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Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777565
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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
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Tests for neglected heterogeneity in moment condition models
Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - 2011 - This draft: May 2011
The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity appropriate for model environments specified by a number of unconditional or conditional moment conditions. We initially consider the unconditional moment restrictions framework. Optimal...
Persistent link: https://www.econbiz.de/10009230262
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Neglected heterogeneity in moment condition models
Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - In: Journal of econometrics 178 (2014) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10010255460
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Asymptotic bias and equivalence of GMM and GEL estimators
Newey, Whitney K.; Smith, Richard J. - 2001
Persistent link: https://www.econbiz.de/10001605472
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Higher order properties of GMM and generalized empirical likelihood estimators
Newey, Whitney K.; Smith, Richard J. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 1, pp. 219-255
Persistent link: https://www.econbiz.de/10001920373
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Jackknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong (contributor); Newey, Whitney K. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835709
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Discrete choice nonresponse
Ramalho, Esmerelda A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778947
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Generalized empirical likelihood estimamtors and tests under partial, weaks and strong identification
Guggenberger, Patrik (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835864
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Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey; Newey, Whitney K.; McDonald, … - 2007
Persistent link: https://www.econbiz.de/10003540212