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An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 137 (2007) 1, pp. 189-229
Persistent link: https://www.econbiz.de/10003425528
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Indirect inference for dynamic panel models
Gouriéroux, Christian; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 157 (2010) 1, pp. 68-77
Persistent link: https://www.econbiz.de/10008661852