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~subject:"Method of moments"
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Method of moments
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Ramalho, Joaquim J. S.
6
Newey, Whitney K.
2
Smith, Richard J.
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Ramalho, Esmeralda A.
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777565
Saved in:
2
A test statistic equation for optaining alternative Wald and score statistics in the generalized method of moments framework
Ramalho, Joaquim J. S.
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 489-494
Persistent link: https://www.econbiz.de/10003842500
Saved in:
3
Bootstrap bias-adjusted GMM estimators
Ramalho, Joaquim J. S.
- In:
Economics letters
92
(
2006
)
1
,
pp. 149-155
Persistent link: https://www.econbiz.de/10003336536
Saved in:
4
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
Ramalho, Esmeralda A.
;
Ramalho, Joaquim J. S.
- In:
Econometric reviews
25
(
2006
)
4
,
pp. 475-496
Persistent link: https://www.econbiz.de/10003403258
Saved in:
5
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K.
;
Ramalho, Joaquim J. S.
;
Smith, Richard J.
- In:
Identification and inference for econometric models : …
,
(pp. 245-281)
.
2005
Persistent link: https://www.econbiz.de/10003351982
Saved in:
6
Small sample bias of alternative estimation methods for moment condition models : Monte Carlo evidence for covariance structures
Ramalho, Joaquim J. S.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003283136
Saved in:
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