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Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2012) 1, pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
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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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Efficient estimation of linear and type I censored regression models under conditional quantile restrictions
Newey, Whitney K. - In: Econometric theory 6 (1990) 3, pp. 295-317
Persistent link: https://www.econbiz.de/10001118102
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Partially adaptive estimation of regression models via the generalized t distribution
McDonald, James B. - In: Econometric theory 4 (1988) 3, pp. 428-457
Persistent link: https://www.econbiz.de/10001074423
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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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Alternative asymptotics and the partially linear model with many regressors
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - In: Econometric theory 34 (2018) 2, pp. 277-301
Persistent link: https://www.econbiz.de/10011950954
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A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models
Sueishi, Naoya - In: Econometric theory 33 (2017) 5, pp. 1242-1258
Persistent link: https://www.econbiz.de/10011810263