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An averaging estimator for two-step m-estimation in semiparametric models
Shi, Ruoyao - In: Econometric theory 40 (2024) 3, pp. 652-687
Persistent link: https://www.econbiz.de/10015055110
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Adaptive GMM shrinkage estimation with consistent moment selection
Liao, Zhipeng - In: Econometric theory 29 (2013) 5, pp. 857-904
Persistent link: https://www.econbiz.de/10010248326
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GMM estimation and uniform subvector inference with possible identification failure
Andrews, Donald W. K.; Cheng, Xu - In: Econometric theory 30 (2014) 2, pp. 287-333
Persistent link: https://www.econbiz.de/10010399765
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Instrumental variable estimation of structural var models robust to possible nonstationarity
Cheng, Xu; Han, Xu; Inoue, Atsushi - In: Econometric theory 38 (2022) 5, pp. 845-874
Persistent link: https://www.econbiz.de/10013469680
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Nonparametric instrumental variables and regular estimation
Hahn, Jinyong; Liao, Zhipeng - In: Econometric theory 34 (2018) 3, pp. 574-597
Persistent link: https://www.econbiz.de/10011951014
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On standard inference for GMM with local identification failure of known forms
Lee, Ji Hyung; Liao, Zhipeng - In: Econometric theory 34 (2018) 4, pp. 790-814
Persistent link: https://www.econbiz.de/10011951431
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Nonparametric two-step sieve m estimation and inference
Hahn, Jinyong; Liao, Zhipeng; Ridder, Geert - In: Econometric theory 34 (2018) 6, pp. 1281-1324
Persistent link: https://www.econbiz.de/10012038065
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Automated estimation of vector error correction models
Liao, Zhipeng; Phillips, Peter C. B. - In: Econometric theory 31 (2015) 3, pp. 581-646
Persistent link: https://www.econbiz.de/10011290884