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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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Tests for neglected heterogeneity in moment condition models
Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - 2011 - This draft: May 2011
The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity appropriate for model environments specified by a number of unconditional or conditional moment conditions. We initially consider the unconditional moment restrictions framework. Optimal...
Persistent link: https://www.econbiz.de/10009230262
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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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Automatic positive semi-definite HAC covariance matrix and GMM estimation
Smith, Richard J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528193
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GEL criteria for moment condition models
Smith, Richard J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528224
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Weak instruments and empirical likelihood : a discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. Kitamura
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003161253
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Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003161259
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Local GEL methods for conditional moment restrictions
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003218148
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Generalized empirical likelihood estimamtors and tests under partial, weaks and strong identification
Guggenberger, Patrik (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835864