Editorial. Moment restriction-based econometric methods: an overview
type: Item
instance of: scholarly article
title: Editorial. Moment restriction-based econometric methods: an overview
zbMATH Open document ID: 1471.00018
published in: Journal of Econometrics
publication date: 2016-08-12T00:00:00Z
Mathematics Subject Classification ID: 00B15
Mathematics Subject Classification ID: 62-06
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6616787
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.05.001
OpenAlex ID: W3122689335
cites work: Control variate method for stationary processes
cites work: On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
cites work: Moment-based estimation of smooth transition regression models with endogenous variables
cites work: A Consistent Conditional Moment Test of Functional Form
cites work: An Optimum Property of Regular Maximum Likelihood Estimation
cites work: Information and entropy econometrics -- editor's view.
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: Comparing nonparametric versus parametric regression fits
cites work: Properties of the CUE estimator and a modification with moments
cites work: Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
cites work: Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
cites work: Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
cites work: t Test in a Structural Equation
cites work: A consistent nonparametric test for nonlinear causality -- specification in time series regression
cites work: Instrumental variable estimation in the presence of many moment conditions
cites work: Linear programming-based estimators in simple linear regression
cites work: Asymptotic theory for nonparametric regression with spatial data
cites work: Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
cites work: Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
cites work: Tests of specification for parametric and semiparametric models
DOI: 10.1016/J.JECONOM.2011.05.001
description: scientific article; zbMATH DE number 6616787