Similar Search Results - EconBiz

Neglected heterogeneity in moment condition models

Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - In: Journal of econometrics 178 (2014) 1, pp. 86-100

Persistent link: https://www.econbiz.de/10010255460

Tests for neglected heterogeneity in moment condition models

Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - 2011 - This draft: May 2011

The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity appropriate for model environments specified by a number of unconditional or conditional moment conditions. We initially consider the unconditional moment restrictions framework. Optimal...

Persistent link: https://www.econbiz.de/10009230262

Higher order properties of GMM and generalized empirical likelihood estimators

Newey, Whitney K. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777551

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

A jackknife interpretation of the continuous updating estimator

Donald, Stephen G.; Newey, Whitney K. - In: Economics letters 67 (2000) 3, pp. 239-243

Persistent link: https://www.econbiz.de/10001473650

Asymptotic bias and equivalence of GMM and GEL estimators

Newey, Whitney K.; Smith, Richard J. - 2001

Persistent link: https://www.econbiz.de/10001605472

Generalized method of moments, efficient bootstrapping, and improved inference

Brown, Bryan W.; Newey, Whitney K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 507-517

Persistent link: https://www.econbiz.de/10001705963

Empirical likelihood estimation and consistent tests with conditional moment restrictions

Donald, Stephen G.; Imbends, Guido W.; Newey, Whitney K. - In: Journal of econometrics 117 (2003) 1, pp. 55-93

Persistent link: https://www.econbiz.de/10001787602

Higher order properties of GMM and generalized empirical likelihood estimators

Newey, Whitney K.; Smith, Richard J. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 1, pp. 219-255

Persistent link: https://www.econbiz.de/10001920373

Efficient semiparametric estimation via moment restrictions

Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 6, pp. 1877-1897

Persistent link: https://www.econbiz.de/10002435514

A service of the