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Volumn 107, Issue 441, 1997, Pages 503-519

Alternative semi-parametric likelihood approaches to generalised method of moments estimation

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EID: 0000428175     PISSN: 00130133     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0013-0133.1997.174.x     Document Type: Article
Times cited : (165)

References (17)
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    • Andrews, D.W.K.1
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  • 6
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    • Small sample properties of generalized method of moments based Wald tests
    • NBER
    • Burnside, C. and Eichenbaum, M. (1994). 'Small sample properties of generalized method of moments based Wald tests.' Technical Working Paper 155, NBER.
    • (1994) Technical Working Paper , vol.155
    • Burnside, C.1    Eichenbaum, M.2
  • 7
    • 18544368737 scopus 로고
    • Likelihood ratio specification tests
    • forthcoming
    • Chesher, A. and Smith, R. J. (1994). 'Likelihood ratio specification tests.' Econometrica, forthcoming.
    • (1994) Econometrica
    • Chesher, A.1    Smith, R.J.2
  • 9
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    • Further results on tests of separate families of hypotheses
    • Cox, D. R. (1962). 'Further results on tests of separate families of hypotheses.' Journal of the Royal Statistical Society, Series B, vol. 24, pp. 406-24.
    • (1962) Journal of the Royal Statistical Society, Series B , vol.24 , pp. 406-424
    • Cox, D.R.1
  • 10
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    • Comparison of parametric and empirical likelihood functions
    • DiCiccio, T. J., Hall, P. and Romano, J. P. (1989). 'Comparison of parametric and empirical likelihood functions.' Biometrika, vol. 76, pp. 465-76.
    • (1989) Biometrika , vol.76 , pp. 465-476
    • DiCiccio, T.J.1    Hall, P.2    Romano, J.P.3
  • 12
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    • Large sample properties of generalized method of moments estimators
    • Hansen, L. P. (1982). 'Large sample properties of generalized method of moments estimators.' Econometrica, vol. 50, pp. 1029-54.
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    • Hansen, L.P.1
  • 13
    • 0029182376 scopus 로고
    • Back to the future: Generating moment implications for continuous-time Markov processes
    • Hansen, L. P. and Scheinkman, J. A. (1995). 'Back to the future: generating moment implications for continuous-time Markov processes.' Econometrica, vol. 63, pp. 767-804.
    • (1995) Econometrica , vol.63 , pp. 767-804
    • Hansen, L.P.1    Scheinkman, J.A.2
  • 14
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    • Generalized instrumental variables estimation of nonlinear rational expectations models
    • Hansen, L. P. and Singleton, K. J. (1982). 'Generalized instrumental variables estimation of nonlinear rational expectations models.' Econometrica, vol. 50, pp. 1269-86.
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    • Hansen, L.P.1    Singleton, K.J.2
  • 15
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    • A new approach to generalized method of moments estimation
    • Harvard Institute of Economic Research, Harvard University
    • Imbens, G. W. (1993). 'A new approach to generalized method of moments estimation.' Working Paper No. 1633, Harvard Institute of Economic Research, Harvard University.
    • (1993) Working Paper No. 1633 , vol.1633
    • Imbens, G.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.