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~institution:"Centre for Microdata Methods and Practice <London>"
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GMM with many weak moment cond...
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Method of moments
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Centre for Microdata Methods and Practice <London>
Centre for Microdata Methods and Practice (CEMMAP)
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Centre for Market and Public Organisation (CMPO), University of Bristol
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Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
Windmeijer, Frank
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748235
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2
Finite sample inference for GMM estimators in linear panel data models
Bond, Stephen
(
contributor
);
Windmeijer, Frank
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748246
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3
Jackknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong
(
contributor
);
Newey, Whitney K.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835709
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4
Higher order properties of GMM and generalized empirical likelihood estimators
Newey, Whitney K.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777551
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5
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777565
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