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Inference on GARCH-MIDAS models without any small-order moment
Francq, Christian; Kandji, Baye Matar; Zakoïan, Jean-Michel - In: Econometric theory 40 (2024) 6, pp. 1422-1455
Persistent link: https://www.econbiz.de/10015374582
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Rate-adaptive bootstrap for possibly misspecified gmm
Hong, Han; Li, Jessie - In: Econometric theory 41 (2025) 2, pp. 421-471
Persistent link: https://www.econbiz.de/10015374604
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Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei; Lee, Lung-fei - In: Econometric theory 37 (2021) 3, pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
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Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.; Kleibergen, Frank - In: Econometric theory 38 (2022) 4, pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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Lasso-type GMM estimator
Caner, Mehmet - In: Econometric theory 25 (2009) 1, pp. 270-290
Persistent link: https://www.econbiz.de/10003816229
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An efficient linear GMM estimator for the covariance stationary AR(1)-unit root model for panel data
Kruiniger, Hugo - In: Econometric theory 23 (2007) 3, pp. 519-535
Persistent link: https://www.econbiz.de/10003541274
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Nonparametric estimation of varying coefficient dynamic panel data models
Cai, Zongwu; Li, Qi - In: Econometric theory 24 (2008) 5, pp. 1321-1342
Persistent link: https://www.econbiz.de/10003748775
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Redundancy of moment conditions and the efficiency of OLS in SUR models
Qian, Hailong - In: Econometric theory 24 (2008) 5, pp. 1456-1460
Persistent link: https://www.econbiz.de/10003748821
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GMM estimation and inference in dynamic panel data models with persistent data
Kruiniger, Hugo - In: Econometric theory 25 (2009) 5, pp. 1348-1391
Persistent link: https://www.econbiz.de/10003885774
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151
Persistent link: https://www.econbiz.de/10003968539