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GMM with many weak moment conditions : replication and application of Newey and Windmeijer (2009)
Farbmacher, Helmut - In: Journal of applied econometrics 27 (2012) 2, pp. 343-346
Persistent link: https://www.econbiz.de/10009618618
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Generalized method of moments with many weak moment conditions
Newey, Whitney K.; Windmeijer, Frank - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 687-719
Persistent link: https://www.econbiz.de/10003866992
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GMM with many weak moment conditions
Newey, Whitney K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003218242
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Deviance based R-squared measures of goodness of fit for generalized linear models
Cameron, Colin - 1993
Persistent link: https://www.econbiz.de/10000417638
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Goodness of fit in linear and qualitative-choice models
Windmeijer, Frank A.; Windmeijer, Frank - 1992
Persistent link: https://www.econbiz.de/10000337453
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Goodness-of-fit measures in binary choice models
Windmeijer, Frank - In: Econometric reviews 14 (1995) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10001177165
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A note on R 2 in the instrumental variables model
Windmeijer, Frank - In: Journal of quantitative economics : official journal of … 11 (1995) 1, pp. 257-261
Persistent link: https://www.econbiz.de/10001196281
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A finite sample correction for the variance of linear two-step GMM estimators
Windmeijer, Frank - 2000
Persistent link: https://www.econbiz.de/10001537510
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Moment conditions for fixed effects count data models with endogenous regressors
Windmeijer, Frank - In: Economics letters 68 (2000) 1, pp. 21-24
Persistent link: https://www.econbiz.de/10001481918
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Efficiency comparisons for a system GMM estimator in dynamic panel data models
Windmeijer, Frank - 1997
Persistent link: https://www.econbiz.de/10000655380