TOC: J Econometrics
Introduction
Journal of Econometrics, 165(1)
 : : : TOC
: : journals |
Relevant ARCategory: |
Moment Restriction-Based Econometric Methods: An overview
–Naoto Kunitomo, Michael McAleer, Yoshihiko Nishiyama [] []
Asymptotic theory for nonparametric regression with spatial data
–P.M. Robinson [] []
Control variate method for stationary processes
–Tomoyuki Amano, Masanobu Taniguchi [] []
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
–Liqun Wang, Cheng Hsiao [] []
Properties of the CUE estimator and a modification with moments
–Jerry Hausman, Randall Lewis, Konrad Menzel, Whitney Newey [] []
On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
–T.W. Anderson, Naoto Kunitomo, Yukitoshi Matsushita [] []
Instrumental variable estimation in the presence of many moment conditions
–Ryo Okui [] []
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
–Shih-Hsun Hsu, Chung-Ming Kuan [] []
Moment-based estimation of smooth transition regression models with endogenous variables
–Waldyr Dutra Areosa, Michael McAleer, Marcelo C. Medeiros [] []
A consistent nonparametric test for nonlinear causality—Specification in time series regression
–Yoshihiko Nishiyama, Kohtaro Hitomi, Yoshinori Kawasaki, Kiho Jeong [] []
Linear programming-based estimators in simple linear regression
–Daniel Preve, Marcelo C. Medeiros [] []