Improved instrumental variables and generalized method of moments estimators

DOI10.1016/S0304-4076(98)00074-8zbMath1041.62531OpenAlexW2043311116WikidataQ127814646 ScholiaQ127814646MaRDI QIDQ1298481

V. Pereyra

Publication date: 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00074-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (7)

More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares ⋮ GMM redundancy results for general missing data problems ⋮ Consistent estimation of linear panel data models with measurement error ⋮ A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated ⋮ Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations ⋮ SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES ⋮ Improved generalized method of moments estimators for weakly dependent observations

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Empirical likelihood ratio confidence regions
• Adjustment by minimum discriminant information
• Empirical likelihood and general estimating equations
• An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
• Combining Micro and Macro Data in Microeconometric Models
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• One-Step Estimators for Over-Identified Generalized Method of Moments Models
• Empirical likelihood estimation for finite populations and the effective usage of auxiliary information

This page was built for publication: Improved instrumental variables and generalized method of moments estimators