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Redundancy of moment conditions in restricted GMM estimation

Qian, Hailong - In: Frontiers of economics in China : selected publications … 11 (2016) 3, pp. 468-497

Persistent link: https://www.econbiz.de/10011597964

Moment redundancy test with application to efficiency-improving copulas

Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33

Persistent link: https://www.econbiz.de/10012021844

The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator

Qian, Hailong; Schmidt, Peter - In: Econometric Reviews 16 (1997) 4, pp. 441-457

In this paper we show that the 3SLS estimator of a system of equations is asymptotically equivalent to an iterative 2SLS estimator applied to each equation, augmented with the residuals from the other equations. This result is a natural extension of Telser (1964).

Persistent link: https://www.econbiz.de/10005476088

Improved instrumental variables and generalized method of moments estimators

Qian, Hailong; Schmidt, Peter - In: Journal of Econometrics 91 (1999) 1, pp. 145-169

Persistent link: https://www.econbiz.de/10005238947

Redundancy of moment conditions

Breusch, Trevor; Qian, Hailong; Schmidt, Peter; … - In: Journal of Econometrics 91 (1999) 1, pp. 89-111

Persistent link: https://www.econbiz.de/10005238984

Partial GLS regression

Qian, Hailong; Schmidt, Peter - In: Economics Letters 79 (2003) 3, pp. 385-392

Persistent link: https://www.econbiz.de/10005362367

Efficient GMM and MD estimation of autoregressive models

Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics Letters 62 (1999) 3, pp. 265-270

Persistent link: https://www.econbiz.de/10005362389