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Highly Cited

2008

Highly Cited

2008

Standard spatial autoregressive models rely on spatial weight structures constructed to model dependence among n regions. Ways of… Expand

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Highly Cited

2007

Highly Cited

2007

This paper develops a framework for performing estimation and inference in econometric models with partial identification… Expand

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Highly Cited

2006

Highly Cited

2006

IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS ESSAYS IN HONOR OF THOMAS ROTHENBERG PDF Are you looking for Ebook… Expand

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Highly Cited

2001

Highly Cited

2001

There occurs on some occasions a difficulty in deciding the direction of causality between two related variables and also whether… Expand

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Highly Cited

1995

Highly Cited

1995

This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to… Expand

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Highly Cited

1990

Highly Cited

1990

The information contained in one model's forecast compared to that in another can be assessed from a regression of actual values… Expand

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Highly Cited

1989

Highly Cited

1989

We develop a stochastic model of nonsynchronous asset prices based on sampling with random censoring. In addition to generalizing… Expand

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Highly Cited

1984

Highly Cited

1984

Conventional analyses of single spell duration models control for unobservables using a random effect estimator with the… Expand

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Highly Cited

1981

Highly Cited

1981

It is well known that time-series analysts have a rather different approach to the analysis of economic data than does the… Expand

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Highly Cited

1969