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Entropic latent variable integration via simulation
Schennach, Susanne M. - 2013 - Initial submission: November 6, 2009, This version: June 24, 2013
This paper introduces a general method to convert a model defined by moment conditions involving both observed and unobserved variables into equivalent moment conditions involving only observable variables. This task can be accomplished without introducing infinite-dimensional nuisance...
Persistent link: https://www.econbiz.de/10009767942
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Retirement eggs and retirement baskets
Dobrescu, Loretti Isabella; Shanker, Akshay; Bateman, Hazel - 2022
Persistent link: https://www.econbiz.de/10013503820
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Small sample properties of generalized method of moments based Wald tests
Burnside, Craig; Eichenbaum, Martin S. - 1994
Persistent link: https://www.econbiz.de/10000888841
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Sequential moment restrictions in panel data
Chamberlain, Gary - 1991
Persistent link: https://www.econbiz.de/10000826162
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Outlier robust GMM estimation of leverage determinants
Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994
Persistent link: https://www.econbiz.de/10000151692
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GMM estimation with persistent panel data : an application to production functions
Blundell, Richard W.; Bond, Stephen - 1999
Persistent link: https://www.econbiz.de/10000683970
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The GMM parameter normalization puzzle
Fleischman, Charles A. - 1997
Persistent link: https://www.econbiz.de/10000642387
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Testing distributional inequalities and asymptotic bias
Song, Kyungchul (contributor) - 2008
Persistent link: https://www.econbiz.de/10003716905
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Convergence and growth : revisited
Benavente H., José Miguel; Melo, Emerson; Quijada J., … - 2006
Persistent link: https://www.econbiz.de/10003636443