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Citations for "Generalized method of moments specification testing"

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  1. Lisa Barrow & Cecilia Elena Rouse, 2002. "Using Market Valuation to Assess Public School Spending," NBER Working Papers 9054, National Bureau of Economic Research, Inc.
  2. Amuedo-Dorantes, Catalina & Kimmel, Jean, 2008. "New Evidence on the Motherhood Wage Gap," IZA Discussion Papers 3662, Institute for the Study of Labor (IZA).
  3. Jason Cummins & R. Glenn Hubbard, 1995. "The Tax Sensitivity of Foreign Direct Investment: Evidence from Firm-Level Panel Data," NBER Chapters, in: The Effects of Taxation on Multinational Corporations, pages 123-152 National Bureau of Economic Research, Inc.
  4. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
  5. RUGE-MURCIA, Francisco J., 2010. "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Cahiers de recherche 19-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  6. Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur, 2003. "Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials," Econometrics 0308004, EconWPA.
  7. Anastassios A. Drakos & Georgios P. Kouretas & Leonidas P. Zarangas, 2010. "Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 331-350.
  8. Joshua D. Angrist & Guido W. Imbens, 1995. "Identification and Estimation of Local Average Treatment Effects," NBER Technical Working Papers 0118, National Bureau of Economic Research, Inc.
  9. William N. Evans & Edward Montgomery, 1994. "Education and Health: Where There's Smoke There's an Instrument," NBER Working Papers 4949, National Bureau of Economic Research, Inc.
  10. Barbara Rossi & Atsushi Inoue, 2010. "Testing for Weak Identification in Possibly Nonlinear Models," Working Papers 10-92, Duke University, Department of Economics.
  11. Omri, Anis & kahouli, Bassem, 2014. "The nexus among foreign investment, domestic capital and economic growth: Empirical evidence from the MENA region," Research in Economics, Elsevier, vol. 68(3), pages 257-263.
  12. Begoña Álvarez & Daniel Miles, 2004. "Husbands’ Housework Time: Does Wives’ Paid Employment Make a Difference?," Working Papers 0402, Universidade de Vigo, Departamento de Economía Aplicada.
  13. Laurence C. Baker, 1994. "Does Competition from HMOs Affect Fee-For-Service Physicians?," NBER Working Papers 4920, National Bureau of Economic Research, Inc.
  14. Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
  15. Markku Lanne & Pentti Saikkonen, 2011. "GMM Estimation with Non‐causal Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 581-592, October.
  16. Fiva, Jon H. & Rønning, Marte, 2008. "The incentive effects of property taxation: Evidence from Norwegian school districts," Regional Science and Urban Economics, Elsevier, vol. 38(1), pages 49-62, January.
  17. Buchmueller, Thomas C. & Dominitz, Jeff & Lee Hansen, W., 1999. "Graduate training and the early career productivity of Ph.D. economists," Economics of Education Review, Elsevier, vol. 18(1), pages 65-77, February.
  18. Simon D Woodcock, 2002. "Agent Heterogeneity and Learning: An Application to Labor Markets," Longitudinal Employer-Household Dynamics Technical Papers 2002-20, Center for Economic Studies, U.S. Census Bureau.
  19. Anderson, James H. & Korsun, Georges & Murrell, Peter, 2000. "Which Enterprises (Believe They) Have Soft Budgets? Evidence on the Effects of Ownership and Decentralization in Mongolia," Journal of Comparative Economics, Elsevier, vol. 28(2), pages 219-246, June.
  20. Klette, Tor Jakob, 1999. "Market Power, Scale Economies and Productivity: Estimates from a Panel of Establishment Data," Journal of Industrial Economics, Wiley Blackwell, vol. 47(4), pages 451-76, December.
  21. Cappellari, Lorenzo & Leonardi, Marco, 2006. "Earnings Instability and Tenure," IZA Discussion Papers 2527, Institute for the Study of Labor (IZA).
  22. Firmin Doko Tchatoka & Jean-Marie Dufour, 2014. "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers 2014s-17, CIRANO.
  23. Velu, Raja & Zhou, Guofu, 1999. "Testing multi-beta asset pricing models," Journal of Empirical Finance, Elsevier, vol. 6(3), pages 219-241, September.
  24. Floden, M. & Linde, J., 1998. "Idiosyncratic Risk in the U.S. and Sweden: Is there a Role for Government Insurance?," Papers 654, Stockholm - International Economic Studies.
