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Efficiency of repeated cross section estimators in fixed effects models

Type: Journal Paper

Author : Rosati, Nicoletta

Publisher: Elsevier Science

Year: 2013

The indirect continuous GMM estimation

Type: Journal Paper

Author : Kotchoni, Rachidi

Publisher: Elsevier Science

Year: 2014

Endogeneity in high dimensions

Type: Journal Paper

Author : Fan, Jianqing - Liao, Yuan

Publisher: The Institute of Mathematical Statistics

Year: 2014

Author

Fan, Jianqing - Liao, Yuan (1)

Kotchoni, Rachidi (1)

Rosati, Nicoletta (1)

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Elsevier Science (2)

The Institute of Mathematical Statistics (1)

Year

2014 (2)

2013 (1)

Keywords

Conditional moment restriction (1)

conditional moment restriction (1)

Continuum of moment conditions (1)

Covariance operator (1)

Empirical characteristic function (1)

endogenous variables (1)

estimating equation (1)

Fixed (1)

Focused GMM (1)

Generalized method of moments (1)

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Journal Paper (3)

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English (3)

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Metadata Only (3)

Publication Title

Computational Statistics & Data Analysis (1)

Statistics & Probability Letters (1)

The Annals of Statistics (1)

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