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Method of moments
208
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208
Estimation theory
98
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81
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81
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45
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45
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31
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Lee, Lung-fei
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Chen, Xiaohong
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Hall, Alastair R.
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Hsiao, Cheng
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2
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2
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2
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2
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Journal of econometrics
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64
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55
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ECONIS (ZBW)
208
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208
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1
A spatial panel quantile model with unobserved heterogeneity
Ando, Tomohiro
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 191-213
Persistent link: https://www.econbiz.de/10013472892
Saved in:
2
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
3
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
4
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
5
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
6
Refining set-identification in VARs through independence
Drautzburg, Thorsten
;
Wright, Jonathan H.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1827-1847
Persistent link: https://www.econbiz.de/10014471432
Saved in:
7
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
8
Over-identified doubly robust identification and estimation
Lewbel, Arthur
;
Choi, Jin-young
;
Zhou, Zhuzhu
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
Saved in:
9
Feedback in panel data models
Chamberlain, Gary
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10013440502
Saved in:
10
Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
Saved in:
11
An incidental parameters free inference approach for panels with common shocks
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10013441827
Saved in:
12
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10013441830
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13
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Saved in:
14
A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin
;
Kang, Byunghoon
;
Lee, Seojeong
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 276-298
Persistent link: https://www.econbiz.de/10013441882
Saved in:
15
GMM quantile regression
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 432-452
Persistent link: https://www.econbiz.de/10013464059
Saved in:
16
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkutė, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 416-446
Persistent link: https://www.econbiz.de/10012618523
Saved in:
17
Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
Saved in:
18
Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Khalaf, Lynda
;
Kichian, Maral
;
Saunders, Charles J.
; …
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 589-605
Persistent link: https://www.econbiz.de/10012618569
Saved in:
19
Spatial dynamic panel data models with correlated random effects
Li, Liyao
;
Yang, Zhenlin
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 424-454
Persistent link: https://www.econbiz.de/10012619244
Saved in:
20
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Saved in:
21
Estimation and inference in spatial models with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012619251
Saved in:
22
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Saved in:
23
Dynamic spatial panel data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
24
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
25
Robust estimation with exponentially tilted Hellinger distance
Antoine, Bertille
;
Dovonon, Prosper
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 330-344
Persistent link: https://www.econbiz.de/10013275386
Saved in:
26
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
Saved in:
27
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:
28
Inference in second-order identified models
Dovonon, Prosper
;
Hall, Alastair R.
;
Kleibergen, Frank
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 346-372
Persistent link: https://www.econbiz.de/10012483005
Saved in:
29
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
Saved in:
30
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
31
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:
32
Robust estimation with many instruments
Sølvsten, Mikkel
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 495-512
Persistent link: https://www.econbiz.de/10012439071
Saved in:
33
Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng
;
Chen, Zhao
;
Wang, Christina Dan
;
Li, Runze
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
Saved in:
34
Survey weighted estimating equation inference with nuisance functionals
Zhao, Puying
;
Haziza, David
;
Wu, Changbao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 516-536
Persistent link: https://www.econbiz.de/10012439754
Saved in:
35
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Chen, Xiaohong
;
Pouzo, Demian
;
Powell, James
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 30-53
Persistent link: https://www.econbiz.de/10012304541
Saved in:
36
Smoothed GMM for quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 121-144
Persistent link: https://www.econbiz.de/10012304545
Saved in:
37
Quantiles via moments
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
Saved in:
38
Testing for structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
Saved in:
39
Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
Huang, Liquan
;
Khalil, Umair
;
Yıldız, Neşe
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 346-366
Persistent link: https://www.econbiz.de/10012145028
Saved in:
40
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
41
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
42
The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
Saved in:
43
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
44
Identifying latent grouped patterns in panel data models with interactive fixed effects
Su, Liangjun
;
Ju, Gaosheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 554-573
Persistent link: https://www.econbiz.de/10012110415
Saved in:
45
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
Saved in:
46
Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Tang, Niansheng
;
Yan, Xiaodong
;
Zhao, Puying
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011974553
Saved in:
47
On the choice of test statistic for conditional moment inequalities
Armstrong, Timothy B.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 241-255
Persistent link: https://www.econbiz.de/10011974661
Saved in:
48
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo
;
Malikov, Emir
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
Saved in:
49
Efficient estimation with time-varying information and the New Keynesian Phillips Curve
Antoine, Bertille
;
Boldea, Otilia
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 268-300
Persistent link: https://www.econbiz.de/10011974733
Saved in:
50
Consistent estimation of linear panel data models with measurement error
Meijer, Erik
;
Spierdijk, Laura
;
Wansbeek, Tom
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 169-180
Persistent link: https://www.econbiz.de/10011917166
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