  25. Laura Crespo, 2007. "The Role Of Wage Differences And Individual Labour Supply On Male Earnings Inequality: Empirical Evidence From Spain," Working Papers. Serie EC 2007-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  26. Rudd, Jeremy & Whelan, Karl, 2005. "New tests of the new-Keynesian Phillips curve," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1167-1181, September.
  27. Olivier Gervais & Ilan Kolet & René Lalonde, 2010. "A Larger Slice of a Growing Pie: the Role of Emerging Asia in Forecasting Commodity Prices," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 75-95, January-J.
  28. Costas Meghir & Luigi Pistaferri, 2004. "Income Variance Dynamics and Heterogeneity," Econometrica, Econometric Society, vol. 72(1), pages 1-32, 01.
  29. Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "The Validity of Instruments Revisited," Papers 2013-10-14, Working Paper.
  30. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
  31. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data.
  32. repec:dgr:kubcen:199018 is not listed on IDEAS
  33. Alexia Gaudeul & Caterina Giannetti, 2011. "The role of reciprocation in social network formation, with an application to blogging," Jena Economic Research Papers 2011-015, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  34. Angrist, J.D. & Imbens, G.W., 1992. "Average causal response with variable treatment intensity," Discussion Paper 1992-34, Tilburg University, Center for Economic Research.
  35. Joshua Angrist & Alan Krueger, 1990. "Does Compulsory School Attendance Affect Schooling and Earnings?," Working Papers 653, Princeton University, Department of Economics, Industrial Relations Section..
  36. Aaron Chalfin & Justin McCrary, 2013. "The Effect of Police on Crime: New Evidence from U.S. Cities, 1960-2010," NBER Working Papers 18815, National Bureau of Economic Research, Inc.
  37. repec:dgr:uvatin:19970054 is not listed on IDEAS
  38. RUGE-MURCIA, Francisco J., 2003. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche 2003-23, Universite de Montreal, Departement de sciences economiques.
  39. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, EconWPA.
  40. Vassalou, Maria, 2003. "News related to future GDP growth as a risk factor in equity returns," Journal of Financial Economics, Elsevier, vol. 68(1), pages 47-73, April.
  41. Patrik Buggenberger & Richard Smith, 2003. "Generalized empirical likelihood estimators and tests under partial, weak and strong identification," CeMMAP working papers CWP08/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  42. Jens Otto Ludwig, 1998. "Concealed-Gun-Carrying Laws and Violent Crime: Evidence from State Panel Data," JCPR Working Papers 31, Northwestern University/University of Chicago Joint Center for Poverty Research.
  43. Smith, Richard J., 2011. "Gel Criteria For Moment Condition Models," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1192-1235, December.
  44. Jan, Yin-Ching & Chou, Peter Shyan-Rong & Hung, Mao-Wei, 2000. "Pacific Basin stock markets and international capital asset pricing," Global Finance Journal, Elsevier, vol. 11(1-2), pages 1-16.
  45. Mitch Renkow & Dale Hoover, 2000. "Commuting, Migration, and Rural-Urban Population Dynamics," Journal of Regional Science, Wiley Blackwell, vol. 40(2), pages 261-287.
  46. David Neumark, 1998. "Youth Labor Markets in the U.S.: Shopping Around vs. Staying Put," NBER Working Papers 6581, National Bureau of Economic Research, Inc.
  47. David Fairris & Roberto Pedace, . "The Impact of Minimum Wages on Job Training: An Empirical Exploration with Establishment Data," Claremont Colleges Working Papers 2000-36, Claremont Colleges.
  48. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
  49. Altonji, Joseph G. & Martins, Ana Paula & Siow, Aloysius, 2002. "Dynamic factor models of consumption, hours and income," Research in Economics, Elsevier, vol. 56(1), pages 3-59, June.
  50. Harry Holzer & Lawrence Katz & Alan Krueger, 1988. "Job Queues and Wages: New Evidence on the Minimum Wage and Inter-Industry Wage Structure," Working Papers 610, Princeton University, Department of Economics, Industrial Relations Section..
  51. C. James Hueng & Ruey Yau, 2006. "Investor preferences and portfolio selection: is diversification an appropriate strategy?," Quantitative Finance, Taylor & Francis Journals, vol. 6(3), pages 255-271.
  52. Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary, 2008. "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers 3589, Institute for the Study of Labor (IZA).
  53. Mariacristina De Nardi & Eric French & John Bailey Jones, 2006. "Differential Mortality, Uncertain Medical Expenses, and the Saving of Elderly Singles," 2006 Meeting Papers 46, Society for Economic Dynamics.
