On IV, GMM and ML in a dynamic panel data model

JOURNAL ARTICLE published May 1996 in Economics Letters

Authors: Tom Wansbeek | Paul Bekker

Sargan's Instrumental Variable Estimation and GMM

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Manuel Arellano

Some GMM Estimation Methods and Specification Tests for Nonlinear Models

BOOK CHAPTER published 1996 in Advanced Studies in Theoretical and Applied Econometrics

Authors: Michael Lechner | Jörg Breitung

Information processing and Bayesian analysis

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Arnold Zellner

Combining the Information From Econometrics Learning (EL) and Machine Learning (ML)

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: George G. Judge

Standard Approaches to Estimation and Statistical Inference

BOOK CHAPTER published 7 June 2011 in Methods for Estimation and Inference in Modern Econometrics

Estimation of trifocal tensor using GMM

JOURNAL ARTICLE published 2002 in Electronics Letters

Authors: Mingxing Hu | Baozong Yuan

On Monte Carlo estimation of relative power

JOURNAL ARTICLE published June 2002 in The Econometrics Journal

Authors: Paolo Paruolo

GMM estimation of the new Phillips curve

JOURNAL ARTICLE published August 2002 in Economics Letters

Authors: Adrian Ma

Information indices: unification and applications

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: E.S. Soofi | J.J. Retzer

Stochastic cointegration: estimation and inference

JOURNAL ARTICLE published December 2002 in Journal of Econometrics

Authors: David Harris | Brendan McCabe | Stephen Leybourne

Estimation and comparison of multiple change-point models

JOURNAL ARTICLE published October 1998 in Journal of Econometrics

Authors: Siddhartha Chib

Limited information likelihood and Bayesian analysis

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Jae-Young Kim

Efficient GMM estimation of weak AR processes

JOURNAL ARTICLE published May 2002 in Economics Letters

Authors: Kenneth D. West

New estimation approaches for graphical models with elastic net penalty

JOURNAL ARTICLE published June 2022 in Econometrics and Statistics

Authors: Davide Bernardini | Sandra Paterlini | Emanuele Taufer

Robust and consistent estimation of nonlinear errors-in-variables models

JOURNAL ARTICLE published September 2002 in Journal of Econometrics

Authors: Tong Li

Direct instrumental nonparametric estimation of inverse regression functions

JOURNAL ARTICLE published November 2017 in Journal of Econometrics

Authors: Jerome M. Krief

Nonparametric Estimation of Expected Shortfall

JOURNAL ARTICLE published 11 December 2007 in Journal of Financial Econometrics

Authors: S. X. Chen

Simple Linear Regression

BOOK CHAPTER published 2002 in Econometrics

Authors: Badi H. Baltagi

GMM Estimation with Optimal Instruments

BOOK CHAPTER published 2001 in Lecture Notes in Economics and Mathematical Systems

Authors: Joachim Inkmann