jrblevin's econometrics [52 articles] Export

Recent papers added to jrblevin's library classified by the tag econometrics. You can also see everyone's econometrics.

	Panel Data Discrete Choice Models with Lagged Dependent Variables [My Copy] Econometrica, Vol. 68, No. 4. (2000), pp. 839-874. by Bo E. Honore, Ekaterini Kyriazidou posted to discrete_choice econometrics economics panel by jrblevin on 2009-01-29 01:55:42 as
	Discrete time duration models with group-level heterogeneity [My Copy] Journal of Econometrics, Vol. 141, No. 2. (December 2007), pp. 1014-1043. by A. Frederiksen, B. Honore, L. Hu posted to duration econometrics economics by jrblevin on 2009-01-29 01:31:53 as
	Empirical likelihood estimation and consistent tests with conditional moment restrictions [My Copy] Journal of Econometrics, Vol. 117, No. 1. (November 2003), pp. 55-93. by Stephen G. Donald, Guido W. Imbens, Whitney K. Newey posted to conditional-moment-equalities econometrics economics empirical-likelihood by jrblevin on 2009-01-23 19:24:05 as along with 1 person ctacmo
	A Simulation Estimator for Dynamic Models of Discrete Choice [My Copy] The Review of Economic Studies, Vol. 61, No. 2. (1994), pp. 265-289. by Joseph V. Hotz, Robert A. Miller, Seth Sanders, Jeffrey Smith posted to ddc dynamics econometrics economics simulation by jrblevin on 2009-01-22 16:28:00 as along with 1 person elenchos
	The Non-Parametric Identification of Generalized Accelerated Failure-Time Models [My Copy] The Review of Economic Studies, Vol. 57, No. 2. (1990), pp. 167-181. by Geert Ridder posted to duration econometrics economics partial_identification by jrblevin on 2009-01-12 23:29:20 as
	Non-Linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter [My Copy] Social Science Research Network Working Paper Series (27 May 2008) by Martin M. Andreasen posted to econometrics economics particle-filtering by jrblevin on 2009-01-06 04:04:32 as
	Uniform Convergence in Probability and Stochastic Equicontinuity [My Copy] Econometrica, Vol. 59, No. 4. (1991), pp. 1161-1167. by Whitney K. Newey posted to econometrics economics stochastic-equicontinuity uniform-convergence by jrblevin on 2009-01-02 15:10:01 as
	MATLAB as an econometric programming environment [My Copy] Journal of Applied Econometrics, Vol. 12, No. 6. (1997), pp. 735-744. by Francisco Cribari-Neto, Mark J. Jensen posted to computational econometrics economics matlab by jrblevin on 2009-01-01 14:02:47 as
	Gauss and Matlab: A Comparison. [My Copy] Journal of Applied Econometrics, Vol. 8, No. 3. (1993), pp. 307-324. by J. Rust posted to computational econometrics economics gauss matlab by jrblevin on 2009-01-01 14:02:03 as
	Identification and Inference of Nonlinear Models Using Two Samples with Aribrary Measurement Errors [My Copy] In Discussion Paper, No. 1590. (2006) by Xiaohong Chen, Yingyao Hu posted to econometrics identification linear-operators measurement-error by jrblevin on 2008-09-07 17:20:19 as
	Identification and Estimation of Nonparametric Structural Models by Instrumental Variables Method [My Copy] No. 733. (2004) by Woocheol Kim posted to econometrics identification inverse-problems iv linear-operators by jrblevin on 2008-08-20 22:36:38 as
	Some Identification Issues in Nonparametric Linear Models With Endogenous Regressors [My Copy] Econometric Theory, Vol. 22, No. 02. (2006), pp. 258-278. by Thomas A. Severini, Gautam Tripathi posted to econometrics functional-analysis identification integral-equations inverse-problems linear-operators by jrblevin on 2008-08-20 18:47:51 as
	Asymmetry in first-price auctions with affiliated private values [My Copy] Journal of Applied Econometrics, Vol. 18, No. 2. (2003), pp. 179-207. by Sandra Campo, Isabelle Perrigne, Quang Vuong posted to auctions econometrics economics identification nonparametrics by jrblevin on 2008-08-18 20:32:29 as