  54. repec:ebl:ecbull:v:3:y:2008:i:76:p:1-9 is not listed on IDEAS
  55. Crepon, Bruno & Kramarz, Francis & Trognon, Alain, 1997. "Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models," Journal of Econometrics, Elsevier, vol. 82(1), pages 135-156.
  56. Joseph G. Altonji & John C. Ham, 1986. "Variation in Employment Growth in Canada: The Role of External, National, Regional and Industrial Factors," NBER Working Papers 1816, National Bureau of Economic Research, Inc.
  57. Dustmann, Christian & Preston, Ian, 2000. "Racial and Economic Factors in Attitudes to Immigration," CEPR Discussion Papers 2542, C.E.P.R. Discussion Papers.
  58. John Bailey Jones & Eric French, 2002. "On the Distribution and Dynamics of Health Costs," Discussion Papers 02-03, University at Albany, SUNY, Department of Economics.
  59. Yoonseok Lee & Ryo Okui, 2009. "A Specification Test for Instrumental Variables Regression with Many Instruments," Cowles Foundation Discussion Papers 1741, Cowles Foundation for Research in Economics, Yale University.
  60. Charles P. Himmelberg & R. Glenn Hubbard & Darius Palia, 2000. "Understanding the Determinants of Managerial Ownership and the Link Between Ownership and Performance," NBER Working Papers 7209, National Bureau of Economic Research, Inc.
  61. Benjamin, Dwayne, 1995. "Can unobserved land quality explain the inverse productivity relationship?," Journal of Development Economics, Elsevier, vol. 46(1), pages 51-84, February.
  62. Jay Shanken & Guofu Zhou, 2006. "Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations," NBER Working Papers 12055, National Bureau of Economic Research, Inc.
  63. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
  64. Mehmet Caner, 2006. "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Papers 212, University of Pittsburgh, Department of Economics, revised Jan 2006.
  65. Eric French & John Bailey Jones, 2001. "The effects of health insurance and self-insurance on retirement behavior," Working Paper Series WP-01-19, Federal Reserve Bank of Chicago.
  66. Richard Smith, 2004. "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers CWP17/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  67. Mariacristina De Nardi & Eric French & John Bailey Jones, 2012. "Medicaid Insurance in Old Age," Working Papers wp278, University of Michigan, Michigan Retirement Research Center.
  68. Matz Dahlberg & Magnus Gustavsson, 2008. "Inequality and Crime: Separating the Effects of Permanent and Transitory Income," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 129-153, 04.
  69. Pischke, Jorn-Steffen, 1995. "Individual Income, Incomplete Information, and Aggregate Consumption," Econometrica, Econometric Society, vol. 63(4), pages 805-40, July.
  70. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003.
  71. Olivier Coibion & Yuriy Gorodnichenko, 2011. "Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model," The Review of Economics and Statistics, MIT Press, vol. 93(3), pages 920-940, August.
  72. Laurence C. Baker, 1995. "HMOs and Fee-For-Service Health Care Expenditures: Evidence from Medicare," NBER Working Papers 5360, National Bureau of Economic Research, Inc.
  73. Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012. "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, vol. 115(2), pages 314-317.
  74. Biorn, Erik & Hagen, Terje P. & Iversen, Tor & Magnussen, Jon, 2002. "The Effect of Activity-Based Financing on Hospital Efficiency: A Panel Data Analysis of DEA Efficiency Scores 1992-2000," MPRA Paper 8099, University Library of Munich, Germany.
  75. Verbeek, M. & Nijman, T., 1990. "Testing For Selectivity Bias In Panel Data Models," Papers 9018, Tilburg - Center for Economic Research.
  76. Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013. "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 166-173.
  77. Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
  78. Raymond Kan & Guofu Zhou, 1999. "A Critique of the Stochastic Discount Factor Methodology," CEMA Working Papers 12, China Economics and Management Academy, Central University of Finance and Economics.
  79. Ghilarducci, Teresa & Reich, Michael, 1998. "Training and Pensions: Substitutes or Complements?," Institute for Research on Labor and Employment, Working Paper Series qt2xq878qt, Institute of Industrial Relations, UC Berkeley.
  80. Gustavsson, Magnus, 2004. "Trends in the Transitory Variance of Earnings: Evidence from Sweden 1960-1990 and a Comparison with the United States," Working Paper Series 2004:11, Uppsala University, Department of Economics.
  81. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C., 1997. "Efficiency testing revisited: a foreign exchange market with Bayesian learning," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 367-385, June.
  82. Thomas S. Dee, 2005. "Expense Preference and Student Achievement in School Districts," Eastern Economic Journal, Eastern Economic Association, vol. 31(1), pages 23-44, Winter.
