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~subject:"Momentenmethode"
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Momentenmethode
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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
Mao, Ching-sheng
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1990
Persistent link: https://www.econbiz.de/10000802732
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2
Testing parameter stability in quantile models : an application to the US inflation process
Lee, Dong Jin
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2009
Persistent link: https://www.econbiz.de/10003949730
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Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
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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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Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav
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Gospodinov, Nikolay
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2011
Persistent link: https://www.econbiz.de/10009243504
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A new method of projection-based inference in GMM with weakly identified nuisance parameters
Chaudhuri, Saraswata
;
Zivot, Eric
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 239-251
Persistent link: https://www.econbiz.de/10009301935
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.
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Pelletier, Denis
- In:
Econometric theory
27
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2011
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2
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pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
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9
Specification tests for partially identified models defined by moment inequalities
Bugni, Federico A.
;
Canay, Ivan A.
;
Shi, Xiaoxia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 259-282
Persistent link: https://www.econbiz.de/10011339857
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
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2015
Persistent link: https://www.econbiz.de/10011312300
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