Search Results - subject:"Continuous updating GMM"

Subset-continuous-updating GMM estimators for dynamic panel data models

Ashley, Richard A.; Sun, Xiaojin - In: Econometrics 4 (2016) 4, pp. 1-13

continuous-updating GMM estimator proposed by Hansen, Heaton, and Yaron (1996) is in principle able to reduce the small … results indicate that the subset-continuous-updating GMM estimators outperform their standard two-step counterparts in finite …

Persistent link: https://www.econbiz.de/10011755350

Subset-continuous-updating GMM estimators for dynamic panel data models

Ashley, Richard A.; Sun, Xiaojin - In: Econometrics : open access journal 4 (2016) 4, pp. 1-13

Persistent link: https://www.econbiz.de/10011650481

Asymptotic F tests under possibly weak identification

Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - In: Journal of econometrics 218 (2020) 1, pp. 140-177

Persistent link: https://www.econbiz.de/10012482936