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Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - In: Statistical papers 40 (1999) 3, pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
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A two sample size estimator for large data sets
O'Connell, Martin; Smith, Howard; Thomassen, Oyvind - 2023
Persistent link: https://www.econbiz.de/10013557376
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Consistent estimation of panel data sample selection models
Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023
The properties of classical panel data estimators including fixed effect, first-differences, random effects, and generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are investigated under sample selection. The correlation of the...
Persistent link: https://www.econbiz.de/10014428011
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Robust small sample accurate inference in moment condition models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335766
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Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik - In: Econometric reviews 27 (2008) 4/6, pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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Simple methods for consistent estimation of dynamic panel data sample selection models
Sadoon, Majid M. al-; Jiménez-Martín, Sergi; Labeaga, … - 2019
Persistent link: https://www.econbiz.de/10011979643
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A two sample size estimator for large data sets
O'Connell, Martin; Smith, Howard; Thomassen, Øyvind - 2023
Persistent link: https://www.econbiz.de/10014289035
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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
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Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models
Giesen, Sebastian; Scheufele, Rolf - In: Journal of macroeconomics 48 (2016), pp. 1-18
Persistent link: https://www.econbiz.de/10011711024
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Parameter estimation in multivariate logit models with many binary choices
Bel, Koen; Fok, Dennis; Paap, Richard - In: Econometric reviews 37 (2018) 1/5, pp. 534-550
Persistent link: https://www.econbiz.de/10012039382