Editorial. Moment restriction-based econometric methods: an overview

DOI10.1016/J.JECONOM.2011.05.001zbMATH Open1471.00018OpenAlexW3122689335MaRDI QIDQ738038FDOQ738038

Authors:

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

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• An Optimum Property of Regular Maximum Likelihood Estimation
• Comparing nonparametric versus parametric regression fits
• Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
• A Consistent Conditional Moment Test of Functional Form
• 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
• Information and entropy econometrics -- editor's view.
• Asymptotic theory for nonparametric regression with spatial data
• Tests of specification for parametric and semiparametric models
• Properties of the CUE estimator and a modification with moments
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• A consistent nonparametric test for nonlinear causality -- specification in time series regression
• Instrumental variable estimation in the presence of many moment conditions
• t Test in a Structural Equation
• Control variate method for stationary processes
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
• 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
• Linear programming-based estimators in simple linear regression

Cited In (3)

• Editorial. The econometrics of intellectual property: an overview
• Editorial: Misspecification test methods in econometrics
• The econometrics of higher education: editor's view

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