ON GMM INFERENCE: PARTIAL IDENTIFICATION, IDENTIFICATION STRENGTH, AND NONSTANDARD ASYMPTOTICS.
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- Econometric Theory, 2024, v. 40, n. 4, p. 875, doi. 10.1017/S0266466623000221
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Works matching IS 02664666 AND DT 2024 AND VI 40 AND IP 4
Results: 7
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WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION.
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- Econometric Theory, 2024, v. 40, n. 4, p. 859, doi. 10.1017/S0266466622000639
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- Article
3
TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS.
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- Econometric Theory, 2024, v. 40, n. 4, p. 827, doi. 10.1017/S0266466622000615
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- Article
4
LARGE SAMPLE JUSTIFICATIONS FOR THE BAYESIAN EMPIRICAL LIKELIHOOD.
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- Econometric Theory, 2024, v. 40, n. 4, p. 926, doi. 10.1017/S0266466622000603
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- Article
5
HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS.
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- Econometric Theory, 2024, v. 40, n. 4, p. 752, doi. 10.1017/S0266466622000597
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- Article
6
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS.
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- Econometric Theory, 2024, v. 40, n. 4, p. 790, doi. 10.1017/S0266466622000585
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- Article
7
INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS.
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- Econometric Theory, 2024, v. 40, n. 4, p. 705, doi. 10.1017/S0266466622000536
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- Article