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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011
Persistent link: https://www.econbiz.de/10009546961
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Estimation for spatial dynamic panel data with fixed effects : the case of spatial cointegration
Yu, Jihai; Jong, Robert M. de - In: Journal of econometrics 167 (2012) 1, pp. 16-37
Persistent link: https://www.econbiz.de/10009551450
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Instrumental variable estimation of a spatial autoregressive panel model with random effects
Baltagi, Badi H.; Liu, Long - In: Economics letters 111 (2011) 2, pp. 135-137
Persistent link: https://www.econbiz.de/10009242395
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The nonexistence of instrumental variables
Hall, Stephen G.; Tavlas, George S.; Swamy, Paravastu … - 2011
Persistent link: https://www.econbiz.de/10009261069
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GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 4, pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
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A new method of projection-based inference in GMM with weakly identified nuisance parameters
Chaudhuri, Saraswata; Zivot, Eric - In: Journal of econometrics 164 (2011) 2, pp. 239-251
Persistent link: https://www.econbiz.de/10009301935
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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Generalized empirical likelihood for a continuum of moment conditions
Chaussé, Pierre - 2011
Persistent link: https://www.econbiz.de/10009427876
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GEL criteria for moment condition models
Smith, Richard J. - In: Econometric theory 27 (2011) 6, pp. 1192-1235
Persistent link: https://www.econbiz.de/10009489715