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A finite sample correction for the variance of linear efficient two-step GMM estimators
Windmeijer, Frank - In: Journal of econometrics 126 (2005) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10002538627
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Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015075096
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Adaptive estimation of regression models via moment restrictions
Newey, Whitney K. - In: Journal of econometrics 3 (1988), pp. 301-339
Persistent link: https://www.econbiz.de/10001046322
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Efficient estimation of limited dependent variable models with endogenous explanatory variables
Newey, Whitney K. - In: Journal of econometrics 36 (1987) 3, pp. 231-250
Persistent link: https://www.econbiz.de/10001033052
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Convergence rates and asymptotic normality for series estimators
Newey, Whitney K. - In: Journal of econometrics 79 (1997) 1, pp. 147-168
Persistent link: https://www.econbiz.de/10001220061
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Generalized method of moments specification testing
Newey, Whitney K. - In: Journal of econometrics 29 (1985) 3, pp. 229-256
Persistent link: https://www.econbiz.de/10003639854
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A finite sample correction for the variance of linear efficient two-step GMM estimators
Windmeijer, Frank - In: Journal of econometrics 126 (2005) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10006749130
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An R-squared measure of goodness of fit for some common nonlinear regression models
Cameron, Adrian Colin - In: Journal of econometrics 77 (1997) 2, pp. 329-342
Persistent link: https://www.econbiz.de/10001212839
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Two-part multiple spell models for health care demand
Silva, João Santos; Windmeijer, Frank - In: Journal of econometrics 104 (2001) 1, pp. 67-89
Persistent link: https://www.econbiz.de/10001589523
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Two-part multiple spell models for health care demand
Santos Silva, Jo~ao M.C.; Windmeijer, Frank - In: Journal of econometrics 104 (2001) 1, pp. 67-90
Persistent link: https://www.econbiz.de/10006774041