This paper establishes that regressors in the models with censored dependent variables need not be bounded for the standard asymptotic results to apply. Thus, regressors that grow monotonically with the observation index may be acceptable. It also purports to provide an upper bound on the rate at which regressors may grow
This paper surveys recent developments and provides Monte Carlo comparison on various tests proposed...
This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with ...
This paper makes two contributions to the empirical literature on agglomeration economies. First, th...
This paper establishes that regressors in the models with censored dependent variables need not be b...
A fundamental property of a progressive income tax is that it provides implicit insurance against sh...
Our research provides new econometric evidence concerning partial economic risk sharing between a fr...
This note analyzes the asymptotic distribution for instrumental variables regression for panel data ...
In this paper we propose two classes of test statistics for detecting a break at an unknown date in ...
This paper focuses on inference based on the usual panel data estimators of a one-way error componen...
This paper considers models with latent/discrete endogenous regressors and presents a simulation-bas...
The term “microsimulation” has been linked to a range of tools and techniques that are finding growi...
Parametric stochastic frontier models yield firm-level conditional distributions of inefficiency tha...
Deconvolution is a useful statistical technique for recovering an unknown density in the presence of...
This paper develops a novel asymptotic theory for panel models with common shocks. We assume that co...
This paper focuses on the movement of data-based social policy analysis from a single-country cross-...
This paper surveys recent developments and provides Monte Carlo comparison on various tests proposed...
This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with ...
This paper makes two contributions to the empirical literature on agglomeration economies. First, th...
This paper establishes that regressors in the models with censored dependent variables need not be b...
A fundamental property of a progressive income tax is that it provides implicit insurance against sh...
Our research provides new econometric evidence concerning partial economic risk sharing between a fr...
This note analyzes the asymptotic distribution for instrumental variables regression for panel data ...
In this paper we propose two classes of test statistics for detecting a break at an unknown date in ...
This paper focuses on inference based on the usual panel data estimators of a one-way error componen...
This paper considers models with latent/discrete endogenous regressors and presents a simulation-bas...
The term “microsimulation” has been linked to a range of tools and techniques that are finding growi...
Parametric stochastic frontier models yield firm-level conditional distributions of inefficiency tha...
Deconvolution is a useful statistical technique for recovering an unknown density in the presence of...
This paper develops a novel asymptotic theory for panel models with common shocks. We assume that co...
This paper focuses on the movement of data-based social policy analysis from a single-country cross-...
This paper surveys recent developments and provides Monte Carlo comparison on various tests proposed...
This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with ...
This paper makes two contributions to the empirical literature on agglomeration economies. First, th...