The following pages link to Chirok Han (Q498840):
Displaying 22 items.
- The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression (Q498841) (← links)
- Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
- A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated (Q631285) (← links)
- Estimating the number of common factors in serially dependent approximate factor models (Q694956) (← links)
- Efficiency comparison of random effects two stage least squares estimators (Q1672721) (← links)
- Detecting invalid instruments using \(L_{1}\)-GMM (Q1934944) (← links)
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection (Q2096240) (← links)
- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root (Q2226831) (← links)
- Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
- First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
- DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES (Q2886983) (← links)
- UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
- LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES (Q3577708) (← links)
- GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT (Q3632394) (← links)
- THE PROPERTIES OF <i>L</i><sub><i>p</i></sub>-GMM ESTIMATORS (Q4807297) (← links)
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
- Dynamic panel GMM using R (Q5116811) (← links)
- Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors (Q5133511) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
- Infinite Density at the Median and the Typical Shape of Stock Return Distributions (Q5392707) (← links)
- GMM with Many Moment Conditions (Q5393883) (← links)
- Lag length selection in panel autoregression (Q5864462) (← links)