A jackknife interpretation of the continuous updating estimator
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Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- Efficient Estimation of Simultaneous Equation Systems
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The Bias of Instrumental Variable Estimators
Cited in
(10)- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- A simple consistent specification test
- A new class of asymptotically efficient estimators for moment condition models
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
- Finite sample properties of the GMM Anderson-Rubin test
- Properties of the CUE estimator and a modification with moments
- Jackknife instrumental variable estimation with heteroskedasticity
- Finite-sample corrected inference for two-step GMM in time series
- Generalized method of moments specification testing
- Local GMM estimation of time series models with conditional moment restrictions
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