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GMM with many weak moment cond...
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Newey, Whitney K.
28
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17
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7
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5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of econometrics
10
Econometric theory
4
Economics letters
4
Annales d'économie et de statistique
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
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1
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1
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The B.E. journal of economic analysis & policy
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OLC EcoSci
ECONIS (ZBW)
393
RePEc
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EconStor
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A note on R 2 in the instrumental variables model
Windmeijer, Frank
- In:
Journal of quantitative economics : journal of the …
11
(
1995
)
1
,
pp. 257-261
Persistent link: https://www.econbiz.de/10009927219
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2
RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
Bond, Stephen
;
Windmeijer, Frank
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10006877238
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3
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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4
Estimation of panel data models with binary indicators when treatment effects are not constant over time
Laporte, Audrey
;
Windmeijer, Frank
- In:
Economics letters
88
(
2005
)
3
,
pp. 389-396
Persistent link: https://www.econbiz.de/10006751372
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5
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
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6
Special Issue - "Panel Data Econometrics" - Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
Meghir, Costas
;
Windmeijer, Frank
- In:
Annales d'économie et de statistique
(
1999
)
55-56
,
pp. 317-330
Persistent link: https://www.econbiz.de/10007922844
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7
Special Issue - "Panel Data Econometrics" - Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
Meghir, Costas
;
Windmeijer, Frank
- In:
Annales d'économie et de statistique
(
1999
)
55-56
,
pp. 317-330
Persistent link: https://www.econbiz.de/10007922864
Saved in:
8
Generalized Method of Moments With Many Weak Moment Conditions
Newey, Whitneyk
;
Windmeijer, Frank
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
3
,
pp. 687-720
Persistent link: https://www.econbiz.de/10008255501
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9
Instrumental Variable Estimators for Binary Outcomes
Clarke, Paul S.
;
Windmeijer, Frank
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
500
,
pp. 1638-1652
Persistent link: https://www.econbiz.de/10010059207
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10
Child height, health and human capital: Evidence using genetic markers
von Hinke Kessler Scholder, Stephanie
;
Davey Smith, George
- In:
European economic review : EER
57
(
2013
),
pp. 1-22
Persistent link: https://www.econbiz.de/10010065690
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