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An answer to Roll's critique (1977) 45 years later
Desban, Marc, (2023)
Cross-Section Regression with Common Shocks
Andrews, Donald W. K., (2003)
Structural change estimation in time series regressions with endogenous variables
Qian, Junhui, (2014)
Redundancy of moment conditions in restricted GMM estimation
Qian, Hailong, (2016)
Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon, (1999)
The asymptotic equivalence between the iterated improved 2SLS estimator and the 3SLS estimator
Qian, Hailong, (1997)