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[Rezension von: Godfrey, L. G., Misspecification tests in econometrics]

Smith, Richard J. - In: Economica 58 (1991) 229, pp. 129-130

Persistent link: https://www.econbiz.de/10001344671

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

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

A generalized R 2 criterion for regression models estimated by the instrumental variables method

Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 3, pp. 705-710

Persistent link: https://www.econbiz.de/10001252924

Annals of econometrics: Finite sample and asymptotic methods in econometrics

Smith, Richard J. (contributor); … - 2002

Persistent link: https://www.econbiz.de/10001714573

Alternative asymptotically optimal tests in econometrics

Smith, Richard J. - 1983

Persistent link: https://www.econbiz.de/10003529381

Special issue of Econometric theory in honor of Professor Richard J. Smith : guest editors' introduction

Jansson, Michael (ed.); Taylor, Robert (ed.); … - In: Econometric theory 34 (2018) 2, pp. 247-252

Persistent link: https://www.econbiz.de/10011950951

The incidental parameter problem in a non-differentiable panel data model

Graham, Bryan S.; Hahn, Jinyong; Powell, James - In: Economics letters 105 (2009) 2, pp. 181-182

Persistent link: https://www.econbiz.de/10003899822

Double/debiased machine learning for treatment and structural parameters

Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2017

We revisit the classic semiparametric problem of inference on a low di-mensional parameter Ø0 in the presence of high-dimensional nuisance parameters Û0. We depart from the classical setting by allowing for Û0 to be so high-dimensional that the traditional assumptions, such as Donsker...

Persistent link: https://www.econbiz.de/10011941471

The econometrics of nonlinear budget sets

Blomquist, Nils Sören; Hausman, Jerry A.; Newey, Whitney K. - In: Annual review of economics 15 (2023), pp. 287-306

Persistent link: https://www.econbiz.de/10014428725