-
1
-
-
0039565319
-
A separability result for GMM estimation, with applications to gls prediction and conditional moment tests
-
Ahn S., and Schmidt P. A separability result for GMM estimation, with applications to gls prediction and conditional moment tests. Econometric Reviews 14 (1995) 19-34
-
(1995)
Econometric Reviews
, vol.14
, pp. 19-34
-
-
Ahn, S.1
Schmidt, P.2
-
2
-
-
38349068317
-
The effect of age at school entry on educational attainment: An application of instrumental variables with moments from two samples
-
Angrist J.D., and Krueger A.B. The effect of age at school entry on educational attainment: An application of instrumental variables with moments from two samples. Journal of the American Statistical Association 87 (1992) 328-336
-
(1992)
Journal of the American Statistical Association
, vol.87
, pp. 328-336
-
-
Angrist, J.D.1
Krueger, A.B.2
-
5
-
-
0001620014
-
Asymptotic efficiency in estimation with conditional moment restrictions
-
Chamberlain G. Asymptotic efficiency in estimation with conditional moment restrictions. Journal of Econometrics 34 (1987) 305-334
-
(1987)
Journal of Econometrics
, vol.34
, pp. 305-334
-
-
Chamberlain, G.1
-
7
-
-
0001923412
-
Efficient estimation of discrete-choice models
-
Manski C.F., and McFadden D.L. (Eds), The MIT Press, Cambridge
-
Cosslett S.R. Efficient estimation of discrete-choice models. In: Manski C.F., and McFadden D.L. (Eds). Structural Analysis of Discrete Data and Econometric Applications (1981), The MIT Press, Cambridge 51-111
-
(1981)
Structural Analysis of Discrete Data and Econometric Applications
, pp. 51-111
-
-
Cosslett, S.R.1
-
8
-
-
0001454941
-
Maximum likelihood estimator for choice-based samples
-
Cosslett S.R. Maximum likelihood estimator for choice-based samples. Econometrica 49 (1981) 1289-1316
-
(1981)
Econometrica
, vol.49
, pp. 1289-1316
-
-
Cosslett, S.R.1
-
9
-
-
0038622033
-
Parameters of interest, nuisance parameters and orthogonality conditions an application to autoregressive error component models
-
Crepon B., Kramarz F., and Trognon A. Parameters of interest, nuisance parameters and orthogonality conditions an application to autoregressive error component models. Journal of Econometrics 82 (1997) 135-156
-
(1997)
Journal of Econometrics
, vol.82
, pp. 135-156
-
-
Crepon, B.1
Kramarz, F.2
Trognon, A.3
-
10
-
-
0003054754
-
Maximum likelihood estimation of regressions containing unobservable independent variables
-
Goldberger A. Maximum likelihood estimation of regressions containing unobservable independent variables. International Economic Review 13 (1972) 1-15
-
(1972)
International Economic Review
, vol.13
, pp. 1-15
-
-
Goldberger, A.1
-
11
-
-
0000246557
-
Efficient estimation of panel data models with conditional moment restrictions
-
Hahn J. Efficient estimation of panel data models with conditional moment restrictions. Journal of Econometrics 79 (1997) 1-22
-
(1997)
Journal of Econometrics
, vol.79
, pp. 1-22
-
-
Hahn, J.1
-
12
-
-
0000858149
-
On the role of the propensity score in efficient semiparametric estimation of average treatment effects
-
Hahn J. On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica 66 (1998) 315-331
-
(1998)
Econometrica
, vol.66
, pp. 315-331
-
-
Hahn, J.1
-
13
-
-
0000414660
-
Large sample properties of generalized method of moments estimators
-
Hansen L. Large sample properties of generalized method of moments estimators. Econometrica 50 (1982) 1029-1054
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.1
-
16
-
-
25844518492
-
A paradox concerning nuisance parameters and projected estimating functions
-
