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Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey; Newey, Whitney K.; McDonald, … - 2007
Persistent link: https://www.econbiz.de/10003540212
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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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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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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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Identification and estimation of marginal effects in nonlinear panel models
Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong - 2008
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten...
Persistent link: https://www.econbiz.de/10003754838
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A reduced bias GMM-like estimator with reduced estimator dispersion
Hausman, Jerry A.; Menzel, Konrad; Lewis, Randall; … - 2007
Persistent link: https://www.econbiz.de/10003563522
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Chao, John C.; … - 2007
Persistent link: https://www.econbiz.de/10003540208
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Estimation with many instrumental variables
Hansen, Christian Bailey (contributor);  … - 2006 - Rev.
Persistent link: https://www.econbiz.de/10003375927
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GMM with many weak moment conditions
Newey, Whitney K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003218242
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Identification and estimation of marginal effects in nonlinear panel models
Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong - 2009
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten...
Persistent link: https://www.econbiz.de/10003817252