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Misspecified heteroskedasticity in the panel probit model : a small sample comparison of GMM and SML estimators

Inkmann, Joachim - In: Journal of econometrics 97 (2000) 2, pp. 227-259

Persistent link: https://www.econbiz.de/10001496588

Generalization of GMM to a continuum of moment conditions

Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 16 (2000) 6, pp. 797-834

Persistent link: https://www.econbiz.de/10001548325

A nonparametric approach to stochastic discount factor estimation

Hu, Fan; Hall, Alastair R.; Nychka, Douglas W. - In: Applying Kernel and nonparametric estimation to …, (pp. 155-176). 2000

Persistent link: https://www.econbiz.de/10001548534

Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator

Blundell, Richard W.; Bond, Stephen; Windmeijer, Frank - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 53-91). 2000

Persistent link: https://www.econbiz.de/10001583116

[Rezension von: Generalized method of moments estimation, László Mátyás (ed.), Cambridge, Cambridge Univ. Press, 1999]

Soest, Arthur van - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 5, pp. 702-704

Persistent link: https://www.econbiz.de/10001563788

Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences

Biørn, Erik - In: Econometric reviews 19 (2000) 4, pp. 391-424

Persistent link: https://www.econbiz.de/10001521430

Estimation of long-run inefficiency levels : a dynamic frontier approach

Ahn, Seung Chan; Good, David H.; Sickles, Robin C. - In: Econometric reviews 19 (2000) 4, pp. 461-492

Persistent link: https://www.econbiz.de/10001521435

A note on inverse moments of binomial variates

Cribari-Neto, Francisco; Garcia, Nancy Lopes; … - In: Revista de econometria 20 (2000) 2, pp. 269-277

Persistent link: https://www.econbiz.de/10001805963

Measurement error and the relationship between investment and q

Erickson, Timothy; Whited, Toni Marion - In: Journal of political economy 108 (2000) 5, pp. 1027-1057

Persistent link: https://www.econbiz.de/10001525675

On Robust GMM Estimation with Applications in Economics and Finance

Steland, Ansgar - 2000

Generalized Methods of Moments (GMM) estimators are a popular tool in econometrics since introduced by Hansen (1982), because this approach provides feasible solutions for many problems present in economic data where least squares or maximum likelihood methods fail when naively applied. These...

Persistent link: https://www.econbiz.de/10014176561

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