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Local GEL methods for conditional moment restrictions

Smith, Richard J. - In: The refinement of econometric estimation and test …, (pp. 100-122). 2007

Persistent link: https://www.econbiz.de/10003461839

Efficient information theoretic inference for conditional moment restrictions

Smith, Richard J. - In: Journal of econometrics 138 (2007) 2, pp. 430-460

Persistent link: https://www.econbiz.de/10003464273

GEL criteria for moment condition models

Smith, Richard J. - In: Econometric theory 27 (2011) 6, pp. 1192-1235

Persistent link: https://www.econbiz.de/10009489715

Local GEL methods for conditional moment restrictions

Smith, Richard J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003218148

Efficient information theoretic inference for conditional moment restrictions

Smith, Richard J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003161259

GEL criteria for moment condition models

Smith, Richard J. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002528224

Automatic positive semidefinite HAC covariance matrix and GMM estimation

Smith, Richard J. - In: Econometric theory 21 (2005) 1, pp. 158-170

Persistent link: https://www.econbiz.de/10002674667

GEL methods for nonsmooth moment indicators

Parente, Paulo (contributor); Smith, Richard J. (contributor) - 2008

This paper considers the first order large sample properties of the GEL class of estimators for models specified by non-smooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient GMM estimator which may suffer from substantial biases in...

Persistent link: https://www.econbiz.de/10003739699

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J. - In: Identification and inference for econometric models : …, (pp. 245-281). 2005

Persistent link: https://www.econbiz.de/10003351982

Generalized empirical likelihood tests in time series models with potential identification failure

Guggenberger, Patrik; Smith, Richard J. - In: Journal of econometrics 142 (2008) 1, pp. 134-161

Persistent link: https://www.econbiz.de/10003608146