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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

Tests for neglected heterogeneity in moment condition models

Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - 2011 - This draft: May 2011

The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity appropriate for model environments specified by a number of unconditional or conditional moment conditions. We initially consider the unconditional moment restrictions framework. Optimal...

Persistent link: https://www.econbiz.de/10009230262

Asymptotic bias and equivalence of GMM and GEL estimators

Newey, Whitney K.; Smith, Richard J. - 2001

Persistent link: https://www.econbiz.de/10001605472

Higher order properties of GMM and generalized empirical likelihood estimators

Newey, Whitney K. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777551

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Newey, Whitney K. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777565

Higher order properties of GMM and generalized empirical likelihood estimators

Newey, Whitney K.; Smith, Richard J. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 1, pp. 219-255

Persistent link: https://www.econbiz.de/10001920373

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J. - In: Identification and inference for econometric models : …, (pp. 245-281). 2005

Persistent link: https://www.econbiz.de/10003351982

Jackknife and analytical bias reduction for nonlinear panel models

Hahn, Jinyong (contributor); Newey, Whitney K. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835709

Jacknife and analytical bias reduction for nonlinear panel models

Hahn, Jinyong; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1295-1319

Persistent link: https://www.econbiz.de/10002132596

Average and quantile effects in nonseparable panel models

Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 2, pp. 535-580

Persistent link: https://www.econbiz.de/10009752308

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