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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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Efficient GMM with nearly-weak instruments
Antoine, Bertille; Renault, Eric - In: The econometrics journal 12 (2009), pp. 135-171
Persistent link: https://www.econbiz.de/10003876453
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Efficient minimum distance estimation with multiple rates of convergence
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 170 (2012) 2, pp. 350-367
Persistent link: https://www.econbiz.de/10009685905
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Efficient inference with poor instruments : a general framework
Antoine, Bertille; Renault, Eric - In: Handbook of empirical economics and finance, (pp. 29-70). 2011
Persistent link: https://www.econbiz.de/10009130217
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Testing identification strength
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 218 (2020) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
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Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille; Proulx, Kevin; Renault, Eric - In: Journal of financial econometrics 18 (2020) 4, pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
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Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter - In: Journal of financial econometrics 18 (2020) 4, pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
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Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C. - In: Journal of financial econometrics 18 (2020) 4, pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
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Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond; Robotti, Cesare - In: Journal of financial econometrics 18 (2020) 4, pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
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Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick; Ronchetti, Diego - In: Journal of financial econometrics 18 (2020) 4, pp. 736-775
Persistent link: https://www.econbiz.de/10012405520