-
1
-
-
70350121618
-
Empirical Process Methods in Econometrics
-
ed. by R. Engle and D. McFadden. Amsterdam: North Holland
-
ANDREWS, D. (1994): "Empirical Process Methods in Econometrics," in Handbook of Econometrics, Vol. 4, ed. by R. Engle and D. McFadden. Amsterdam: North Holland, 2247-2294.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2247-2294
-
-
Andrews, D.1
-
2
-
-
0000445595
-
Implied Probabilities in GMM Estimators
-
BACK, K., AND D. BROWN (1993): "Implied Probabilities in GMM Estimators," Econometrics, 61, 971-976.
-
(1993)
Econometrics
, vol.61
, pp. 971-976
-
-
Back, K.1
Brown, D.2
-
3
-
-
0000434492
-
Information and Asymptotic Efficiency in Parametric-Nonparametric Models
-
BEGUN, J., W. HALL, W. HUANG, AND J. WELLNER (1983): "Information and Asymptotic Efficiency in Parametric-Nonparametric Models," Annals of Statistics, 11, 432-452.
-
(1983)
Annals of Statistics
, vol.11
, pp. 432-452
-
-
Begun, J.1
Hall, W.2
Huang, W.3
Wellner, J.4
-
5
-
-
0000168623
-
Residual-Based Stochastic Prediction and Estimation in a Nonlinear Simultaneous System
-
BROWN, B., AND R. MARIANO (1984): "Residual-Based Stochastic Prediction and Estimation in a Nonlinear Simultaneous System," Econometrica, 52, 321-343.
-
(1984)
Econometrica
, vol.52
, pp. 321-343
-
-
Brown, B.1
Mariano, R.2
-
6
-
-
0346883670
-
Reduced Variance Prediction in Nonlinear Simultaneous Systems
-
ed. by R. Mariano. London: JAI Press (forthcoming)
-
_ (1996): "Reduced Variance Prediction in Nonlinear Simultaneous Systems," in Advances in Statistical Computing, ed. by R. Mariano. London: JAI Press (forthcoming).
-
(1996)
Advances in Statistical Computing
-
-
-
7
-
-
0001620014
-
Asymptotic Efficiency in Estimation with Conditional Moment Restrictions, Semiparametric Models with Censoring
-
CHAMBERLAIN, G. (1987): "Asymptotic Efficiency in Estimation with Conditional Moment Restrictions," Semiparametric Models with Censoring," Journal of Econometrics, 34, 305-334.
-
(1987)
Journal of Econometrics
, vol.34
, pp. 305-334
-
-
Chamberlain, G.1
-
8
-
-
0000540433
-
Asymptotic Normality and Consistency of the Least Squares Estimate for the Family of Linear Regressions
-
EICKER, F. (1963): "Asymptotic Normality and Consistency of the Least Squares Estimate for the Family of Linear Regressions," Annals of Mathematical Statistics, 34, 447-456.
-
(1963)
Annals of Mathematical Statistics
, vol.34
, pp. 447-456
-
-
Eicker, F.1
-
9
-
-
0000414660
-
Large Sample Properties of Generalized Method of Moments Estimators
-
HANSEN, L. (1982): "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.1
-
10
-
-
0346883647
-
Simulation Versus Analytical Solutions
-
ed. by T. H. Naylor. Durham, N.C.: Duke University Press
-
HOWREY, P., AND H. KELEJIAN (1969): "Simulation Versus Analytical Solutions," in Symposium on the Design of Computer Simulation Experiments, ed. by T. H. Naylor. Durham, N.C.: Duke University Press, 207-231.
-
(1969)
Symposium on the Design of Computer Simulation Experiments
, pp. 207-231
-
-
Howrey, P.1
Kelejian, H.2
-
12
-
-
0042054714
-
Asymptotic Behavior of Predictors in a Nonlinear System
-
MARIANO, R., AND B. BROWN (1983): "Asymptotic Behavior of Predictors in a Nonlinear System," International Economic Review, 24, 523-536.
-
(1983)
International Economic Review
, vol.24
, pp. 523-536
-
-
Mariano, R.1
Brown, B.2
-
14
-
-
0002324387
-
Semiparametric Efficiency Bounds
-
_ (1990): "Semiparametric Efficiency Bounds," Journal of Applied Econometrics, 5, 99-135.
-
(1990)
Journal of Applied Econometrics
, vol.5
, pp. 99-135
-
-
-
15
-
-
70350342017
-
Efficient Estimation of Models with Conditional Moment Restrictions
-
ed. by G. Maddala, C. Rao, and H. Vinod. New York: North-Holland
-
_ (1993): "Efficient Estimation of Models with Conditional Moment Restrictions," in Handbook of Statistics, Vol. 11, ed. by G. Maddala, C. Rao, and H. Vinod. New York: North-Holland, 419-454.
-
(1993)
Handbook of Statistics
, vol.11
, pp. 419-454
-
-
-
16
-
-
0000133467
-
The Asymptotic Variance of Semiparametric Estimators
-
_ (1994): "The Asymptotic Variance of Semiparametric Estimators," Econometrica, 62, 1349-1382.
-
(1994)
Econometrica
, vol.62
, pp. 1349-1382
-
-
-
17
-
-
70350096085
-
Estimation and Inference in Large Samples
-
ed. by R. Engle and D. McFadden. New York: North Holland
-
NEWEY, W., AND D. MCFADDEN (1994): "Estimation and Inference in Large Samples," in Handbook of Econometrics, Vol. 4, ed. by R. Engle and D. McFadden. New York: North Holland, 2111-2445.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2111-2445
-
-
Newey, W.1
Mcfadden, D.2
-
21
-
-
0000095552
-
A Heteroskedastic-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
-
WHITE, H. (1980): "A Heteroskedastic-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, 48, 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|