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Confidence intervals in generalized method of moments models

Imbens, Guido W.; Spady, Richard - In: Journal of Econometrics 107 (2002) 1-2, pp. 87-98

Persistent link: https://www.econbiz.de/10005052795

Empirical likelihood estimation and consistent tests with conditional moment restrictions

Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K. - In: Journal of Econometrics 117 (2003) 1, pp. 55-93

Persistent link: https://www.econbiz.de/10005052932

Choosing instrumental variables in conditional moment restriction models

Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K. - In: Journal of Econometrics 152 (2009) 1, pp. 28-36

Properties of GMM estimators are sensitive to the choice of instrument. Using many instruments leads to high asymptotic asymptotic efficiency but can cause high bias and/or variance in small samples. In this paper we develop and implement asymptotic mean square error (MSE) based criteria for...

Persistent link: https://www.econbiz.de/10005022992

Efficient estimation and stratified sampling

Imbens, Guido W.; Lancaster, Tony - In: Journal of Econometrics 74 (1996) 2, pp. 289-318

Persistent link: https://www.econbiz.de/10005122652

Instrumental variable estimation of nonseparable models

Chernozhukov, Victor; Imbens, Guido W.; Newey, Whitney K. - In: Journal of Econometrics 139 (2007) 1, pp. 4-14

Persistent link: https://www.econbiz.de/10005238994

Predicting the efficacy of future training programs using past experiences at other locations

Joseph Hotz, V.; Imbens, Guido W.; Mortimer, Julie H. - In: Journal of Econometrics 125 (2005) 1-2, pp. 241-270

Persistent link: https://www.econbiz.de/10005239122

Regression discontinuity designs: A guide to practice

Imbens, Guido W.; Lemieux, Thomas - In: Journal of Econometrics 142 (2008) 2, pp. 615-635

Persistent link: https://www.econbiz.de/10005192499