Neglected heterogeneity in moment condition models
From MaRDI portal
Publication:2512601
DOI10.1016/j.jeconom.2013.08.009zbMath1293.62040OpenAlexW2095561577MaRDI QIDQ2512601
Richard J. Smith, Jinyong Hahn, Whitney K. Newey
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/106184
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Diagnostic testing and evaluation of maximum likelihood models
- Generalized method of moments specification testing
- Empirical likelihood and general estimating equations
- Convergence rates and asymptotic normality for series estimators
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Specification testing when score test statistics are identically zero
- Asymptotic efficiency in estimation with conditional moment restrictions
- GEL CRITERIA FOR MOMENT CONDITION MODELS
- Implied Probabilities in GMM Estimators
- Testing for Neglected Heterogeneity
- Empirical likelihood ratio confidence intervals for a single functional
- Hypothesis Testing with Efficient Method of Moments Estimation
- Likelihood Ratio Specification Tests
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Information Theoretic Approaches to Inference in Moment Condition Models
- Efficient Semiparametric Estimation of Expectations
- Testing When a Parameter is on the Boundary of the Maintained Hypothesis
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Maximum Likelihood Estimation of Misspecified Models