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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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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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Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
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Empirical likelihood estimation of conditional moment restriction models with unknown functions
Otsu, Taisuke - In: Econometric theory 27 (2011) 1, pp. 8-46
Persistent link: https://www.econbiz.de/10009127145
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GEL criteria for moment condition models
Smith, Richard J. - In: Econometric theory 27 (2011) 6, pp. 1192-1235
Persistent link: https://www.econbiz.de/10009489715
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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Adaptive GMM shrinkage estimation with consistent moment selection
Liao, Zhipeng - In: Econometric theory 29 (2013) 5, pp. 857-904
Persistent link: https://www.econbiz.de/10010248326
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Testing under weak identification with conditional moment restrictions
Jun, Sung Jae; Pinkse, Joris - In: Econometric theory 28 (2012) 6, pp. 1229-1282
Persistent link: https://www.econbiz.de/10009743174