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~isPartOf:"Econometric reviews"
~subject:"Method of moments"
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Parameter estimation in multivariate logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 534-550
Persistent link: https://www.econbiz.de/10012039382
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2
Reduced forms and weak instrumentation
Phillips, Peter C. B.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
Saved in:
3
The sample selection model from a method of moments perspective
Meijer, Erik
;
Wansbeek, Tom
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10003509006
Saved in:
4
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
Ramalho, Esmeralda A.
;
Ramalho, Joaquim J. S.
- In:
Econometric reviews
25
(
2006
)
4
,
pp. 475-496
Persistent link: https://www.econbiz.de/10003403258
Saved in:
5
Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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