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accessRights:"free"
isPartOf:"Econometrics papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Method of moments"
~subject:"Returns to education"
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Search: subject_exact:"Estimation theory"
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Method of moments
Returns to education
Estimation theory
347
Schätztheorie
347
Nichtparametrisches Verfahren
65
Nonparametric statistics
65
Theorie
63
Theory
63
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59
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59
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38
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38
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26
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23
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16
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33
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Andrews, Donald W. K.
9
Otsu, Taisuke
5
Chen, Xiaohong
4
Guggenberger, Patrik
3
Armstrong, Timothy B.
2
Heckman, James J.
2
Pouzo, Demian
2
Schafgans, Marcia M. A.
2
Shi, Xiaoxia
2
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1
Betts, Julian R.
1
Card, David E.
1
Chang, Harold D.
1
Cheng, Xu
1
Donkers, Bas
1
Evdoimov, Kirill
1
Graham, Bryan S.
1
Han, Chirok
1
Harmon, Colm
1
Hidalgo, Javier
1
Hong, Han
1
Jia, Panle
1
Kitamura, Yuichi
1
Koedel, Cory
1
Kolesár, Michal
1
Kwon, Soonwoo
1
Liao, Zhipeng
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Lochner, Lance
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Matsushita, Yukitoshi
1
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Rothstein, Jesse
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Cowles Foundation discussion paper
Working paper / National Bureau of Economic Research, Inc.
CEMMAP working papers / Centre for Microdata Methods and Practice
38
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25
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16
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13
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8
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6
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6
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3
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2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Cogent economics & finance
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Discussion paper / Center for Economic Research, Tilburg University
2
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1
Multiway empirical likelihood
Chang, Harold D.
;
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2021
Persistent link: https://www.econbiz.de/10012806696
Saved in:
2
Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.
;
Kwon, Soonwoo
-
2019
-
Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
Saved in:
3
Sensitivity analysis using approximate moment condition models
Armstrong, Timothy B.
;
Kolesár, Michal
-
2018
Persistent link: https://www.econbiz.de/10011948942
Saved in:
4
External validity in a stochastic world
Rosenzweig, Mark Richard
;
Udry, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011523956
Saved in:
5
Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2015
Persistent link: https://www.econbiz.de/10011280123
Saved in:
6
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
-
2015
Persistent link: https://www.econbiz.de/10011312300
Saved in:
7
Inference based on many conditional moment inequalities
Andrews, Donald W. K.
;
Shi, Xiaoxia
-
2015
Persistent link: https://www.econbiz.de/10011312305
Saved in:
8
Robust estimation of moment condition models with weakly dependent data
Evdoimov, Kirill
;
Kitamura, Yuichi
;
Otsu, Taisuke
-
2014
Persistent link: https://www.econbiz.de/10010442571
Saved in:
9
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
-
2014
Persistent link: https://www.econbiz.de/10010463722
Saved in:
10
On the choice of test statistic for conditional moment inequalities
Armstrong, Timothy B.
-
2014
Persistent link: https://www.econbiz.de/10010463731
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