  83. Amuedo-Dorantes, Catalina & Pozo, Susan, 2010. "Accounting for Remittance and Migration Effects on Children's Schooling," World Development, Elsevier, vol. 38(12), pages 1747-1759, December.
  84. Metcalf, Gilbert E., 1996. "Specification testing in panel data with instrumental variables," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 291-307.
  85. Caroline Hoxby & M. Daniele Paserman, 1998. "Overidentification Tests with Grouped Data," NBER Technical Working Papers 0223, National Bureau of Economic Research, Inc.
  86. Bontemps, Christian & Meddahi, Nour, 2007. "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers 486, Institut d'Économie Industrielle (IDEI), Toulouse.
  87. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.
  88. Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
  89. Begoña Álvarez, 2002. "Family illness, work absence and gender," Working Papers 0210, Universidade de Vigo, Departamento de Economía Aplicada.
  90. Katherine Baicker, 2000. "The Spillover Effects of State Spending," JCPR Working Papers 155, Northwestern University/University of Chicago Joint Center for Poverty Research.
  91. Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics Working Papers 2014-05, University of Adelaide, School of Economics.
  92. Ying Fang, 2013. "GMM with Weak Identification and Near Exogenneity," Papers 2013-10-14, Working Paper.
  93. Simon D. Woodcock, 2005. "Heterogeneity and Learning in Labor Markets," Labor and Demography 0511012, EconWPA.
  94. Kizys, Renatas & Pierdzioch, Christian, 2010. "The business cycle and the equity risk premium in real time," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 711-722, October.
  95. Amuedo-Dorantes, Catalina & Pozo, Susan, 2009. "New Evidence on the Role of Remittances on Health Care Expenditures by Mexican Households," IZA Discussion Papers 4617, Institute for the Study of Labor (IZA).
  96. Jeff Grogger, 1997. "Market Wages and Youth Crime," NBER Working Papers 5983, National Bureau of Economic Research, Inc.
  97. Lee, Yoonseok & Okui, Ryo, 2012. "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, vol. 167(1), pages 133-139.
  98. Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel, 1996. "The Lucas critique revisited assessing the stability of empirical Euler equations for investment," Journal of Econometrics, Elsevier, vol. 70(1), pages 291-316, January.
  99. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO.
  100. Adams, Scott, 2007. "Health insurance market reform and employee compensation: The case of pure community rating in New York," Journal of Public Economics, Elsevier, vol. 91(5-6), pages 1119-1133, June.
  101. Laszlo, Sonia, 2008. "Education, Labor Supply, and Market Development in Rural Peru," World Development, Elsevier, vol. 36(11), pages 2421-2439, November.
  102. Peracchi, Franco, 1990. "Robust M-Tests," Working Papers 90-25, C.V. Starr Center for Applied Economics, New York University.
  103. Jondeau, Eric & Rockinger, Michael, 2003. "Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1699-1737, August.
  104. Hehui Jin & Yingyi Qian, . "Public vs. Private Ownership of Firms: Evidence from Rural China," Working Papers 97047, Stanford University, Department of Economics.
  105. Lisa Barrow & Cecilia Rouse, 2000. "Using Market Valuation to Assess the Importance and Efficiency of Public School Spending," Working Papers 817, Princeton University, Department of Economics, Industrial Relations Section..
  106. Hatzinikolaou, Dimitris, 1999. "Modelling consumption: permanent-income or rule-of-thumb behaviour?," Economic Modelling, Elsevier, vol. 16(2), pages 293-306, April.
  107. Tauchen, George E., 1995. "New Minimum Chi-Square Methods in Empirical Finance," Working Papers 95-42, Duke University, Department of Economics.
  108. Lubomira Anastassova, 2006. "Productivity Differences and Agglomeration Across Districts of Great Britain," CERGE-EI Working Papers wp289, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  109. Cheung, Yin-Wong & Chung, Sang-Kuck, 2009. "A Long Memory Model with Mixed Normal GARCH for US Inflation Data," Santa Cruz Department of Economics, Working Paper Series qt2202s99q, Department of Economics, UC Santa Cruz.
  110. Becker, Ralf, 1998. "Die verallgemeinerte Momentenmethode: Darstellung und Anwendung," Arbeitspapiere des Instituts für Statistik und Ökonometrie 16, Johannes Gutenberg-Universität Mainz, Institut für Statistik und Ökonometrie.
  111. Caner, Mehmet, 2014. "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics," Journal of Econometrics, Elsevier, vol. 182(2), pages 247-268.
