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Three-way gravity models with multiplicative unobserved effects
Yang, Yimin; Zhang, Huili - In: The econometrics journal 26 (2023) 3, pp. 422-443
Persistent link: https://www.econbiz.de/10014391700
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A bootstrap approach to moment selection
Inoue, Atsushi - In: The econometrics journal 9 (2006) 1, pp. 48-75
Persistent link: https://www.econbiz.de/10003320194
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - In: The econometrics journal 13 (2010) 1, pp. 95-126
Persistent link: https://www.econbiz.de/10003975654
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Testing the adequacy of conventional asymptotics in GMM
Wright, Jonathan H. - In: The econometrics journal 13 (2010) 2, pp. 205-217
Persistent link: https://www.econbiz.de/10003978511
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Method of moment estimation in the COGARCH (1,1) model
Haug, Stephan; Klüppelberg, C.; Lindner, Alexander; … - In: The econometrics journal 10 (2007) 2, pp. 320-341
Persistent link: https://www.econbiz.de/10003559960
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Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Bravo, Francesco - In: The econometrics journal 12 (2009) 2, pp. 208-231
Persistent link: https://www.econbiz.de/10003875624
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Efficient GMM with nearly-weak instruments
Antoine, Bertille; Renault, Eric - In: The econometrics journal 12 (2009), pp. 135-171
Persistent link: https://www.econbiz.de/10003876453
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Misspecification in moment inequality models : back to moment equalities?
Ponomareva, Maria; Tamer, Elie T. - In: The econometrics journal 14 (2011) 2, pp. 186-203
Persistent link: https://www.econbiz.de/10009381881
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Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke - In: The econometrics journal 14 (2011) 2, pp. 321-329
Persistent link: https://www.econbiz.de/10009382621
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Maximization by parts in extremum estimation
Fan, Yanqin; Pastorello, Sergio; Renault, Eric - In: The econometrics journal 18 (2015) 2, pp. 147-171
Persistent link: https://www.econbiz.de/10011378476