002)doi: 10.1111/1468-0262.00272.Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large, , и . Economics Letters, 84 (1): 117--125 (июля 2004)Does Jeffrey's prior alleviate the incidental parameter problem?. Economics Letters, 82 (1): 135--138 (января 2004)Testing and comparing Value-at-Risk measures, , и . Journal of Empirical Finance, 8 (3): 325--342 (июля 2001)Jackknife and Analytical Bias Reduction for Nonlinear Panel Models, и . Econometrica, 72 (4): 1295--1319 (183 07 2004)doi: 10.1111/j.1468-0262.2004.00533.x.Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large, и . Econometrica, 70 (4): 1639--1657 (182 07 2002)doi: 10.1111/1468-0262.00344.Jackknife minimum distance estimation, , и . Economics Letters, 76 (1): 35--45 (июня 2002)Discontinuities of weak instrument limiting distributions, и . Economics Letters, 75 (3): 325--331 (мая 2002)