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Citations for "Efficient Instrumental Variables Estimation Of Nonlinear Models"

by Newey, W.K.

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  1. Mathias REYNAERT & Frank VERBOVEN, 2012. "Improving the performance of random coefficients demand models: the role of optimal instruments," Center for Economic Studies - Discussion papers ces12.07, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  2. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
  3. Steve Berry & Oliver B. Linton & Ariel Pakes, 2004. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Review of Economic Studies, Wiley Blackwell, vol. 71, pages 613-654, 07.
  4. Hahn, Jinyong, 1997. "Efficient estimation of panel data models with sequential moment restrictions," Journal of Econometrics, Elsevier, vol. 79(1), pages 1-21, July.
  5. Whang, Yoon-Jae, 2001. "Consistent specification testing for conditional moment restrictions," Economics Letters, Elsevier, vol. 71(3), pages 299-306, June.
  6. Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001. "A retrospective on J. Denis Sargan and his contributions to econometrics," International Finance Discussion Papers 700, Board of Governors of the Federal Reserve System (U.S.).
  7. Yuan, Xiaohui & Liu, Tianqing & Lin, Nan & Zhang, Baoxue, 2010. "Combining conditional and unconditional moment restrictions with missing responses," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2420-2433, November.
  8. Richard Smith, 2005. "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers CWP14/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," CoFE Discussion Paper 99-04, Center of Finance and Econometrics, University of Konstanz.
  10. Thomas, Alban, 1994. "Régulation et performances de l’activité de dépollution : une analyse économétrique sur données individuelles," L'Actualité Economique, Société Canadienne de Science Economique, vol. 70(2), pages 113-137, juin.
  11. Pesaran, M.H. & Pick, A., 2004. "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge.
  12. Stanislav Anatolyev, 2007. "Optimal Instruments In Time Series: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 143-173, 02.
  13. Bertschek, Irene & Lechner, Michael, 1995. "Convenient Estimators for the Panel Probit Model," Discussion Papers 528, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
  14. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna
    [Estimation of nonlinear simultaneous equations: a survey]
    ," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
  15. Berry, S. & Linsohn, J. & Pakes, A., 1997. "Voluntary Export Restraints on Automobiles: Evaluating a Strategic Trade Policy," Working Papers 393, Research Seminar in International Economics, University of Michigan.
  16. Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
  17. Kalwij, A.S., 1998. "Household Wealth, Female Labor Force Participation and Fertility Decisions," Discussion Paper 1998-89, Tilburg University, Center for Economic Research.
  18. Bernard Fortin & Nadia Joubert & Guy Lacroix, 2002. "Fiscalité, effets de voisinage et offre de travail au noir," Post-Print halshs-00178184, HAL.
  19. Whitney Newey & Frank Windmeijer, 2005. "GMM with many weak moment conditions," CeMMAP working papers CWP18/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Andreas Pick, 2007. "Financial contagion and tests using instrumental variables," DNB Working Papers 139, Netherlands Central Bank, Research Department.
  21. Nikolay Gospodinov & Taisuke Otsu, 2008. "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers 08010, Concordia University, Department of Economics.
  22. Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
  23. FLORENS, Jean-Pierre & JOHANNES, Jan & VAN BELLEGEM, Sébastien, 2006. "Instrumental regression in partially linear models," CORE Discussion Papers 2006025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2003. "Empirical likelihood estimation and consistent tests with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 117(1), pages 55-93, November.
  25. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
  26. Théophile AZOMAHOU, 2001. "Efficient Estimation of Spatial Autoregressive Models," Working Papers of BETA 2001-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  27. David M. Cutler, 2007. "The Lifetime Costs and Benefits of Medical Technology," NBER Working Papers 13478, National Bureau of Economic Research, Inc.
  28. Kaiser, Ulrich, 1998. "The Impact of New Technologies on the Demand for Heterogenous Labour: Empirical Evidence from the German Business-Related Services Sector," ZEW Discussion Papers 98-26, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  29. Frank T. Denton, 2005. "Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation," Social and Economic Dimensions of an Aging Population Research Papers 124, McMaster University.
  30. Su, Liangjun, 2012. "Semiparametric GMM estimation of spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 167(2), pages 543-560.
  31. repec:iab:iabmit:v:33:i:3:p:405-420 is not listed on IDEAS
  32. Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  33. Li, Gan & Jaeun, Shin & Qi, Li, 2010. "Initial Wage, Human Capital and Post Wage Differentials," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 51(2), pages 23-42, December.
  34. Feng Yao & Junsen Zhang, 2010. "Efficient semiparametric instrumental variable estimation," Working Papers 10-11, Department of Economics, West Virginia University.
  35. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation for Research in Economics, Yale University.
  36. Koenker, Roger & Machado, Jose A. F., 1999. "GMM inference when the number of moment conditions is large," Journal of Econometrics, Elsevier, vol. 93(2), pages 327-344, December.
  37. Andrei Semenov, 2008. "Estimation of the consumption CAPM with imperfect sample separation information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 333-348.
