Editorial. Moment restriction-based econometric methods: an overview
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Publication:738038
DOI10.1016/j.jeconom.2011.05.001zbMath1471.00018OpenAlexW3122689335MaRDI QIDQ738038
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Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.001
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Asymptotic theory for nonparametric regression with spatial data
- Control variate method for stationary processes
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
- Properties of the CUE estimator and a modification with moments
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
- Instrumental variable estimation in the presence of many moment conditions
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
- Moment-based estimation of smooth transition regression models with endogenous variables
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Linear programming-based estimators in simple linear regression
- Comparing nonparametric versus parametric regression fits
- Tests of specification for parametric and semiparametric models
- Information and entropy econometrics -- editor's view.
- Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
- Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
- A Consistent Conditional Moment Test of Functional Form
- t Test in a Structural Equation
- An Optimum Property of Regular Maximum Likelihood Estimation
