Improved instrumental variables and generalized method of moments estimators
- 1 July 1999
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 91 (1) , 145-169
- https://doi.org/10.1016/s0304-4076(98)00074-8
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- One-Step Estimators for Over-Identified Generalized Method of Moments ModelsThe Review of Economic Studies, 1997
- An Information-Theoretic Alternative to Generalized Method of Moments EstimationEconometrica, 1997
- Imposing Moment Restrictions from Auxiliary Data by WeightingPublished by National Bureau of Economic Research ,1996
- Combining Micro and Macro Data in Microeconometric ModelsThe Review of Economic Studies, 1994
- Empirical Likelihood and General Estimating EquationsThe Annals of Statistics, 1994
- Empirical likelihood estimation for finite populations and the effective usage of auxiliary informationBiometrika, 1993
- An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based SamplingEconometrica, 1992
- Empirical Likelihood Ratio Confidence RegionsThe Annals of Statistics, 1990
- Adjustment by Minimum Discriminant InformationThe Annals of Statistics, 1984
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982