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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - In: Econometric theory 31 (2015) 5, pp. 1054-1077
Persistent link: https://www.econbiz.de/10011545519
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Averaging of an increasing number of moment condition estimators
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver - In: Econometric theory 32 (2016) 1, pp. 30-70
Persistent link: https://www.econbiz.de/10011578413
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Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
Hristache, Marian; Patilea, Valentin - In: Econometric theory 32 (2016) 4, pp. 917-946
Persistent link: https://www.econbiz.de/10011644222
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Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick; Gouriéroux, Christian - In: Econometric theory 30 (2014) 5, pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
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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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The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 31 (2015) 3, pp. 647-667
Persistent link: https://www.econbiz.de/10011290881
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Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl; Tang, Haihan - In: Econometric theory 35 (2019) 2, pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 33 (2017) 5, pp. 1046-1080
Persistent link: https://www.econbiz.de/10011810250
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A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models
Sueishi, Naoya - In: Econometric theory 33 (2017) 5, pp. 1242-1258
Persistent link: https://www.econbiz.de/10011810263
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Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke; Whang, Yoon-jae - In: Econometric theory 27 (2011) 1, pp. 114-153
Persistent link: https://www.econbiz.de/10009127140