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Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine; Renault, Eric - In: Econometric reviews 25 (2006) 2/3, pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
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The sample selection model from a method of moments perspective
Meijer, Erik; Wansbeek, Tom - In: Econometric reviews 26 (2007) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10003509006
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Local GMM estimation of semiparametric panel data with smooth coefficient models
Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 29 (2010) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10003943402
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Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet - In: Econometric reviews 29 (2010) 3, pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
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Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata; Renault, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 286-327
Persistent link: https://www.econbiz.de/10011373282
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Consistent GMM residuals-based tests of functional form
Hill, Jonathan B. - In: Econometric reviews 32 (2013) 1/4, pp. 361-383
Persistent link: https://www.econbiz.de/10009717788
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I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb?
Meng, Xiao-li; Xie, Xianchao - In: Econometric reviews 33 (2014) 1/4, pp. 218-250
Persistent link: https://www.econbiz.de/10010358264
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Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
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Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data
Guay, Alain; Pelgrin, Florian - In: Econometric reviews 35 (2016) 1/4, pp. 344-372
Persistent link: https://www.econbiz.de/10011549937