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Generalization of GMM to a continuum of moment conditions
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 16 (2000) 6, pp. 797-834
Persistent link: https://www.econbiz.de/10001548325
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Detecting lack of identification in GMM
Wright, Jonathan H. - In: Econometric theory 19 (2003) 2, pp. 322-330
Persistent link: https://www.econbiz.de/10001743410
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Moment stucture of a family of first-order exponential GARCH models
He, Changli; Teräsvirta, Timo; Malmsten, Hans - In: Econometric theory 18 (2002) 4, pp. 868-885
Persistent link: https://www.econbiz.de/10001687472
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Two-step GMM estimation of the errors-in-variables model using high-order moments
Erickson, Timothy; Whited, Toni Marion - In: Econometric theory 18 (2002) 3, pp. 776-799
Persistent link: https://www.econbiz.de/10001673461
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The properties of Lp-GMM estimators
Jong, Robert M. de; Han, Chirok - In: Econometric theory 18 (2002) 2, pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
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Automatic positive semidefinite HAC covariance matrix and GMM estimation
Smith, Richard J. - In: Econometric theory 21 (2005) 1, pp. 158-170
Persistent link: https://www.econbiz.de/10002674667
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Generalized empirical likelihood estimators and tests under partial, weak, and strong identification
Guggenberger, Patrik; Smith, Richard J. - In: Econometric theory 21 (2005) 4, pp. 667-709
Persistent link: https://www.econbiz.de/10003004703
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Efficient method of moments in misspecified I.I.D. models
Aguirre-Torres, Víctor; Toribio, Manuel Domínguez - In: Econometric theory 20 (2004) 3, pp. 513-534
Persistent link: https://www.econbiz.de/10002080171
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On GMM inference : partial identification, identification strength, and nonstandard asymptotics
Poskitt, Donald Stephen - In: Econometric theory 40 (2024) 4, pp. 875-925
Persistent link: https://www.econbiz.de/10015154309
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Relevant moment selection under mixed identification strength
Dovonon, Prosper; Doko Tchatoka, Firmin; Aguessy, Michael - In: Econometric theory 40 (2024) 5, pp. 1003-1064
Persistent link: https://www.econbiz.de/10015154315