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Average and quantile effects in nonseparable panel models
Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 2, pp. 535-580
Persistent link: https://www.econbiz.de/10009752308
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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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How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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Two-step series estimation of sample selection models
Newey, Whitney K. - 1999
Persistent link: https://www.econbiz.de/10001443015
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Efficient estimation of semiparametric models via moment restrictions
Newey, Whitney K. - 1990
Persistent link: https://www.econbiz.de/10000803469
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Two-step series estimation of sample selection models
Newey, Whitney K. - In: The econometrics journal 12 (2009), pp. 217-229
Persistent link: https://www.econbiz.de/10003876474
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Kernel block bootstrap
Parente, Paulo M. D. C.; Smith, Richard J. - 2018 - This draft: July 2018
This article introduces and investigates the properties of a new bootstrap method for time-series data, the kernel block bootstrap. The bootstrap method, although akin to, offers an improvement over the tapered block bootstrap of Paparoditis and Politis (2001), admitting kernels with unbounded...
Persistent link: https://www.econbiz.de/10011878210