Pages that link to "Item:Q4678782"
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The following pages link to RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782):
Displaying 15 items.
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- 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 (Q2259715) (← links)
- Simplified estimation and testing in unbalanced repeated measures designs (Q2331155) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- GMM inference in spatial autoregressive models (Q5860887) (← links)
- Testing initial conditions in dynamic panel data models (Q5860980) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
