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GMM with Many Weak Moment Cond...
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Newey, Whitney K.
292
Windmeijer, Frank
216
Chernozhukov, Victor
72
Hausman, Jerry A.
54
Newey, Whitney
34
Woutersen, Tiemen
33
Chao, John C.
29
Swanson, Norman R.
29
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22
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19
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19
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18
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10
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9
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9
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9
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9
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9
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9
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8
Hinke Kessler Scholder, Stephanie von
8
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8
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7
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CEMMAP working papers / Centre for Microdata Methods and Practice
62
cemmap working paper
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Journal of econometrics
23
CeMMAP working papers
22
IFS Working Papers
18
Discussion paper / University of Bristol, Department of Economics
13
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13
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11
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11
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10
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10
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9
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8
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5
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3
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10th International Conference on Panel Data, Berlin, July 5-6, 2002
2
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ECONIS (ZBW)
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Other ZBW resources
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BASE
3
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1
GMM with many weak moment conditions : replication and application of Newey and Windmeijer (2009)
Farbmacher, Helmut
- In:
Journal of applied econometrics
27
(
2012
)
2
,
pp. 343-346
Persistent link: https://www.econbiz.de/10009618618
Saved in:
2
Generalized method of moments with many weak moment conditions
Newey, Whitney K.
;
Windmeijer, Frank
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
3
,
pp. 687-719
Persistent link: https://www.econbiz.de/10003866992
Saved in:
3
GMM with many weak moment conditions
Newey, Whitney K.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003218242
Saved in:
4
Deviance based R-squared measures of goodness of fit for generalized linear models
Cameron, Colin
-
1993
Persistent link: https://www.econbiz.de/10000417638
Saved in:
5
Goodness of fit in linear and qualitative-choice models
Windmeijer, Frank A.
;
Windmeijer, Frank
-
1992
Persistent link: https://www.econbiz.de/10000337453
Saved in:
6
Goodness-of-fit measures in binary choice models
Windmeijer, Frank
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10001177165
Saved in:
7
A note on R 2 in the instrumental variables model
Windmeijer, Frank
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 257-261
Persistent link: https://www.econbiz.de/10001196281
Saved in:
8
A finite sample correction for the variance of linear two-step GMM estimators
Windmeijer, Frank
-
2000
Persistent link: https://www.econbiz.de/10001537510
Saved in:
9
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/10001481918
Saved in:
10
Efficiency comparisons for a system GMM estimator in dynamic panel data models
Windmeijer, Frank
-
1997
Persistent link: https://www.econbiz.de/10000655380
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