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Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777565
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Asymptotic bias and equivalence of GMM and GEL estimators
Newey, Whitney K.; Smith, Richard J. - 2001
Persistent link: https://www.econbiz.de/10001605472
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Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J. - In: Identification and inference for econometric models : …, (pp. 245-281). 2005
Persistent link: https://www.econbiz.de/10003351982
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GEL methods for nonsmooth moment indicators
Parente, Paulo (contributor); Smith, Richard J. (contributor) - 2008
This paper considers the first order large sample properties of the GEL class of estimators for models specified by non-smooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient GMM estimator which may suffer from substantial biases in...
Persistent link: https://www.econbiz.de/10003739699