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Neglected heterogeneity in moment condition models
Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - In: Journal of econometrics 178 (2014) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10010255460
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Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. - In: Journal of econometrics 138 (2007) 2, pp. 430-460
Persistent link: https://www.econbiz.de/10003464273
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How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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Efficient estimation of panel data models with sequential moment restrictions
Hahn, Jinyong - In: Journal of econometrics 79 (1997) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001220090
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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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Finite sample and asymptotic methods in econometrics
Smith, Richard J. (contributor) - In: Journal of econometrics 111,2 : Annals of econometrics (2002)
Persistent link: https://www.econbiz.de/10004724941
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193