All Stories

  1. Bayesian Estimation of the Normal Location Model: A Non‐Standard Approach
  2. Maximum likelihood estimation of the linear model with equicorrelated errors
  3. Shrinkage efficiency bounds: An extension
  4. Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals
  5. Weak Versus Strong Dominance of Shrinkage Estimators
  6. Sampling properties of the Bayesian posterior mean with an application to WALS estimation
  7. Posterior moments and quantiles for the normal location model with Laplace prior
  8. Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
  9. Weighted-average least squares estimation of generalized linear models
  10. BALANCED VARIABLE ADDITION IN LINEAR MODELS
  11. Weighted-Average Least Squares Estimation of Generalized Linear Models
  12. Model averaging estimation of generalized linear models with imputed covariates
  13. WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY
  14. In-work benefits for married couples: an ex-ante evaluation of EITC and WTC policies in Italy
  15. Estimating Engel curves under unit and item nonresponse
  16. Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
  17. SNP and SML Estimation of Univariate and Bivariate Binary-Choice Models
  18. A Sample Selection Model for Unit and Item Nonresponse in Cross-Sectional Surveys
  19. On the Ambiguous Consequences of Omitting Variables
  20. Estimation of Ordered Response Models with Sample Selection
  21. In-Work Benefits for Married Couples: An Ex-Ante Evaluation of EITC and WTC Policies in Italy