GMM with Many Moment Conditions
Year of publication: |
2005-06
|
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Authors: | Han, Chirok ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Epiconvergence | GMM | Irrelevant instruments | IV | Large numbers of instruments | LIML estimation | Panel models | Pseudo true value | Signal | Signal Variability | Weak instrumentation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1165 Published in Econometrica (January 2006), 74(1): 147-192 The price is None Number 1515 45 pages |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: |
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GMM with Many Moment Conditions
Phillips, Peter C. B., (2004)
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X-Differencing and Dynamic Panel Model Estimation
Han, Chirok, (2010)
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Parikh, Ashok, (2004)
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GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity
Han, Chirok, (2007)
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X-Differencing and Dynamic Panel Model Estimation
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Uniform Asymptotic Normality in Stationary and Unit Root Autoregression
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