Similar Search Results - EconBiz

Consistent moment selection procedures for generalized method of moments estimation

Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 543-564

Persistent link: https://www.econbiz.de/10001378219

Consistent moment selection procedures for generalized method of moments estimation

Andrews, Donald W. K. - 1999

Persistent link: https://www.econbiz.de/10001389389

Identification‐ and singularity‐robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1703-1746

This paper introduces a new identification‐ and singularity‐robust conditional quasi‐likelihood ratio (SR‐CQLR) test and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment condition models. Both tests are very fast to...

Persistent link: https://www.econbiz.de/10012202897

Inference based on many conditional moment inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 196 (2017) 2, pp. 275-287

Persistent link: https://www.econbiz.de/10011818293

Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 33 (2017) 5, pp. 1046-1080

Persistent link: https://www.econbiz.de/10011810250

Inference based on many conditional moment inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - 2015

Persistent link: https://www.econbiz.de/10011312305

Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators

Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 119-162

Persistent link: https://www.econbiz.de/10001647798

Cross-section regression with common shocks

Andrews, Donald W. K. - 2003

Persistent link: https://www.econbiz.de/10001774955

Generalized method of moments estimation when a parameter is on a boundary

Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 530-544

Persistent link: https://www.econbiz.de/10001705965

Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models

Andrews, Donald W. K.; Lu, Biao - 1999 - Rev

Persistent link: https://www.econbiz.de/10001445444

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