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My bibliography Save this articleGeneralized Wald Methods for Testing Nonlinear Implicit and Overidentifying Restrictions
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Cited by:
- Gourieroux Christian, 1987. "Contraintes linéaires mixtes," CEPREMAP Working Papers (Couverture Orange) 8730, CEPREMAP.
- Christian Gouriéroux & Alain Monfort, 2017. "Composite Indirect Inference with Application," Working Papers 2017-07, Center for Research in Economics and Statistics.
- Gouriéroux, Christian & Monfort, Alain, 1997.
"Modèles de comptage semi-paramétriques,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 525-550, mars-juin.
- Christian Gourieroux & Alain Monfort, 1997. "Modèles de comptage semi-paramétriques," Working Papers 97-34, Center for Research in Economics and Statistics.
- Gourieroux, C. & Jasiak, J., 2008.
"Dynamic quantile models,"
Journal of Econometrics, Elsevier, vol. 147(1), pages 198-205, November.
- Joan Jasiak & C. Gourieroux, 2006. "Dynamic Quantile Models," Working Papers 2006_4, York University, Department of Economics.
- Gourieroux, C. & Monfort, A., 2018.
"Composite indirect inference with application to corporate risks,"
Econometrics and Statistics, Elsevier, vol. 7(C), pages 30-45.
- Christian Gouriéroux & Alain Monfort, 2016. "Composite Indirect Inference with Application to Corporate Risks," Working Papers 2016-32, Center for Research in Economics and Statistics.
- Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
- Scott Gilbert & Petr Zemčík, 2005. "Testing for Latent Factors in Models with Autocorrelation and Heteroskedasticity of Unknown Form," Southern Economic Journal, John Wiley & Sons, vol. 72(1), pages 236-252, July.
- Gourieroux, C. & Jouneau, F., 1999. "Econometrics of efficient fitted portfolios," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 87-118, January.
- Gilbert, Scott & Zemcík, Petr, 2006.
"Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example,"
Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 925-945, April.
- Scott Gilbert & Petr Zemcik, 2004. "Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example," CERGE-EI Working Papers wp223, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Smith, Richard J., 2011.
"Gel Criteria For Moment Condition Models,"
Econometric Theory, Cambridge University Press, vol. 27(6), pages 1192-1235, December.
- Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers 19/04, Institute for Fiscal Studies.
- Gasmi, F & Laffont, J J & Vuong, Q, 1992.
"Econometric Analysis of Collusive Behavior in a Soft-Drink Market,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 1(2), pages 277-311, Summer.
- Gasmi, Farid & Laffont, Jean-Jacques & Vuong, Quang, 1992. "Econometric Analysis of Collusive Behavior in a Soft Drink Market," IDEI Working Papers 16, Institut d'Économie Industrielle (IDEI), Toulouse.
- Emmanuelle Clément & Christian Gourieroux & Alain Monfort, 1995. "Linear Factor Models and the Term Structure of Interest Rates," Annals of Economics and Statistics, GENES, issue 40, pages 37-65.
- Guay, Alain & Pelgrin, Florian, 2023. "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, vol. 236(1).
- Ramdan Dridi, 2000. "Simulated Asymptotic Least Squares Theory," STICERD - Econometrics Paper Series 396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Dridi, Ramdan, 2000. "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics 6861, London School of Economics and Political Science, LSE Library.
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