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~institution:"Cowles Foundation for Research in Economics, Yale University"
~institution:"Institute for the Study of Labor (IZA)"
~person:"Moon, Hyungsik Roger"
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Search: subject:"Bias"
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Bias
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GMM estimation
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boundary point asymptotics
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local to unity
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moment conditions
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nuisance parameters
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panel data
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Moon, Hyungsik Roger
Phillips, Peter C.B.
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den Berg, Gerard J. van
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Cowles Foundation for Research in Economics, Yale University
Institute for the Study of Labor (IZA)
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1
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Moon, Hyungsik Roger
;
Phillips, Peter C.B.
-
Cowles Foundation for Research in Economics, Yale University
-
2003
constructing
bias
corrections to the score functions under OLS and GLS detrending, respectively. It is shown that the moment …
Persistent link: https://www.econbiz.de/10005463904
Saved in:
2
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Moon, Hyungsik Roger
;
Phillips, Peter C.B.
-
Cowles Foundation for Research in Economics, Yale University
-
2000
unity with panel data. The two moment conditions studied are obtained by constructing
bias
corrections to the score …
Persistent link: https://www.econbiz.de/10005593386
Saved in:
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