  38. Tianxi Cai & Lu Tian & L. J. Wei, 2004. "Semi-parametric Box-Cox Power Transformation Models for Censored Survival Observations," Harvard University Biostatistics Working Paper Series 1006, Berkeley Electronic Press.
  39. Hong, Han & Nekipelov, Denis, 2012. "Efficient local IV estimation of an empirical auction model," Journal of Econometrics, Elsevier, vol. 168(1), pages 60-69.
  40. Joshua D. Angrist & Kathryn Graddy & Guido W. Imbens, 1995. "Non-Parametric Demand Analysis with an Application to the Demand for Fish," NBER Technical Working Papers 0178, National Bureau of Economic Research, Inc.
  41. Ariel Pakes & Paul McGuire, 1994. "Computing Markov-Perfect Nash Equilibria: Numerical Implications of a Dynamic Differentiated Product Model," RAND Journal of Economics, The RAND Corporation, vol. 25(4), pages 555-589, Winter.
  42. Sergio de Nardis & Carmine Pappalardo, 2009. "Export, Productivity and Product Switching: The Case of Italian Manufacturing Firms," ISAE Working Papers 110, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  43. Robert Gibbons & Lawrence F. Katz & Thomas Lemieux & Daniel Parent, 2002. "Comparative Advantage, Learning, and Sectoral Wage Determination," CIRANO Working Papers 2002s-35, CIRANO.
  44. Francesco Bravo, . "Empirical likelihood inference with applications to some econometric models," Discussion Papers 00/05, Department of Economics, University of York.
  45. Joshua D. Angrist & Stacey H. Chen, 2007. "Long-term consequences of vietnam-era conscription: schooling, experience, and earnings," NBER Working Papers 13411, National Bureau of Economic Research, Inc.
  46. Otsu, Taisuke, 2007. "Penalized empirical likelihood estimation of semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1923-1954, November.
  47. Angrist, J.D. & Imbens, G.W., 1991. "Sources of identifying information in evaluation models," Discussion Paper 1991-42, Tilburg University, Center for Economic Research.
  48. Baltagi, Badi H. & Li, Qi, 2002. "On instrumental variable estimation of semiparametric dynamic panel data models," Economics Letters, Elsevier, vol. 76(1), pages 1-9, June.
  49. Chu, Ba & Jacho-Chávez, David T., 2012. "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, vol. 28(04), pages 769-803, August.
  50. Oliver Linton, 1997. "Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form," Cowles Foundation Discussion Papers 1151, Cowles Foundation for Research in Economics, Yale University.
  51. Joshua D. Angrist, 1995. "Estimating the Labor Market Impact of Voluntary Military Service Using Social Security Data on Military Applicants," NBER Working Papers 5192, National Bureau of Economic Research, Inc.
  52. Fan, Yanqin & Gentry, Matthew & Li, Tong, 2011. "A new class of asymptotically efficient estimators for moment condition models," Journal of Econometrics, Elsevier, vol. 162(2), pages 268-277, June.
  53. repec:wyi:wpaper:001966 is not listed on IDEAS
  54. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  55. Miguel A. Delgado & Juan Mora, 1995. "On asymptotic inferences in non-parametric and semiparametric models with discrete and mixed regressors," Investigaciones Economicas, Fundación SEPI, vol. 19(3), pages 435-467, September.
  56. Patrick Bajari & Han Hong, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc.
  57. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
  58. Franco Mariuzzo & Patrick Paul Walsh & Ciara Whelan, 2009. "Coverage of Retail Stores and Discrete Choice Models of Demand: Estimating Price Elasticities and Welfare Effects," Working Papers 200922, Geary Institute, University College Dublin.
  59. Jonathan Meer & Harvey S. Rosen, 2002. "Insurance, Health, and the Utilization of Medical Services," Working Papers 117, Princeton University, Department of Economics, Center for Economic Policy Studies..
  60. Ericsson, Neil R. & Maasoumi, Esfandiar & Mizon, Grayham E., 2001. "A retrospective on J.D. Sargan and his contribution to Econometrics," Discussion Paper Series In Economics And Econometrics 0108, Economics Division, School of Social Sciences, University of Southampton.
  61. Moral, Ignacio & Rodriguez-Poo, Juan M., 2004. "An efficient marginal integration estimator of a semiparametric additive modelling," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 451-463, October.
  62. Loubes, Jean-Michel & Rochet, Paul, 2012. "Approximate maximum entropy on the mean for instrumental variable regression," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 972-978.
  63. Cutler, David, 2007. "The Lifetime Costs and Benefits of Medical Technology," Scholarly Articles 2643640, Harvard University Department of Economics.
  64. Hujer, Reinhard & Wellner, Marc, 2000. "Berufliche Weiterbildung und individuelle Arbeitslosigkeitsdauer in West- und Ostdeutschland : eine mikroökonometrische Analyse (Further vocational training and individual duration ofunemployment in ," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 33(3), pages 405-420.
  65. Massacci, D., 2007. "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics 0744, Faculty of Economics, University of Cambridge.
  66. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.