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Almost consistent estimation of panel probit models with "small" fixed effects
Laisney, François; Lechner, Michael - In: Econometric reviews 22 (2003) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001749173
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Outlier robust estimation of an Euler equation investment model with German firm level panel data
Janz, Norbert Helmut - In: Contributions to modern econometrics : from data …, (pp. 87-103). 2002
Persistent link: https://www.econbiz.de/10001905134
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - 2002
Persistent link: https://www.econbiz.de/10001738065
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Estimation of persistence in log-volatility using panel data
Kitazawa, Yoshitsugu - In: Applied financial economics 13 (2003) 6, pp. 463-472
Persistent link: https://www.econbiz.de/10001770763
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Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955
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Essays on investement and consumption choice
Comon, Etienne - 2001
Persistent link: https://www.econbiz.de/10001717923
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
Persistent link: https://www.econbiz.de/10001718452
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The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.; Bilias, Yannis - In: Journal of econometrics 107 (2002) 1/2, pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
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Confidence intervals in generalized method of moments model
Imbens, Guido; Spady, Richard Henry - In: Journal of econometrics 107 (2002) 1/2, pp. 87-98
Persistent link: https://www.econbiz.de/10001651263
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The properties of Lp-GMM estimators
Jong, Robert M. de; Han, Chirok - In: Econometric theory 18 (2002) 2, pp. 491-504
Persistent link: https://www.econbiz.de/10001661310