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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Andrews, Donald W. K."
~person:"Renault, Eric"
~type_genre:"Article in journal"
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Andrews, Donald W. K.
Renault, Eric
Phillips, Peter C. B.
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
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20
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ECONIS (ZBW)
40
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1
Approximate maximum likelihood for complex structural models
Czellar, Veronika
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 432-456
Persistent link: https://www.econbiz.de/10013464861
Saved in:
2
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
3
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
4
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
Saved in:
5
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
6
Indirect estimation methods in finance and economics
Halbleib, Roxana
(
ed.
);
Kristensen, Dennis
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110228
Saved in:
7
Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
Saved in:
8
Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana
;
Kristensen, Dennis
;
Renault, Eric
; …
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
Saved in:
9
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 212-227
Persistent link: https://www.econbiz.de/10011918705
Saved in:
10
Examples of L2-complete and boundedly-complete distributions
Andrews, Donald W. K.
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 213-220
Persistent link: https://www.econbiz.de/10011897680
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