Narrow search
Showing 1 - 5 of 5
Cover Image
Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
Ramalho, Joaquim J. S. - In: Empirical economics : a journal of the Institute for … 30 (2005) 3, pp. 735-748
Persistent link: https://www.econbiz.de/10003109496
Cover Image
Small sample bias of alternative estimation methods for moment condition models : Monte Carlo evidence for covariance structures
Ramalho, Joaquim J. S. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003283136
Cover Image
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
Cover Image
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
Cover Image
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
Ramalho, Esmeralda A.; Ramalho, Joaquim J. S. - In: Econometric reviews 25 (2006) 4, pp. 475-496
Persistent link: https://www.econbiz.de/10003403258