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Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
7 references·13 citing·43 second hop
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models (2004)Likelihood Estimation and Inference in a …Modelling Extremal Events (1997)Modelling Extremal EventsIdentification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm (1996)Identification, Estimation, a…Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions (1993)Piecewise Pseudo-Maximum Like…Deciding between the common and private value paradigms in empirical models of auctions (1992)Deciding between the common a…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…New methods for analyzing structural models of labor force dynamics (1982)New methods for analyzing str…On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function (1976)On the Estimation of Producti…The role of experience in climate adaptation: Evidence from a field experiment in China (2025)The role of experience in cli…Learning and Confirmation Bias: Measuring the Impact of First Impressions and Ambiguous Signals (2018)Learning and Confirmation Bia…Empirical Relevance of Ambiguity in First-Price Auctions (2016)Empirical Relevance of Ambigu…Has the financial system become safer after the crisis? The changing nature of financial institution risk (2014)Has the financial system beco…A Structural Econometric Analysis of Network Formation Games (2014)A Structural Econometric Anal…Frontier estimation in nonparametric location-scale models (2013)Frontier estimation in nonpar…Structural Econometric Methods in Auctions: A Guide to the Literature (2012)Structural Econometric Method…Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions (2011)Information acquisition and/o…Identification and Estimation of Level-K Auctions (2009)Identification and Estimation…Do farmers value the environment? Evidence from a conservation reserve program auction (2008)Do farmers value the environm…Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (2007)Semiparametric Power Envelope…Chapter 32 An Empirical Perspective on Auctions (2007)Chapter 32 An Empirical Persp…An Empirical Perspective on Auctions (2006)An Empirical Perspective on A…Formulation and estimation of stochastic frontier production function models (1977)Specification Tests in Econometrics (1978)Auctions and Bidding (1986)Structural Analysis of Auction Data (1996)Structural Estimation of the Affiliated Private Value Auction Model (2002)Chapter 60 Nonparametric Approaches to Auctions (2007)Using a Probabilistic Frontier Production Function to Measure Technical Efficiency (1971)Efficiency Estimation of Production Functions (1972)A Goal Programming/Constrained Regression Review of the Bell System Breakup (1988)Assessing Technical Efficiency in Commercial Fisheries: The Mid‐Atlantic Sea Scallop Fishery (1995)Environmental efficiency and economic growth of China: A Ray slack-based model analysis (2017)A Theory of Auctions and Competitive Bidding (1982)The New Economics of Regulation Ten Years After (1994)Identification of Standard Auction Models (2002)Mechanism Choice and Strategic Bidding in Divisible Good Auctions: An Empirical Analysis of the Turkish Treasury Auction Market (2010)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Dynamic Conditional Correlation (2002)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)A stable systemic risk ranking in China’s banking sector: Based on principal component analysis (2017)The G-20 Regulatory Agenda and Bank Risk (2018)Regulatory Oversight and Bank Risk (2022)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Asymptotic Theory of Extreme Order Statistics (1990)DISENTANGLING THE COLLEGE WAGE PREMIUM: ESTIMATING A MODEL WITH ENDOGENOUS EDUCATION CHOICES* (2006)Willingness to Pay and Competition in Online Auctions (2007)Identification and Inference in Ascending Auctions With Correlated Private Values (2013)Optimal Nonparametric Estimation of First-price Auctions (2000)Econometric Analysis of Cross Section and Panel Data (2001)Industrial Market Structure and Economic Performance. 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this work references cited by second hop

References

  • 1997Modelling Extremal Events4,397 cited
  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1982New methods for analyzing structural models of labor force dynamics536 cited
  • 1992Deciding between the common and private value paradigms in empirical models of auctions311 cited
  • 1976On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function221 cited
  • 1993Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions159 cited
  • 1996Identification, Estimation, and Testing in Parametric Empirical Models of Auctions within the Independent Private Values Paradigm130 cited

Cited by

  • 2006An Empirical Perspective on Auctions58 cited
  • 2008Do farmers value the environment? Evidence from a conservation reserve program auction56 cited
  • 2014Has the financial system become safer after the crisis? The changing nature of financial institution risk52 cited
  • 2011Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions51 cited
  • 2014A Structural Econometric Analysis of Network Formation Games40 cited
  • 2016Empirical Relevance of Ambiguity in First-Price Auctions38 cited
  • 2007Chapter 32 An Empirical Perspective on Auctions

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36 cited
  • 2013Frontier estimation in nonparametric location-scale models34 cited
  • 2012Structural Econometric Methods in Auctions: A Guide to the Literature32 cited
  • 2007Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis31 cited
  • 2009Identification and Estimation of Level-K Auctions30 cited
  • 2018Learning and Confirmation Bias: Measuring the Impact of First Impressions and Ambiguous Signals2 cited
  • 2025The role of experience in climate adaptation: Evidence from a field experiment in China1 cited