Properties of the CUE estimator and a modification with moments

DOI10.1016/j.jeconom.2011.05.005zbMath1441.62728OpenAlexW2165606751MaRDI QIDQ738045

Konrad Menzel, Randall Lewis, Whitney K. Newey, Jerry A. Hausman

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (9)

Dynamic panels with threshold effect and endogeneity ⋮ Consistent estimation of linear panel data models with measurement error ⋮ Minimizing sensitivity to model misspecification ⋮ Score tests in GMM: why use implied probabilities? ⋮ Regularized LIML for many instruments ⋮ 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 ⋮ Editorial. Moment restriction-based econometric methods: an overview ⋮ Finite sample properties of the GMM Anderson–Rubin test ⋮ Efficient Estimation with Many Weak Instruments Using Regularization Techniques

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