Narrow search
Showing 1 - 10 of 25
Cover Image
Model-selection tests for conditional moment restriction models
Hsu, Yu-Chin; Shi, Xiaoxia - In: The econometrics journal 20 (2017) 1, pp. 52-85
Persistent link: https://www.econbiz.de/10011719965
Cover Image
Augmented two-step estimating equations with nuisance functionals and complex survey data
Zhao, Puying; Wu, Changbao - In: The econometrics journal 27 (2024) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10014528089
Cover Image
Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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