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Automatic positive semidefinite HAC covariance matrix and GMM estimation
Smith, Richard J. - In: Econometric theory 21 (2005) 1, pp. 158-170
Persistent link: https://www.econbiz.de/10002674667
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GEL criteria for moment condition models
Smith, Richard J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528224
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GEL criteria for moment condition models
Smith, Richard J. - In: Econometric theory 27 (2011) 6, pp. 1192-1235
Persistent link: https://www.econbiz.de/10009489715
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Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003161259
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Local GEL methods for conditional moment restrictions
Smith, Richard J. - In: The refinement of econometric estimation and test …, (pp. 100-122). 2007
Persistent link: https://www.econbiz.de/10003461839
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Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. - In: Journal of econometrics 138 (2007) 2, pp. 430-460
Persistent link: https://www.econbiz.de/10003464273
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Local GEL methods for conditional moment restrictions
Smith, Richard J. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003218148
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Asymptotic bias and equivalence of GMM and GEL estimators
Newey, Whitney K.; Smith, Richard J. - 2001
Persistent link: https://www.econbiz.de/10001605472
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Generalized empirical likelihood estimamtors and tests under partial, weaks and strong identification
Guggenberger, Patrik (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835864
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Higher order properties of GMM and generalized empirical likelihood estimators
Newey, Whitney K. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777551