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Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-ming; Kuan, Chung-ming; Hsu, Yu-Chin - 2014
Persistent link: https://www.econbiz.de/10010246721
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Model selection tests for conditional moment inequality models
Hsu, Yu-Chin; Shi, Xiaoxia - 2013
Persistent link: https://www.econbiz.de/10009778548
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Robust hypothesis tests for m-estimators with possibly non-differentiable estimating functions
Lee, Wei-ming; Hsu, Yu-Chin; Kuan, Chung-ming - 2014
Persistent link: https://www.econbiz.de/10010355209
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Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming; Kuan, Chung-ming; Hsu, Yu-Chin - In: Journal of econometrics 181 (2014) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
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Model-selection tests for conditional moment restriction models
Hsu, Yu-Chin; Shi, Xiaoxia - In: The econometrics journal 20 (2017) 1, pp. 52-85
Persistent link: https://www.econbiz.de/10011719965
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Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming; Hsu, Yu-Chin; Kuan, Chung-ming - In: The econometrics journal 18 (2015) 1, pp. 95-116
Persistent link: https://www.econbiz.de/10011345990
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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
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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
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Choosing instrumental variables in conditional moment restriction models
Donald, Stephen G.; Imbens, Guido; Newey, Whitney K. - In: Journal of econometrics 152 (2009) 1, pp. 28-36
Persistent link: https://www.econbiz.de/10003878744
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A GMM approach for dealing with missing data on regressors
Abrevaya, Jason; Donald, Stephen G. - In: The review of economics and statistics 99 (2017) 4, pp. 657-662
Persistent link: https://www.econbiz.de/10011781191