Диссертация (1138365), страница 21
Текст из файла (страница 21)
(2012). Identification in nonparametric limited dependentvariable models with simultaneity and unobserved heterogeneity// Journal ofEconometrics, 2012. – Vol. 166. No. 1. – p. 106-115.42.McFadden, D. (1973). Conditional logit analysis of qualitative choicebehavior // Frontiers in Econometrics, 1973. – p. 105-142.43.Munnell, A., Tootell, G., Browne, L., McEneaney, J. (1996).Mortgage Lending in Boston: Interpreting HMDA Data // AmericanEconomic Review, 1996. – Vol. 86. – p. 25–53.44.Nevo, A. (2000).
Mergers with differentiated products: The case of theready-to-eat cereal industry // The RAND Journal of Economics, 2000. – p.395-421.45.Nevo, A. (2001). Measuring market power in the ready-to-eat cerealindustry // Econometrica, 2001. – Vol. 69 No. 2, p. 307-342.46.Nevo, A. (2002). Sample selection and information-theoreticalternatives to GMM // Journal of Econometrics, 2002. – Vol. 107. No.
1. –p. 149-157.47.Newey, W. (1997). Convergence Rates and Asymptotic Normality forSeries Estimators // Journal of Econometrics, 1997. – Vol. 79. No. 1. – p.147-168.48.Newey, W. (1999). Two-step Series Estimation of Sample SelectionModels // Working paper, MIT, Department of Economics.49.Newey, W. (2013). Nonparametric Instrumental Variables Estimation// The American Economic Review, 2013. – Vol.
103. No. 3. - p. 550-556.50.Newey, W., Powell, J. (1989). Nonparametric Instrumental VariablesEstimation // Working paper, MIT, Department of Economics.51.Newey, W., Powell, J., Vella, F. (1999). Nonparametric Estimation ofTriangular Simultaneous Equations Models // Econometrica, 1999. – Vol.67. No. 3. – p. 565-603.12152.Ozhegov, E.M. (2013). Recovery of the Consumer MultiattributiveUtility Maximization Problem // Revista Investigacion Operacional, 2013.
–Vol. 34. No. 3. – p. 259-265.53.Ozhegov, E.M. (2014). Underwriting, Choice and Performance ofGovernment-Insured Mortgages in Russia // Working papers by NRU HSE.Series FE "Financial Economics". 2014. No. WP BRP 31/FE/2014.54.Ozhegov, E.M. (2015). Modelling Demand for Mortgage Loans UsingLoan-Level Data // In: S.V.
Ivliev, A.K. Bera, F.Lillo (ed.). FinancialEconometrics and Empirical Market Microstructure, Springer. - p. 241-248.55.Ozhegov, E. M., Poroshina, A.M. (2013a). Bank risk preferences onthe government-insured mortgage market // In: 11th EBES ConferenceProceedings. Istanbul. EBES, 2013 – No. 8. - p. 71-90.56.Ozhegov, E. M., Poroshina, A. M. (2013b).
The Lagged Structure ofDynamic Demand Function for Mortgage Loans in Russia // EJournal ofCorporate Finance, 2013. – Vol. 27. – p. 37-49.57.Phillips, R., Yezer, A. (1996). Self-Selection and Tests for Bias andRisk in Mortgage Lending: Can You Price the Mortgage If You Don't Knowthe Process? // Journal of Real Estate Research, 1996. – Vol. 11.
– p. 87-102.58.Rachlis, M., Yezer A. (1993). Serious Flaws in Statistical Tests forDiscrimination in Mortgage Markets // Journal of Housing Research, 1993.– Vol. 4. – p. 315–336.59.Robin, J. M., Smith, R. (2000). Tests of rank // Econometric Theory,2000, Vol. 16. No. 2. – p. 151-175.60.Roehrig, C. (1988). Conditions for identification in nonparametric andparametric models // Econometrica, 1988.
– p. 433-447.61.Ross, S.L. (2000). Mortgage Lending, Sample Selection and Default// Real Estate Economics, 2000. – Vol. 8. – p. 581–621.12262.Sanderson, E., Windmeijer, F. (2014). A Weak Instruments F-test inlinear IV models with multiple endogenous variables. Discussion paper14/644, University of Bristol, Department of Economics.63.Stock J. H., Yogo M. (2005). Testing for weak instruments in linearIV regression // Identification and inference for econometric models: Essaysin honor of Thomas Rothenberg, 2005 Vol. 1.64.Tobin, J. (1958). Estimation of relationships for limited dependentvariables // Econometrica, 1958. – p.
24-36.65.Vella, F. (1993). A Simple Estimator for Simultaneous Models withCensored Endogenous Regressors // International Economic Review, 1993.– p. 441-457.66.Vella, F. (1998). Estimating Models with Sample Selection Bias: ASurvey // Journal of Human Resources, 1988. – Vol. 33. No. 1. - p. 127-169.67.Wen, C., Koppelman, F. (2001). The generalized nested logit model //Transportation Research Part B: Methodological, 2001. – Vol. 35.
No. 7. –p. 627-641.68.Xu, Y., Zhang, J. (2012). Nonlocal Mortgage Lending and theSecondary Market Involvement // Journal of Real Estate Literature, 2012. Vol. 20. No. 2. – p. 307–322.69.Yezer, A., Philips, R., Trost R. (1994). Bias in Estimates ofDiscrimination and Default in Mortgage Lending: the Effects ofSimultaneity and Self-Selection // Journal of Real Estate Finance andEconomics, 1994.
– Vol. 9. – p. 197–215.123.