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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

Goodness of fit in linear and qualitative-choice models

Windmeijer, Frank A.; Windmeijer, Frank - 1992

Persistent link: https://www.econbiz.de/10000337453

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

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

A finite sample correction for the variance of linear two-step GMM estimators

Windmeijer, Frank - 2000

Persistent link: https://www.econbiz.de/10001537510

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

Efficiency comparisons for a system GMM estimator in dynamic panel data models

Windmeijer, Frank - 1997

Persistent link: https://www.econbiz.de/10000655380

Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data

Windmeijer, Frank (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001748235

A finite sample correction for the variance of linear efficient two-step GMM estimators

Windmeijer, Frank - In: Journal of econometrics 126 (2005) 1, pp. 25-51

Persistent link: https://www.econbiz.de/10002538627

A finite sample correction for the variance of linear two-step GMM estimators

Windmeijer, Frank - 2000

Monte Carlo studies have shown that estimated asymptotic standard errors of the efficient two-step generalised method of moments (GMM) estimator can be severely downward biased in small samples. The weight matrix used in the calculation of the efficient two-step GMM estimator is based on initial...

Persistent link: https://www.econbiz.de/10011537937