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Criterion-based inference for GMM in autoregressive panel data models
Bond, Stephen; Bowsher, Clive; Windmeijer, Frank - In: Economics letters 73 (2001) 3, pp. 379-388
Persistent link: https://www.econbiz.de/10001635106
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Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
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Testing moment inequalities : selection versus recentering
Allen, Roy - In: Economics letters 162 (2018), pp. 124-126
Persistent link: https://www.econbiz.de/10011939817
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Improving factor momentum : statistical significance matters
Liu, Yangyi; Luo, Ronghua; Zhao, Senyang - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
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A simple test of the New Keynesian Phillips Curve
Carriero, Andrea - In: Economics letters 100 (2008) 2, pp. 241-244
Persistent link: https://www.econbiz.de/10003768240
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On estimating firm-level production functions using proxy variables to control for unobservables
Wooldridge, Jeffrey M. - In: Economics letters 104 (2009) 3, pp. 112-114
Persistent link: https://www.econbiz.de/10003870087
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Small sample bias properties of the system GMM estimator in dynamic panel data models
Hayakawa, Kazuhiko - In: Economics letters 95 (2007) 1, pp. 32-38
Persistent link: https://www.econbiz.de/10003448124
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Improving consistent moment selection procedures for generalized method of moments estimation
Chatelain, Jean-Bernard - In: Economics letters 95 (2007) 3, pp. 380-385
Persistent link: https://www.econbiz.de/10003476309
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On GMM estimation of distributions from grouped data
Griffiths, William E.; Hajargasht, Gholamreza - In: Economics letters 126 (2015), pp. 122-126
Persistent link: https://www.econbiz.de/10011376440
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GMM estimation of stochastic frontier model with endogenous regressors
Tran, Kien C.; Tsionas, Efthymios G. - In: Economics letters 118 (2013) 1, pp. 233-236
Persistent link: https://www.econbiz.de/10009706808