A method of moments interpretation of sequential estimators
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Publication:374908
DOI10.1016/0165-1765(84)90083-1zbMATH Open1273.62278OpenAlexW2092349313MaRDI QIDQ374908FDOQ374908
Authors: Whitney Newey 
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(84)90083-1
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Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Sequential estimation (62L12)
Cites Work
Cited In (40)
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- GMM redundancy results for general missing data problems
- A gamma-distributed stochastic frontier model
- Getting the ROC into Sync
- Specification test on mixed logit models
- Heterogeneous credit union production technologies with endogenous switching and correlated effects
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- Tests for serial correlation and overdispersion in a count data regression model∗
- Endogenous selection or treatment model estimation
- A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings
- Two-step estimation of panel data models with censored endogenous variables and selection bias
- A corrected Clarke test for model selection and beyond
- Synchronization of cycles
- On the robustness of two-stage estimators
- A comparison of LS/ML and GMM estimation in a simple AR(1) model
- Panel data regression for counts
- The performance of estimators based on the propensity score
- Two-stage Huber estimation
- Sequential estimation of shape parameters in multivariate dynamic models
- Selection corrections for panel data models under conditional mean independence assumptions
- Bias corrections for two-step fixed effects panel data estimators
- An analysis of housing expenditure using semiparametric models and panel data
- Testing competing models for non-negative data with many zeros
- Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
- Identification and estimation of polynomial errors-in-variables models
- Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata
- Easy bootstrap-like estimation of asymptotic variances
- Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently
- A note on sequential ML estimates and their asymptotic covariances
- THE ET INTERVIEW: ADRIAN PAGAN
- A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator
- A generalized panel data switching regression model
- Semiparametric estimation with generated covariates
- Two-step series estimation of sample selection models
- Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Nonparametric two-step sieve M estimation and inference
- Inverse probability weighted estimation for general missing data problems
- The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators
- Efficient estimation of limited dependent variable models with endogenous explanatory variables
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