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Criterion-based inference for GMM in autoregressive panel data models

Bond, Stephen; Bowsher, Clive; Windmeijer, Frank - In: Economics Letters 73 (2001) 3, pp. 379-388

Persistent link: https://www.econbiz.de/10005159185

Moment conditions for fixed effects count data models with endogenous regressors

Windmeijer, Frank - In: Economics Letters 68 (2000) 1, pp. 21-24

Persistent link: https://www.econbiz.de/10005296235

Estimation of panel data models with binary indicators when treatment effects are not constant over time

Laporte, Audrey; Windmeijer, Frank - In: Economics Letters 88 (2005) 3, pp. 389-396

Persistent link: https://www.econbiz.de/10005175073

A comparison of bias approximations for the two-stage least squares (2SLS) estimator

Bun, Maurice J.G.; Windmeijer, Frank - In: Economics Letters 113 (2011) 1, pp. 76-79

We consider the bias of the two-stage least squares (2SLS) estimator in linear instrumental variable regression with only one endogenous regressor. By using asymptotic expansion techniques, we approximate the 2SLS coefficient estimation bias under various scenarios regarding the number and...

Persistent link: https://www.econbiz.de/10009275181

A method of moments interpretation of sequential estimators

Newey, Whitney K. - In: Economics Letters 14 (1984) 2-3, pp. 201-206

Persistent link: https://www.econbiz.de/10005159305

A large-sample chow test for the linear simultaneous equation

Lo, Andrew W.; Newey, Whitney K. - In: Economics Letters 18 (1985) 4, pp. 351-353

Persistent link: https://www.econbiz.de/10005296623

A jackknife interpretation of the continuous updating estimator

Donald, Stephen G.; Newey, Whitney K. - In: Economics Letters 67 (2000) 3, pp. 239-243

Persistent link: https://www.econbiz.de/10005296666

Consistency of two-step sample selection estimators despite misspecification of distribution

Newey, Whitney K. - In: Economics Letters 63 (1999) 2, pp. 129-132

Persistent link: https://www.econbiz.de/10005270077