Improved instrumental variables and generalized method of moments estimators
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Publication:1298481
DOI10.1016/S0304-4076(98)00074-8zbMath1041.62531OpenAlexW2043311116WikidataQ127814646 ScholiaQ127814646MaRDI QIDQ1298481
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
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
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- 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
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