Properties of the CUE estimator and a modification with moments
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Publication:738045
DOI10.1016/J.JECONOM.2011.05.005zbMATH Open1441.62728OpenAlexW2165606751MaRDI QIDQ738045FDOQ738045
Whitney Newey, Konrad Menzel, Jerry Hausman, R. A. Lewis
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.2011.05.005
Cites Work
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- GMM with Weak Identification
- GMM with Many Moment Conditions
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- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
- Some Properties of a Modification of the Limited Information Estimator
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Instrumental variable estimation based on grouped data
- A jackknife interpretation of the continuous updating estimator
Cited In (9)
- Consistent estimation of linear panel data models with measurement error
- Score tests in GMM: why use implied probabilities?
- Finite sample properties of the GMM Anderson–Rubin test
- Editorial. Moment restriction-based econometric methods: an overview
- Minimizing sensitivity to model misspecification
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification
- Regularized LIML for many instruments
- Dynamic panels with threshold effect and endogeneity
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques
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