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Efficient information theoretic inference for conditional moment restrictions

Smith, Richard J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003161259

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

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

Local GEL methods for conditional moment restrictions

Smith, Richard J. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003218148

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

Tests of additional conditional moment restrictions

Parente, Paulo M. D. C.; Smith, Richard J. - In: Journal of econometrics 200 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011897684