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A Bayesian approach to dynamic macroeconomics
Nonparametric seemingly unrelated regression
Inference on one-way effect and evidence in Japanese macroeconomic data
Further consequences of viewing LIML as an iterated Aitken estimator
Rank estimation of a location parameter in the binary choice model
Adjusted estimates and Wald statistics for the AR(1) model with constant
Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables
A test for constant correlations in a multivariate GARCH model
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
A Bayesian analysis of multiple-output production frontiers
Consistent bootstrap tests of parametric regression functions
A nonparametric multiple choice method within the random utility framework
Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
面板 Probit 中的异方差误设：GMM 与模拟最大似然的小样本比较
This paper compares generalized method of moments (GMM) and simulated maximum likelihood (SML) approaches to the estimation of the panel probit model. Both techniques circumvent multiple integration of joint density functions without the need to restrict the error term variance-covariance matrix of the latent normal regression model. Particular attention is paid to a three-stage GMM estimator based on nonparametric estimation of the optimal instruments for given conditional…