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Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.; Lu, Biao - 1999 - Rev
Persistent link: https://www.econbiz.de/10001445444
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Dynamic panel GMM with near unity
Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010463725
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Identifying latent structures in panel data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464135
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - 2018
Persistent link: https://www.econbiz.de/10011948750
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Inference for regression with variables generated by AI or machine learning
Battaglia, Laura; Christensen, Tim; Hansen, Stephen; … - 2024
Persistent link: https://www.econbiz.de/10015271648
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Unobserved heterogeneity in auctions
Haile, Philip A.; Kitamura, Yuichi - 2018
Persistent link: https://www.econbiz.de/10011900705
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Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators
Andrews, Donald W. K. - 2001 - Rev
Persistent link: https://www.econbiz.de/10001557980
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Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955
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GMM estimation and uniform subvector inference with possible identification failure
Cheng, Xu - 2011
Persistent link: https://www.econbiz.de/10009376993
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Sieve quasi likelihood ratio inference on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - 2013
Persistent link: https://www.econbiz.de/10009746488