TY  - JOUR
TI  - Identification in Parametric Models
AU  - Thomas J. Rothenberg
JO  - Econometrica
PY  - 1971
VL  - 39
IS  - 3
DO  - 10.2307/1913267
UR  - https://doi.org/10.2307/1913267
ER  -


TY  - JOUR
TI  - Identification and Estimation of Local Average Treatment Effects
AU  - Guido W. Imbens
AU  - Joshua D. Angrist
JO  - Econometrica
PY  - 1994
VL  - 62
IS  - 2
DO  - 10.2307/2951620
UR  - https://doi.org/10.2307/2951620
ER  -


TY  - JOUR
TI  - Instrumental Variable Estimation of Nonparametric Models
AU  - Whitney K. Newey
AU  - James L. Powell
JO  - Econometrica
PY  - 2003
VL  - 71
IS  - 5
DO  - 10.1111/1468-0262.00459
UR  - https://doi.org/10.1111/1468-0262.00459
ER  -


TY  - JOUR
TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
AU  - Victor Chernozhukov
AU  - Han Hong
AU  - Elie Tamer
JO  - Econometrica
PY  - 2007
VL  - 75
IS  - 5
DO  - 10.1111/j.1468-0262.2007.00794.x
UR  - https://doi.org/10.1111/j.1468-0262.2007.00794.x
ER  -


TY  - JOUR
TI  - Instrumental Variables Regression with Weak Instruments
AU  - Douglas Staiger
AU  - James H. Stock
JO  - Econometrica
PY  - 1997
VL  - 65
IS  - 3
DO  - 10.2307/2171753
UR  - https://doi.org/10.2307/2171753
ER  -


TY  - JOUR
TI  - Sample Selection Bias as a Specification Error
AU  - James J. Heckman
JO  - Econometrica
PY  - 1979
VL  - 47
IS  - 1
DO  - 10.2307/1912352
UR  - https://doi.org/10.2307/1912352
ER  -


TY  - JOUR
TI  - Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
AU  - John Rust
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 5
DO  - 10.2307/1911259
UR  - https://doi.org/10.2307/1911259
ER  -


TY  - JOUR
TI  - Automobile Prices in Market Equilibrium
AU  - Steven Berry
AU  - James Levinsohn
AU  - Ariel Pakes
JO  - Econometrica
PY  - 1995
VL  - 63
IS  - 4
DO  - 10.2307/2171802
UR  - https://doi.org/10.2307/2171802
ER  -


TY  - JOUR
TI  - Conditional Choice Probabilities and the Estimation of Dynamic Models
AU  - V. Joseph Hotz
AU  - Robert A. Miller
JO  - The Review of Economic Studies
PY  - 1993
VL  - 60
IS  - 3
DO  - 10.2307/2298122
UR  - https://doi.org/10.2307/2298122
ER  -


TY  - JOUR
TI  - Optimal Nonparametric Estimation of First-price Auctions
AU  - Emmanuel Guerre
AU  - Isabelle Perrigne
AU  - Quang Vuong
JO  - Econometrica
PY  - 2000
VL  - 68
IS  - 3
DO  - 10.1111/1468-0262.00123
UR  - https://doi.org/10.1111/1468-0262.00123
ER  -


TY  - JOUR
TI  - Identification of Endogenous Social Effects: The Reflection Problem
AU  - Charles F. Manski
JO  - The Review of Economic Studies
PY  - 1993
VL  - 60
IS  - 3
DO  - 10.2307/2298123
UR  - https://doi.org/10.2307/2298123
ER  -


TY  - JOUR
TI  - Estimating average causal effects under general interference, with application to a social network experiment
AU  - Peter M. Aronow
AU  - Cyrus Samii
JO  - The Annals of Applied Statistics
PY  - 2017
VL  - 11
IS  - 4
DO  - 10.1214/16-aoas1005
UR  - https://doi.org/10.1214/16-aoas1005
ER  -


TY  - JOUR
TI  - Macroeconomics and Reality
AU  - Christopher A. Sims
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 1
DO  - 10.2307/1912017
UR  - https://doi.org/10.2307/1912017
ER  -


TY  - JOUR
TI  - The Generalized Dynamic-Factor Model: Identification and Estimation
AU  - Mario Forni
AU  - Marc Hallin
AU  - Marco Lippi
AU  - Lucrezia Reichlin
JO  - Review of Economics and Statistics
PY  - 2000
VL  - 82
IS  - 4
DO  - 10.1162/003465300559037
UR  - https://doi.org/10.1162/003465300559037
ER  -


TY  - JOUR
TI  - Implications of Security Market Data for Models of Dynamic Economies
AU  - Lars Peter Hansen
AU  - Ravi Jagannathan
JO  - Journal of Political Economy
PY  - 1991
VL  - 99
IS  - 2
DO  - 10.1086/261749
UR  - https://doi.org/10.1086/261749
ER  -


TY  - JOUR
TI  - Coherent Measures of Risk
AU  - Philippe Artzner
AU  - Freddy Delbaen
AU  - Jean‐Marc Eber
AU  - David Heath
JO  - Mathematical Finance
PY  - 1999
VL  - 9
IS  - 3
DO  - 10.1111/1467-9965.00068
UR  - https://doi.org/10.1111/1467-9965.00068
ER  -