Add to ORKGIn many time series models, an infinite number of moments can be used for estimation in a large sample. I supply a technically undemanding proof of a condition for optimal instrumental variables use of such moments in a parametric model. I also illustrate application of the condition in estimation of a linear model with a conditionally heteroskedastic disturbance.
We consider the estimation of a semiparametric regression model where data is independently and iden...
This paper considers asymptotically efficient instrumental variables estimation of nonlinear models ...
The method of instrumental variables (IV) and the generalized method of moments (GMM) and their appl...
In many time series models, an infinite number of moments can be used for estimation in a large samp...
This PhD thesis focuses on instrumental variable models. Often, econometric models are based on orth...
This paper considers the general problem of Feasible Generalized Least Squares Instrumental Variable...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
We propose and evaluate a technique for instrumental variables estimation of linear models with cond...
The method of instrumental variables (IV) and the generalized method of moments (GMM) and their appl...
This dissertation consists of three chapters, each of which proposes methods to deal with the “many ...
Instrumental variables are often associated with low estimator precision. This paper explores effici...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
Instrumental variable estimation has a long history in econometrics. The first contributions took pl...
Instrumental variables are widely used in applied statistics and econometrics to achieve identificat...
We consider the estimation of a semiparametric regression model where data is independently and iden...
This paper considers asymptotically efficient instrumental variables estimation of nonlinear models ...
The method of instrumental variables (IV) and the generalized method of moments (GMM) and their appl...
In many time series models, an infinite number of moments can be used for estimation in a large samp...
This PhD thesis focuses on instrumental variable models. Often, econometric models are based on orth...
This paper considers the general problem of Feasible Generalized Least Squares Instrumental Variable...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
We propose and evaluate a technique for instrumental variables estimation of linear models with cond...
The method of instrumental variables (IV) and the generalized method of moments (GMM) and their appl...
This dissertation consists of three chapters, each of which proposes methods to deal with the “many ...
Instrumental variables are often associated with low estimator precision. This paper explores effici...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
Instrumental variable estimation has a long history in econometrics. The first contributions took pl...
Instrumental variables are widely used in applied statistics and econometrics to achieve identificat...
We consider the estimation of a semiparametric regression model where data is independently and iden...
This paper considers asymptotically efficient instrumental variables estimation of nonlinear models ...
The method of instrumental variables (IV) and the generalized method of moments (GMM) and their appl...