Add to ORKGThis paper proposes consistent moment selection procedures for generalized method of moments estimation based on the J test of over-identifying restric-tions (Hansen [1982]) and on the Eichenbaum, Hansen and Singleton [1988] test of the validity of a subset of moment conditions. JEL classification: C10, C1
We propose a generalized method of moments (GMM) Lagrange multiplier statistic, i.e., the K statisti...
This paper describes estimation methods, based on the generalized method of moments (GMM), applicabl...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
International audienceThis paper proposes consistent moment selection procedures for generalized met...
The topic of this paper is inference in models in which parameters are defined by moment inequalitie...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
OnlinePublThis paper proposes a robust moment selection method aiming to pick the best model even if...
The generalized method of moments (GMM) is an extremely popular estimation technique in empirical wo...
The topic of this bachelor thesis is the Generalized Method of Moments (GMM), its asymptotic propert...
This paper proposes an estimator combining empirical likelihood (EL) and the generalized method of m...
The generalized method of moments (GMM) is the centrepiece of semiparametric estimation frameworks. ...
In this paper I discuss alternatives to the GMM estimators proposed by Hansen (1982) and others. The...
We compare three moment selection approaches, followed by post selection estimation strategies. The ...
Using many moment conditions can improve efficiency but makes the usual generalized method of moment...
We propose a generalized method of moments (GMM) Lagrange multiplier statistic, i.e., the K statisti...
This paper describes estimation methods, based on the generalized method of moments (GMM), applicabl...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
International audienceThis paper proposes consistent moment selection procedures for generalized met...
The topic of this paper is inference in models in which parameters are defined by moment inequalitie...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
We describe an intuitive, simple, and systematic approach to generating moment conditions for genera...
OnlinePublThis paper proposes a robust moment selection method aiming to pick the best model even if...
The generalized method of moments (GMM) is an extremely popular estimation technique in empirical wo...
The topic of this bachelor thesis is the Generalized Method of Moments (GMM), its asymptotic propert...
This paper proposes an estimator combining empirical likelihood (EL) and the generalized method of m...
The generalized method of moments (GMM) is the centrepiece of semiparametric estimation frameworks. ...
In this paper I discuss alternatives to the GMM estimators proposed by Hansen (1982) and others. The...
We compare three moment selection approaches, followed by post selection estimation strategies. The ...
Using many moment conditions can improve efficiency but makes the usual generalized method of moment...
We propose a generalized method of moments (GMM) Lagrange multiplier statistic, i.e., the K statisti...
This paper describes estimation methods, based on the generalized method of moments (GMM), applicabl...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...