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