	Instrumental Variable Estimation of Nonparametric Models [My Copy] Econometrica, Vol. 71 (2003), pp. 1564-1578. by Whitney K. Newey, James L. Powell posted to econometrics economics iv nonparametrics by jrblevin on 2008-08-15 12:51:01 as
	Estimation of a Dynamic Auction Game [My Copy] Econometrica, Vol. 71, No. 5. (2003), pp. 1443-1489. by Mireia J. Bonet, Martin Pesendorfer posted to auctions econometrics economics estimation identification by jrblevin on 2008-08-06 22:45:44 as
	The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence [My Copy] The Review of Economics and Statistics, Vol. 76, No. 4. (1994), pp. 648-672. by Michael P. Keane, Kenneth I. Wolpin posted to ddc dynamics econometrics economics estimation simulation by jrblevin on 2008-07-26 19:56:40 as along with 1 person fredrikhw
	Instrumental Variable Treatment of Nonclassical Measurement Error Models [My Copy] Econometrica, Vol. 76 (2008), pp. 195-216. by Yingyao Hu, Susanne M. Schennach posted to econometrics economics by jrblevin on 2008-07-25 17:48:56 as
	Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization [My Copy] In Handbook of Econometrics, Vol. 6B (2007), pp. 5633-5751. by Marine Carrasco, Jean-Pierre Florens, Eric Renault edited by James J. Heckman, Edward E. Leamer posted to econometrics identification by jrblevin on 2008-07-25 17:34:04 as
	A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes [My Copy] Econometrica, Vol. 57, No. 3. (1989), pp. 675-683. by Benedikt M. Potscher, Ingmar R. Prucha posted to asymptotics econometrics economics statistics by jrblevin on 2008-07-25 01:35:14 as
	Simulation and the Asymptotics of Optimization Estimators [My Copy] Econometrica, Vol. 57, No. 5. (1989), pp. 1027-1057. by Ariel Pakes, David Pollard posted to asymptotics econometrics economics estimation simulation by jrblevin on 2008-07-22 02:32:01 as
	Indirect inference [My Copy] Journal of Applied Econometrics, Vol. 8, No. S1. (1993), pp. S85-S118. by C. Gourieroux, A. Monfort, E. Renault posted to econometrics economics maximum-likelihood simulation by jrblevin on 2008-07-19 05:34:19 as along with 2 people rivadeneyra jasonn
	A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration [My Copy] Econometrica, Vol. 57, No. 5. (1989), pp. 995-1026. by Daniel Mcfadden posted to econometrics economics method-of-moments simulation by jrblevin on 2008-07-19 01:41:16 as
	Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching [My Copy] Journal of Econometrics, Vol. 86, No. 2. (October 1998), pp. 369-386. by Zacharias Psaradakis, Martin Sola posted to asymptotics econometrics finite-sample markov-switching by jrblevin on 2008-07-18 01:27:35 as
	Nonparametric Identification of Dynamic Models with Unobserved State Variables [My Copy] (16 April 2008) by Yingyao Hu, Matthew Shum posted to ddc econometrics economics identification by jrblevin on 2008-05-19 15:21:51 as
	Global Optimization by Monotonic Transformation [My Copy] Computational Optimization and Applications, Vol. 23, No. 1. (1 October 2002), pp. 77-99. by Kar-Ann Toh posted to econometrics optimization by jrblevin on 2008-05-12 17:36:11 as along with 2 people and 1 group nojhan ansobol Optimization
	Identification Problems in Economic Model Construction [My Copy] Econometrica, Vol. 17, No. 2. (1949), pp. 125-144. by Tjalling C. Koopmans posted to econometrics economics identification by jrblevin on 2008-05-07 16:18:41 as
	Reproducible research in computational economics: guidelines, integrated approaches, and open source software [My Copy] Computational Economics, Vol. 30, No. 1. (2007), pp. 19-40. by Giovanni Baiocchi posted to computational econometrics economics open-source reproducibility by jrblevin on 2008-04-28 18:54:13 as along with 1 person jfr
