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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
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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723