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Testing distributional assumpt...
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Theory
Schätztheorie
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Pesaran, M. Hashem
114
Phillips, Peter C. B.
97
Härdle, Wolfgang
80
Andrews, Donald W. K.
68
Gouriéroux, Christian
61
Heckman, James J.
60
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55
Newey, Whitney K.
50
Swanson, Norman R.
50
McAleer, Michael
49
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43
Dufour, Jean-Marie
43
Linton, Oliver
43
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41
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40
Krämer, Walter
40
Lütkepohl, Helmut
40
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37
Lee, Lung-fei
35
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34
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34
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34
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33
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33
Windmeijer, Frank
33
Sentana, Enrique
32
Li, Qi
31
Robinson, Peter M.
31
Saikkonen, Pentti
31
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30
Dette, Holger
30
McCracken, Michael W.
30
White, Halbert
30
Kohn, Robert
28
Smith, Richard J.
28
Sun, Yixiao
28
Corradi, Valentina
27
Diebold, Francis X.
27
Hsiao, Cheng
27
Kiviet, J. F.
27
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National Bureau of Economic Research
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OECD
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European University Institute / Department of Economics
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Centre for Microdata Methods and Practice <London>
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7
Brown University / Department of Economics
6
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6
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Centre for Quantitative Economics & Computing
4
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
4
Deutsche Forschungsgemeinschaft
4
Institut für Höhere Studien
4
Springer Fachmedien Wiesbaden
4
University of Cambridge / Department of Applied Economics
4
University of Southampton / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
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Journal of econometrics
547
Economics letters
488
Econometric theory
353
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
306
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
270
Econometric reviews
219
Journal of applied econometrics
172
Série des documents de travail / Centre de Recherche en Économie et Statistique
162
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
137
Oxford bulletin of economics and statistics
113
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
107
Discussion paper / Tinbergen Institute
103
Working paper / National Bureau of Economic Research, Inc.
102
Discussion paper / Center for Economic Research, Tilburg University
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Statistical papers
89
Discussion paper series / IZA
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
80
CORE discussion paper : DP
78
International economic review
73
Applied economics
70
Cowles Foundation discussion paper
70
Working paper
68
The review of economic studies
67
American journal of agricultural economics
65
Annales d'économie et de statistique
63
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Metrika : international journal for theoretical and applied statistics
61
Technical working paper / National Bureau of Economic Research
60
The econometrics journal
59
Working paper series
59
Journal of forecasting
57
Journal of the Royal Statistical Society
57
Journal of economic dynamics & control
55
SFB 649 discussion paper
55
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
51
Discussion paper / Centre for Economic Policy Research
48
Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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1
Testing parameters in
GMM
without assuming that they are identified
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001594646
Saved in:
2
Testing parameters in
GMM
without assuming that they are identified
Kleibergen, Frank
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10003013545
Saved in:
3
Testing, estimation in
GMM
and cue with nearly-weak identification
Caner, Mehmet
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
Saved in:
4
Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
-
2011
Persistent link: https://www.econbiz.de/10009243504
Saved in:
5
Generalized tests of investment fund performance
Laurini, Márcio Poletti
;
Monteiro, Rogério da Costa
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 271-294
Persistent link: https://www.econbiz.de/10010402887
Saved in:
6
A practical approach to testing calibration strategies
Cao, Yongquan
;
Gordon, Grey
-
2016
Persistent link: https://www.econbiz.de/10011688335
Saved in:
7
GMM
gradient tests for spatial dynamic panel data models
Taṣpınar, Süleyman
;
Doğan, Osman
;
Bera, Anil K.
- In:
Regional science & urban economics
65
(
2017
),
pp. 65-88
Persistent link: https://www.econbiz.de/10011792668
Saved in:
8
GMM
weighting matrices incross-sectional asset pricing tests
Laurinaityte, Nora
;
Meinerding, Christoph
;
Schlag, Christian
-
2020
-
This version: November 4, 2020
Cross-sectional asset pricing tests with
GMM
can generate spuriouslyhigh explanatory power for factor models when the …
Persistent link: https://www.econbiz.de/10012322408
Saved in:
9
A practical approach to testing calibration strategies
Cao, Yongquan
;
Gordon, Grey
- In:
Computational economics
53
(
2019
)
3
,
pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
Saved in:
10
Testing for a threshold in models with endogenous regressors
Rothfelder, Mario
;
Boldea, Otilia
-
2019
Persistent link: https://www.econbiz.de/10012116603
Saved in:
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