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Jackknife empirical likelihood
Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
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Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G. - 1994
Persistent link: https://www.econbiz.de/10000889238
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Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G.; Segal, Lewis M. - 1994
Persistent link: https://www.econbiz.de/10000893251
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A new approach to generalized method of moments estimation
Imbens, Guido - 1993
Persistent link: https://www.econbiz.de/10000859529
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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
Mao, Ching-sheng - 1990
Persistent link: https://www.econbiz.de/10000802732
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Simple estimators for dynamic panel data models with errors in variables
Wansbeek, Tom; Kapteyn, Arie - 1989
Persistent link: https://www.econbiz.de/10000782904
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Robust bayes-type version of classical estimators
Hanousek, Jan; Lachout, Petr - 1993
Persistent link: https://www.econbiz.de/10000874417
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A macroeconomic rationing model estimated by cointegration techniques and generalized method of moments
Heinesen, Eskil - 1993
Persistent link: https://www.econbiz.de/10000875926
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Alternative error covariance assumptions in dynamic panel data models
Anderson, Gordon - 1988
Persistent link: https://www.econbiz.de/10000124830
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Measurement errors and the permanent income hypothesis : evidence from rural india
Bhalla, Surjit S. - 1978
Persistent link: https://www.econbiz.de/10000002606