Henmi M., and Eguchi S. A paradox concerning nuisance parameters and projected estimating functions. Biometrika 91 (2004) 929-941
-
(2004)
Biometrika
, vol.91
, pp. 929-941
-
-
Henmi, M.1
Eguchi, S.2
-
17
-
-
0141495120
-
Efficient estimation of average treatment effects using the estimated propensity score
-
Hirano K., Imbens G., and Ridder G. Efficient estimation of average treatment effects using the estimated propensity score. Econometrica 71 (2003) 1161-1189
-
(2003)
Econometrica
, vol.71
, pp. 1161-1189
-
-
Hirano, K.1
Imbens, G.2
Ridder, G.3
-
18
-
-
53349142587
-
A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
-
Hitomi K., Nishiyama Y., and Okui R. A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters. Econometric Theory 24 (2008) 1717-1728
-
(2008)
Econometric Theory
, vol.24
, pp. 1717-1728
-
-
Hitomi, K.1
Nishiyama, Y.2
Okui, R.3
-
20
-
-
0000356933
-
An efficient method of moments estimator for discrete choice models with choice-based sampling
-
Imbens G.W. An efficient method of moments estimator for discrete choice models with choice-based sampling. Econometrica 60 (1992) 1187-1214
-
(1992)
Econometrica
, vol.60
, pp. 1187-1214
-
-
Imbens, G.W.1
-
22
-
-
0000847211
-
The estimation of choice probabilities from choice based samples
-
Manski C.F., and Lerman S.R. The estimation of choice probabilities from choice based samples. Econometrica 45 (1977) 1977-1988
-
(1977)
Econometrica
, vol.45
, pp. 1977-1988
-
-
Manski, C.F.1
Lerman, S.R.2
-
23
-
-
0002096131
-
Alternative estimators and sample designs for discrete choice analysis
-
Manski C.F., and McFadden D.L. (Eds), The MIT Press
-
Manski C.F., and McFadden D.L. Alternative estimators and sample designs for discrete choice analysis. In: Manski C.F., and McFadden D.L. (Eds). Structural Analysis of Discrete Data with Econometric Applications (1981), The MIT Press 2-50
-
(1981)
Structural Analysis of Discrete Data with Econometric Applications
, pp. 2-50
-
-
Manski, C.F.1
McFadden, D.L.2
-
24
-
-
0012629699
-
Sample selection and information-theoretic alternatives to GMM
-
Nevo A. Sample selection and information-theoretic alternatives to GMM. Journal of Econometrics 107 (2002) 149-157
-
(2002)
Journal of Econometrics
, vol.107
, pp. 149-157
-
-
Nevo, A.1
-
25
-
-
0037240405
-
Using weights to adjust for sample selection when auxiliary information is available
-
Nevo A. Using weights to adjust for sample selection when auxiliary information is available. Journal of Business and Economic Statistics 21 (2003) 43-53
-
(2003)
Journal of Business and Economic Statistics
, vol.21
, pp. 43-53
-
-
Nevo, A.1
-
26
-
-
0000331710
-
A method of moments interpretation of sequential estimators
-
Newey W. A method of moments interpretation of sequential estimators. Economics Letters 14 (1984) 201-206
-
(1984)
Economics Letters
, vol.14
, pp. 201-206
-
-
Newey, W.1
-
27
-
-
70350096085
-
Large sample estimation and hypothesis testing
-
Engle R., and McFadden D. (Eds)
-
Newey W., and McFadden D. Large sample estimation and hypothesis testing. In: Engle R., and McFadden D. (Eds). Handbook of Econometrics vol. IV (1994) 2113-2241
-
(1994)
Handbook of Econometrics
, vol.IV
, pp. 2113-2241
-
-
Newey, W.1
McFadden, D.2
-
28
-
-
0001447776
-
Econometric issues in the analysis of regressions with generated regressors
-
Pagan A. Econometric issues in the analysis of regressions with generated regressors. International Economic Review 25 (1984) 221-247
-
(1984)
International Economic Review
, vol.25
, pp. 221-247
-
-
Pagan, A.1
-
29
-
-
0001409980
-
The asymptotic effects of substituting estimators for parameters in certain types of statistics
-
