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Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J. - In: Econometric theory 10 (1994) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10001163338
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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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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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The information bound of a dynamic panel logit model with fixed effects
Hahn, Jinyong - In: Econometric theory 17 (2001) 5, pp. 913-932
Persistent link: https://www.econbiz.de/10001609163
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Bootstrapping quantile regression estimators
Hahn, Jinyong - In: Econometric theory 11 (1995) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10001176349
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Optimal inference with many instruments
Hahn, Jinyong - In: Econometric theory 18 (2002) 1, pp. 140-168
Persistent link: https://www.econbiz.de/10001652635
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Series estimation of regression functionals
Newey, Whitney K. - In: Econometric theory 10 (1994) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001163340
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Kernel estimation of partial means and a general variance estimator
Newey, Whitney K. - In: Econometric theory 10 (1994) 2, pp. 233-253
Persistent link: https://www.econbiz.de/10001164907
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Conditional moment restriction in censored and truncated regression models
Newey, Whitney K. - In: Econometric theory 17 (2001) 5, pp. 863-888
Persistent link: https://www.econbiz.de/10001609131
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Tests of rank
Robin, Jean-Marc; Smith, Richard J. - In: Econometric theory 16 (2000) 2, pp. 151-175
Persistent link: https://www.econbiz.de/10001483362