GMM redundancy results for general missing data problems
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Cites work
- A Generalization of Sampling Without Replacement From a Finite Universe
- A method of moments interpretation of sequential estimators
- A paradox concerning nuisance parameters and projected estimating functions
- A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
- A separability result for gmm estimation, with applications to gls prediction and conditional moment tests
- An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotic properties of weighted M-estimators for standard stratified samples.
- Asymptotic Properties of Weighted M-estimators for variable probability samples
- Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
- Econometric analysis of cross section and panel data.
- Econometric Issues in the Analysis of Regressions with Generated Regressors
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Efficient estimation of panel data models with sequential moment restrictions
- Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders
- Estimation of Regression Relationships Containing Unobservable Independent Variables
- scientific article; zbMATH DE number 3878214 (Why is no real title available?)
- scientific article; zbMATH DE number 3892349 (Why is no real title available?)
- Improved instrumental variables and generalized method of moments estimators
- Inference and missing data
- Inverse probability weighted estimation for general missing data problems
- Large Sample Properties of Generalized Method of Moments Estimators
- Matching As An Econometric Evaluation Estimator
- Maximum Likelihood Estimator for Choice-Based Samples
- Maximum-Likelihood Estimation of Regressions Containing Unobservable Independent Variables
- Model-Based Direct Adjustment
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
- Redundancy of moment conditions
- Sample selection and information-theoretic alternatives to GMM
- Semiparametric Efficiency in Multivariate Regression Models with Missing Data
- The asymptotic effect of substituting estimators for parameters in certain types of statistics
- The central role of the propensity score in observational studies for causal effects
- The Estimation of Choice Probabilities from Choice Based Samples
Cited in
(10)- Redundancy of moment conditions
- Consistent estimation of linear regression models using matched~data
- Moment redundancy test with application to efficiency-improving copulas
- Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression
- ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
- PARTIAL REDUNDANCY OF MOMENT CONDITIONS
- An equivalence result for moment equations when data are missing at random
- Efficient estimation with missing data and endogeneity
- A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
- Asymptotic efficiency of joint estimator relative to two-stage estimator under misspecified likelihoods
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