770 Microeconometrics: Methods and Developments
Chib, S. (1992) Bayes regression for the tobit censored regression model.Journal of Econometrics
58 79–99.
Chib, S. (2001) Markov chain Monte Carlo methods: computation and inference. In J.J.
Heckman and E.E. Leamer (eds.),Handbook of Econometrics, Volume 5, pp. 3570–649.
Amsterdam: North–Holland.
Conley, T.G. (1999) GMM estimation with cross sectional dependence.Journal of Econometrics
92 , 1–45.
Davidson, R. and J.G. MacKinnon (1993)Estimation and Inference in Econometrics. Oxford:
Oxford University Press.
Deb, P. and P.K. Trivedi (2002) The structure of demand for health care: latent class versus
two-part models.Journal of Health Economics 21 , 601–25.
Dehejia, R.H. and S. Wahba (1999) Reevaluating the evaluation of training programs.Journal
of the American Statistical Association 94 , 1053–62.
Donald, S.G. and K. Lang (2007) Inference with differences in differences and other panel
data.Review of Economics and Statistics 89 , 221–33.
Driscoll, J.C. and A.C. Kraay (1998) Consistent covariance matrix estimation with spatially
dependent panel data.Review of Economics and Statistics, 80 , 549–60.
Dubin, J.A. and D.L. McFadden (1984) An econometric analysis of residential electric
appliance holdings and consumption.Econometrica 52 , 345–62.
DuMouchel, W.K. and G.J. Duncan (1983) Using sample survey weights in multiple regression
analyses of stratified samples,Journal of the American Statistical Association 78 , 535–43.
Efron, B. (1979) Bootstrapping methods: another look at the jackknife.Annals of Statistics 7 ,
1–26.
Flores-Lagunes, A. (2007) Finite sample evidence of IV estimators under weak instruments.
Journal of Applied Econometrics 22 , 677–94.
Gelfland, A.E. and A.F.M. Smith (1990) Sampling-based approaches to calculating marginal
densities.Journal of the American Statistical Association 85 , 398–409.
Geweke, J. (1989) Bayesian inference in econometric models using Monte Carlo integration.
Econometrica 57 , 1317–39.
Geweke, J., G. Gowrisankaran and R.J. Town (2003) Bayesian inference for hospital quality
in a selection model.Econometrica 71 , 1215–38.
Greene, W.H. (2003) Econometric Analysis (fifth edition). Upper Saddle River, NJ:
Prentice-Hall.
Gouriéroux, C. and A. Monfort (1996)Simulation Based Econometrics Methods. New York,
Oxford University Press.
Hahn, J., P. Todd and W. Van der Klaauw (2001) Identification and estimation of treatment
effects with a regression-discontinuity design.Econometrica 69 , 201–9.
Haile, P.A. and E.T. Tamer (2003) Inference with an incomplete model of English auctions.
Journal of Political Economy 111 (1), 1–51.
Hall, P. and J.L. Horowitz (1996) Bootstrap critical values for tests based on generalized method
of moments estimators.Econometrica 64 , 891–916.
Hansen, C.B. (2007a) Asymptotic properties of a robust variance matrix estimator for panel
data when T is large.Journal of Econometrics 141 , 597–620.
Hansen, C.B. (2007b) Generalized least squares inference in panel and multilevel models with
serial correlation and fixed effects.Journal of Econometrics 140 ,670–94.
Hansen, L.P. (1982) Large sample properties of generalized methods of moments estimators.
Econometrica 50 , 1029–54.
Hansen, L.P., J. Heaton and A. Yaron (1996) Finite-sample properties of some alternative GMM
estimators.Journal of Business and Economic Statistics 14 , 262–80.
Hausman, J.A. (1978) Specification tests in econometrics.Econometrica 46 , 1251–71.
Hausman, J.A. (2001) Mismeasured variables in econometric analysis: problems from the
right and problems from the left.Journal of Economic Perspectives 15 , 57–68.