Pierce D.A. The asymptotic effects of substituting estimators for parameters in certain types of statistics. Annals of Statistics 10 (1982) 475-478
-
(1982)
Annals of Statistics
, vol.10
, pp. 475-478
-
-
Pierce, D.A.1
-
30
-
-
0141504011
-
Improved instrumental variables and generalized method of moments estimators
-
Qian H., and Schmidt P. Improved instrumental variables and generalized method of moments estimators. Journal of Econometrics 91 (1999) 145-169
-
(1999)
Journal of Econometrics
, vol.91
, pp. 145-169
-
-
Qian, H.1
Schmidt, P.2
-
31
-
-
33845409839
-
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
-
Ramalho E.A., and Ramalho J.J.S. Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling. Econometric Reviews 25 (2006) 475-496
-
(2006)
Econometric Reviews
, vol.25
, pp. 475-496
-
-
Ramalho, E.A.1
Ramalho, J.J.S.2
-
32
-
-
0026708512
-
Estimating exposure effects by modelling the expectation of exposure conditional on confounders
-
Robins J.M., Mark S.D., and Newey W.K. Estimating exposure effects by modelling the expectation of exposure conditional on confounders. Biometrics 48 (1992) 479-495
-
(1992)
Biometrics
, vol.48
, pp. 479-495
-
-
Robins, J.M.1
Mark, S.D.2
Newey, W.K.3
-
33
-
-
21844487694
-
Semiparametric efficiency in multivariate regression models with missing data
-
Robins J.M., and Rotnitzky A. Semiparametric efficiency in multivariate regression models with missing data. Journal of the American Statistical Association 90 (1995) 122-129
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 122-129
-
-
Robins, J.M.1
Rotnitzky, A.2
-
35
-
-
77951622706
-
The central role of the propensity score in observational studies for causal effects
-
Rosenbaum P.R., and Rubin D.B. The central role of the propensity score in observational studies for causal effects. Biometrika 70 (1983) 41-55
-
(1983)
Biometrika
, vol.70
, pp. 41-55
-
-
Rosenbaum, P.R.1
Rubin, D.B.2
-
36
-
-
0017133178
-
Inference and missing data
-
Rubin D.B. Inference and missing data. Biometrika 63 (1976) 581-592
-
(1976)
Biometrika
, vol.63
, pp. 581-592
-
-
Rubin, D.B.1
-
38
-
-
0001650625
-
Asymptotic properties of weighted m-estimators for variable probability samples
-
Wooldridge J. Asymptotic properties of weighted m-estimators for variable probability samples. Econometrica 67 (1999) 1385-1406
-
(1999)
Econometrica
, vol.67
, pp. 1385-1406
-
-
Wooldridge, J.1
-
39
-
-
0035627805
-
Asymptotic properties of weighted m-estimators for standard stratified samples
-
Wooldridge J. Asymptotic properties of weighted m-estimators for standard stratified samples. Econometric Theory 17 (2001) 451-470
-
(2001)
Econometric Theory
, vol.17
, pp. 451-470
-
-
Wooldridge, J.1
-
41
-
-
10044269285
-
Inverse probability weighted m-estimators for sample selection, attrition and stratification
-
Wooldridge J. Inverse probability weighted m-estimators for sample selection, attrition and stratification. Portuguese Economic Journal 1 (2002) 117-139
-
(2002)
Portuguese Economic Journal
, vol.1
, pp. 117-139
-
-
Wooldridge, J.1
-
42
-
-
34848853862
-
Inverse probability weighted estimation for general missing data problems
-
Wooldridge J. Inverse probability weighted estimation for general missing data problems. Journal of Econometrics 141 (2007) 1281-1301
-
(2007)
Journal of Econometrics
, vol.141
, pp. 1281-1301
-
-
Wooldridge, J.1
-
43
-
-
0001075024
-
Estimation of regression relationships containing unobservable independent variables
-
Zellner A. Estimation of regression relationships containing unobservable independent variables. International Economic Review 11 (1970) 441-454
-
(1970)
International Economic Review
, vol.11
, pp. 441-454
-
-
Zellner, A.1
|