All Stories

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