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Can an "estimation factor" help explain cross-sectional returns?
Lundtofte, Frederik - In: Journal of business finance & accounting : JBFA 36 (2009) 5/6, pp. 705-724
Persistent link: https://www.econbiz.de/10003881152
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The nonexistence of instrumental variables
Swamy, Paravastu A. V. B. (contributor);  … - 2009
The method of instrumental variables (IV) and the generalized method of moments (GMM) and their applications to the estimation of errors-in-variables and simultaneous equations models in econometrics require data on a sufficient number of instrumental variables which are (insert space)both...
Persistent link: https://www.econbiz.de/10003886194
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Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - 2009
Persistent link: https://www.econbiz.de/10003889682
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Efficient estimation of non-linear dynamic panel data models with application to smooth transition models
Gørgens, Tue; Skeels, Christopher L.; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003892563
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Optimal comparison of misspecified moment restriction models
Marmer, Vadim; Otsu, Taisuke - 2009
Persistent link: https://www.econbiz.de/10003870339
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Simulated score methods and indirect inference for continuous-time models
Gallant, A. Ronald; Tauchen, George Eugene - 2010
Persistent link: https://www.econbiz.de/10003900666
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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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Judging contending estimators by simulation : tournaments in dynamic panel data models
Kiviet, J. F. - In: The refinement of econometric estimation and test …, (pp. 282-318). 2007
Persistent link: https://www.econbiz.de/10003461882
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On the efficient use of the informational content of estimating equations : implied probabilities and Euclidean empirical likelihood
Antoine, Bertille; Bonnal, Hélène; Renault, Eric - In: Journal of econometrics 138 (2007) 2, pp. 461-487
Persistent link: https://www.econbiz.de/10003464276
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003433485