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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study

Mao, Ching-sheng - 1990

Persistent link: https://www.econbiz.de/10000802732

Hypothesis Testing and Finite Sample Properties of Generalized Method of Moments Estimators : A Monte Carlo Study

Mao, Ching-sheng - 2012

regime shifts. The generalized method of moments (GMM) estimation procedure developed by Hansen (1982) is a leading example …

Persistent link: https://www.econbiz.de/10013102628

Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves

Kang, Byunguk; Dufour, Jean-Marie - In: Econometric reviews 40 (2021) 7, pp. 657-687

Persistent link: https://www.econbiz.de/10012624528

Exact confidence sets and goodness-of-fit methods for stable distributions

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 181 (2014) 1, pp. 3-14

Persistent link: https://www.econbiz.de/10010473451

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing

Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen - In: Journal of econometrics 212 (2019) 2, pp. 556-583

Persistent link: https://www.econbiz.de/10012304092

A two sample size estimator for large data sets

O'Connell, Martin; Smith, Howard; Thomassen, Oyvind - 2023

Persistent link: https://www.econbiz.de/10013557376

Measurement errors in a spatial context

Le Gallo, Julie; Fingleton, Bernard - In: Regional science & urban economics 42 (2012) 1/2, pp. 114-125

Persistent link: https://www.econbiz.de/10009621220

Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques

Giesen, Sebastian; Scheufele, Rolf - In: Applied economics letters 23 (2016) 1/3, pp. 162-166

Persistent link: https://www.econbiz.de/10011414505

In search of robust methods for dynamic panel data models in empirical corporate finance

Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of banking & finance 53 (2015), pp. 84-98

Persistent link: https://www.econbiz.de/10011377703

A bias-corrected method of moments approach to estimation of dynamic Short-T panels

Chudik, Alexander; Pesaran, M. Hashem - 2017

This paper contributes to the GMM literature by introducing the idea of self-instrumenting target variables instead of …¤erent experimental designs and sample sizes, including in the case of experiments where the system GMM estimators are inconsistent. We …

Persistent link: https://www.econbiz.de/10011735967