Effcient M-estimators with auxiliary information
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Citations
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Cited by:
- Lee, Seojeong, 2016.
"Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators,"
Journal of Econometrics,
Elsevier, vol. 192(1), pages 86-104.
- Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers 2014-02, School of Economics, The University of New South Wales.
- Seojeong Lee, 2015. "A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs," Discussion Papers 2015-01, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2014.
"Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators,"
Journal of Econometrics,
Elsevier, vol. 178(P3), pages 398-413.
- Seojeong Lee, 2013. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators," Discussion Papers 2013-09, School of Economics, The University of New South Wales.
More about this item
Keywords
Asymptotic efficiency. Generalised empirical likelihood. Generalised method of moments. M-estimators. Generalised method of moments; M-estimators.;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-09-13 (All new papers)
- NEP-ECM-2008-09-13 (Econometrics)
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