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GMM estimation with cross sectional dependence
Conley, Timothy G. - In: Journal of econometrics 92 (1999) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10001400085
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The relative efficiency of method of moments estimators
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
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A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models
Skeels, Christopher L.; Vella, Francis - In: Journal of econometrics 92 (1999) 2, pp. 275-294
Persistent link: https://www.econbiz.de/10001400170
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Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C. - In: Journal of econometrics 93 (1999) 1, pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - In: Journal of econometrics 93 (1999) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi - In: Journal of econometrics 83 (1998) 1, pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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Bootstrap confidence bands for shrinkage estimators
Kazimi, Camilla; Brownstone, David - In: Journal of econometrics 90 (1999) 1, pp. 99-127
Persistent link: https://www.econbiz.de/10001353788