On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock (Q1687213): Difference between revisions

@@ Property / cites work @@
+Cross-Section Regression with Common Shocks
@@ Property / cites work: Cross-Section Regression with Common Shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4359973
@@ Property / cites work: Q4359973 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric specification of stochastic discount factor models
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform Convergence in Probability and Stochastic Equicontinuity
+Normal rank
@@ Property / cites work @@
+Conditional independence, conditional mixing and conditional association
+Normal rank
@@ Property / cites work @@
+Some conditional results for conditionally strong mixing sequences of random variables
+Normal rank