	Estimating Macroeconomic Models: A Likelihood Approach [My Copy] The Review of Economic Studies, Vol. 74, No. 4. (October 2007), pp. 1059-1087. by Jesus Fernandez-Villaverde, Juan F. Rubio-Ramirez posted to econometrics economics macroeconomics particle-filtering by jrblevin on 2008-04-21 16:23:48 as
	A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD [My Copy] Econometric Theory, Vol. 20, No. 04. (2004), pp. 701-734. by Jean-David Fermanian, Bernard Salanié posted to econometrics economics nonparametrics simulation by jrblevin on 2008-04-21 16:19:24 as
	On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models [My Copy] Econometric Theory, Vol. 8 (1992), pp. 518-552. by Lung-Fei Lee posted to asymptotics discrete_choice econometrics msle msm simulation by jrblevin on 2008-04-09 15:59:49 as
	Asymptotic Properties of Non-Linear Least Squares Estimators [My Copy] The Annals of Mathematical Statistics, Vol. 40 (1969), pp. 633-643. by Robert I. Jennrich posted to asymptotics econometrics economics nlls by jrblevin on 2008-04-07 22:18:51 as
	Investment under alternative return assumptions Comparing random walks and mean reversion [My Copy] Journal of Economic Dynamics and Control, Vol. 19, No. 8. (November 1995), pp. 1471-1488. by Gilbert E. Metcalf, Kevin A. Hassett posted to continuous-time econometrics economics stochastic-processes by jrblevin on 2008-03-19 18:16:19 as
	A Theory of the Term Structure of Interest Rates [My Copy] Econometrica, Vol. 53, No. 2. (1985), pp. 385-407. by John C. Cox, Jr, Stephen A. Ross posted to econometrics economics macroeconomics stochastic-processes by jrblevin on 2008-03-18 15:56:47 as along with 6 people and 1 group Dangerfc rivadeneyra ras danfcook alexv lehalle assetpricing
	Parameterization of Continuous Time Autoregressive Models for Irregularly Sampled Time Series Data [My Copy] by J. Belcher, J. S. Hampton, Tunnicliffe G. Wilson posted to continuous-time econometrics statistics by jrblevin on 2008-03-05 21:14:28 as
	Maximum Likelihood Estimation for Continuous-Time Stochastic Processes [My Copy] Advances in Applied Probability, Vol. 8, No. 4. (1976), pp. 712-736. by Paul D. Feigin posted to continuous-time econometrics estimation by jrblevin on 2008-03-05 19:22:31 as
	A Nonidentifiability Aspect of the Problem of Competing Risks [My Copy] Proceedings of the National Academy of Sciences of the United States of America, Vol. 72, No. 1. (1975), pp. 20-22. by Anastasios Tsiatis posted to econometrics identification statistics survival-analysis by jrblevin on 2008-03-04 18:31:36 as
	The Identifiability of the Mixed Proportional Hazards Competing Risks Model [My Copy] by Jaap H. Abbring, Gerard J. van den Berg posted to econometrics economics survival-analysis by jrblevin on 2008-02-29 17:06:58 as
	Regression Models and Life-Tables [My Copy] Journal of the Royal Statistical Society. Series B (Methodological), Vol. 34, No. 2. (1972), pp. 187-220. by D. R. Cox posted to econometrics economics survival-analysis by jrblevin on 2008-02-28 22:26:26 as along with 2 people reconnie rabio
	Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm [My Copy] Econometrica, Vol. 71, No. 3. (2003), pp. 933-946. by Peter Arcidiacono, John B. Jones posted to econometrics heterogeneity by jrblevin on 2008-02-04 01:29:04 as
	The Identifiability of the Competing Risks Model [My Copy] Biometrika, Vol. 76, No. 2. (1989), pp. 325-330. by James J. Heckman, Bo E. Honoré posted to amrg econometrics economics hazard by jrblevin on 2008-01-29 00:06:26 as
	Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome [My Copy] Journal of Econometrics, Vol. 92, No. 2. (October 1999), pp. 233-274. by Thomas A. Mroz posted to econometrics economics by jrblevin on 2008-01-28 20:52:59 as
	A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data [My Copy] Econometrica, Vol. 52, No. 2. (1984), pp. 271-320. by J. Heckman, B. Singer posted to econometrics economics heterogeneity by jrblevin on 2008-01-28 20:50:05 as
	Discrete Choice Methods with Simulation [My Copy] (2003) by Kenneth Train posted to discrete_choice econometrics economics simulation by jrblevin on 2007-02-07 20:00:35 as
	Structural Estimation of Markov Decision Processes [My Copy] In Handbook of Econometrics, Vol. 4 (1994) by John Rust edited by Robert F. Engle, Daniel L. Mcfadden posted to ddc econometrics economics nfxp by jrblevin on 2007-02-07 20:00:35 as
	Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher [My Copy] Econometrica, Vol. 55, No. 5. (September 1987), pp. 999-1013. by John Rust posted to ddc dynamics econometrics economics empirical_io nfxp by jrblevin on 2007-02-07 20:00:30 as along with 1 person elenchos
	A method of simulated moments for estimation of discrete response models without numerical integration [My Copy] Econometrica, Vol. 57 (1989), pp. 995-1026. by Daniel Mcfadden posted to econometrics economics msm simulation by jrblevin on 2007-02-07 20:00:29 as
	Identifying Dynamic Discrete Decision Processes [My Copy] Econometrica, Vol. 70, No. 2. (2002), pp. 801-816. by Thierry Magnac, David Thesmar posted to ddc econometrics economics identification by jrblevin on 2007-02-07 20:00:29 as
	Estimating Static Models of Strategic Interactions [My Copy] No. 12013. (2006) by Patrick Bajari, Han Hong, John Krainer, Denis Nekipelov posted to econometrics economics empirical_io games identification incomplete_information static_games by jrblevin on 2007-02-07 20:00:27 as along with 1 person elenchos
	A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation [My Copy] No. 0273. (July 2001) by Daniel A. Ackerberg posted to computational econometrics economics empirical_io importance_sampling simulation by jrblevin on 2007-02-07 20:00:26 as
	Estimation of a Model of Entry in the Airline Industry [My Copy] Econometrica, Vol. 60 (1992), pp. 889-917. by Stephen T. Berry posted to airline econometrics economics empirical_io entry games static_games by jrblevin on 2007-02-07 20:00:24 as along with 1 person elenchos

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economics	90
econometrics	52
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particle-filtering	24
asymptotics	20
io	20
identification	11
continuous-time	10
public	10
simulation	10
dynamics	10
ddc	9
stochastic-processes	8
estimation	8
game_theory	8
empirical_io	8
maximum-likelihood	6
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urban	5
mathematics	5
fortran	5
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semiconductors	4
linear-operators	3
duration	3
completeness	3
nonparametrics	3
distributions	3
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auctions	2
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msm	2
political_economy	1
contracts	1
stochastic-equicontinuity	1
gauss	1
measurement-error	1
textbook	1
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optimization	1
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importance_sampling	1
finite-sample	1
hidden-markov-models	1
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multiple_equilibria	1
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conditional-moment-equalities	1
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jrblevin's econometrics [52 articles] Export

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