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A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
Stock, James H.
;
Wright, Jonathan H.
;
Yogo, Motohiro
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 518-529
Persistent link: https://www.econbiz.de/10008216097
Saved in:
2
Asymptotic properties of the Hahn#8211Hausman test for weak-instruments
Hausman, Jerry
;
Stock, James H.
;
Yogo, Motohiro
- In:
Economics letters
89
(
2005
)
3
,
pp. 333-342
Persistent link: https://www.econbiz.de/10006749610
Saved in:
3
TESTING FOR WEAK INSTRUMENTS IN LINEAR IV REGRESSION
Stock, James H.
;
Yogo, Motohiro
-
2002
Persistent link: https://www.econbiz.de/10005939324
Saved in:
4
ASYMPTOTICS FOR GMM ESTIMATORS WITH WEAK INSTRUMENTS
Stock, James H.
;
Wright, Jonathan
-
1996
Persistent link: https://www.econbiz.de/10005992423
Saved in:
5
GMM with Weak Identification
Stock, James H.
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10006778522
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6
A Consumption-Based Explanation of Expected Stock Returns
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
2
,
pp. 539-580
Persistent link: https://www.econbiz.de/10006543066
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7
Luxury Goods and the Equity Premium
Ai͏̈t-Sahalia, Yacine
;
Parker, Jonathan A.
;
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2959-3004
Persistent link: https://www.econbiz.de/10006548879
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8
Estimating the Elasticity of Intertemporal Substitution When Instruments are Weak
Yogo, Motohiro
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 797-810
Persistent link: https://www.econbiz.de/10006364982
Saved in:
9
Why Do Household Portfolio Shares Rise in Wealth?
Wachter, Jessica A.
;
Yogo, Motohiro
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 3929-3929
Persistent link: https://www.econbiz.de/10008712234
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10
Asset Prices Under Habit Formation and Reference-Dependent Preferences
Yogo, Motohiro
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 131-143
Persistent link: https://www.econbiz.de/10008221207
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