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Citation: STEVEN STERN, A Method for Smoothing Simulated Moments of Discrete Probabilities inMultinomial Probit Models, Econometrica, 60(04), 1992, pp. 943
Citation: DONALD W. K. ANDREWS et J. CHRISTOPHER MONAHAN, An Improved Heteroskedasticity and Autocorrelation Consistent Co variance Matrix Estimator, Econometrica, 60(04), 1992, pp. 953
Citation: Bo E. HONORÉ:, Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models With Fixed Effects, Econometrica, 60(03), 1992, pp. 533
Citation: ROSA L. MATZKIN, Nonparametric and Distribution-Free Estimation of the Binary Threshold Crossing and the Binary Choice Models, Econometrica, 60(02), 1992, pp. 239
Citation: ERIC MASKIN et JEAN TIROLE, The Principal-Agent Relationship with an Informed Principal, II: Common Values, Econometrica, 60(01), 1992, pp. 1