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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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Redundancy of lagged regressors revisited
Anatolyev, Stanislav - In: Econometric theory 23 (2007) 2, pp. 364-368
Persistent link: https://www.econbiz.de/10003429747
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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
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Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
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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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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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GEL criteria for moment condition models
Smith, Richard J. - In: Econometric theory 27 (2011) 6, pp. 1192-1235
Persistent link: https://www.econbiz.de/10009489715
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Robust estimation and inference for threshold models with integrated regressors
Chen, Haiqiang - In: Econometric theory 31 (2015) 4, pp. 778-810
Persistent link: https://www.econbiz.de/10011341927
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Nonparametric tests of moment condition stability
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 29 (2013) 1, pp. 90-114
Persistent link: https://www.econbiz.de/10009747869
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Global identification in nonlinear models with moment restrictions
Komunjer, Ivana - In: Econometric theory 28 (2012) 4, pp. 719-729
Persistent link: https://www.econbiz.de/10009669750