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Deviance based R-squared measures of goodness of fit for generalized linear models
Cameron, Colin - 1993
Persistent link: https://www.econbiz.de/10000417638
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Efficiency comparisons for a system GMM estimator in dynamic panel data models
Windmeijer, Frank - 1997
Persistent link: https://www.econbiz.de/10000655380
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GMM for panel count data models
Windmeijer, Frank (contributor) - 2006
Persistent link: https://www.econbiz.de/10003385789
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GMM for panel count data models
Windmeijer, Frank (contributor) - 2006
Persistent link: https://www.econbiz.de/10003387914
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Two-stage least squares as minimum distance
Windmeijer, Frank - 2017
Persistent link: https://www.econbiz.de/10011752538
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Two-stage least squares as minimum distance
Windmeijer, Frank - In: The econometrics journal 22 (2019) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012166646
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Testing over- and underidentification in linear models, with applications to dynamic panel data and asset-pricing models
Windmeijer, Frank - 2018
Persistent link: https://www.econbiz.de/10011943476
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Weak instruments, first-stage heteroskedasticity and the robust F-test
Windmeijer, Frank - 2019
Persistent link: https://www.econbiz.de/10011979323
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Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015075096
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An R-squared measure of goodness of fit for some common nonlinear regression models
Cameron, Adrian Colin; Windmeijer, Frank - 1994
Persistent link: https://www.econbiz.de/10000896928