  112. Zhou, Guofu, 1999. "Security factors as linear combinations of economic variables," Journal of Financial Markets, Elsevier, vol. 2(4), pages 403-432, November.
  113. Jondeau, Eric & Le Bihan, Hervé, 2008. "Examining bias in estimators of linear rational expectations models under misspecification," Journal of Econometrics, Elsevier, vol. 143(2), pages 375-395, April.
  114. Amuedo-Dorantes, Catalina & Pozo, Susan, 2014. "When Do Remittances Facilitate Asset Accumulation? The Importance of Remittance Income Uncertainty," IZA Discussion Papers 7983, Institute for the Study of Labor (IZA).
  115. Vassalou, Maria, 2001. "News Related to Future GDP Growth as a Risk Factor in Equity Returns," CEPR Discussion Papers 3057, C.E.P.R. Discussion Papers.
  116. repec:dgr:uvatin:19980055 is not listed on IDEAS
  117. Thomas J. Kane & Cecilia E. Rouse, 1993. "Labor Market Returns to Two- and Four-Year Colleges: Is a Credit a Credit and Do Degrees Matter?," NBER Working Papers 4268, National Bureau of Economic Research, Inc.
  118. Mariacristina De Nardi & Eric French & John Bailey Jones, 2009. "Why do the Elderly Save? The Role of Medical Expenses," NBER Working Papers 15149, National Bureau of Economic Research, Inc.
  119. Garcia, René, 1998. "Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel," L'Actualité Economique, Société Canadienne de Science Economique, vol. 74(3), pages 467-484, septembre.
  120. Beaudry, Paul & Saito, Makoto, 1998. "Estimating the effects of monetary shocks: An evaluation of different approaches," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 241-260, July.
  121. Ahn, Seung Chan & Hoon Lee, Young & Schmidt, Peter, 2001. "GMM estimation of linear panel data models with time-varying individual effects," Journal of Econometrics, Elsevier, vol. 101(2), pages 219-255, April.
  122. Dee, Thomas S., 1998. "Competition and the quality of public schools," Economics of Education Review, Elsevier, vol. 17(4), pages 419-427, October.
  123. Dovonon, Prosper, 2008. "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper 40025, University Library of Munich, Germany, revised 16 May 2010.
  124. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2011. "Chi-squared tests for evaluation and comparison of asset pricing models," Working Paper 2011-08, Federal Reserve Bank of Atlanta.
  125. Nazmi Sari, 2002. "Do competition and managed care improve quality?," Health Economics, John Wiley & Sons, Ltd., vol. 11(7), pages 571-584.
  126. Whang, Yoon-Jae & Andrews, Donald W. K., 1993. "Tests of specification for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 277-318.
  127. Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 14-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2014.
  128. Ahn, Seung C. & Schmidt, Peter, 1997. "Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 309-321.
  129. Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  130. Lund, Jesper & Engsted, Tom, 1996. "GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 497-521, August.
  131. Baicker, Katherine, 2001. "Government decision-making and the incidence of federal mandates," Journal of Public Economics, Elsevier, vol. 82(2), pages 147-194, November.
  132. Gowrisankaran, Gautam & Town, Robert J., 1999. "Estimating the quality of care in hospitals using instrumental variables," Journal of Health Economics, Elsevier, vol. 18(6), pages 747-767, December.
  133. Ruhm, Christopher J, 1997. "Is High School Employment Consumption or Investment?," Journal of Labor Economics, University of Chicago Press, vol. 15(4), pages 735-76, October.
  134. Dmytro Hryshko, 2012. "Labor income profiles are not heterogeneous: Evidence from income growth rates," Quantitative Economics, Econometric Society, vol. 3(2), pages 177-209, 07.
  135. Alan B. Krueger & Joshua D. Angrist, 1989. "Why do World War II Veterans Earn More Than Nonveterans?," NBER Working Papers 2991, National Bureau of Economic Research, Inc.
  136. Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  137. Roberto Pedace, 2000. "Immigration, Labor Market Mobility, and the Earnings of Native-born Workers: An Occupational Segmentation Approach," Claremont Colleges Working Papers 2000-46, Claremont Colleges.
  138. de Melo, Jaime & Grether, Jean-Marie & Olarreaga, Marcelo, 1999. "Who Determines Mexican Trade Policy?," CEPR Discussion Papers 2176, C.E.P.R. Discussion Papers.
  139. David Figlio & Jens Ludwig, 2000. "Sex, Drugs, and Catholic Schools: Private Schooling and Non-Market Adolescent Behaviors," NBER Working Papers 7990, National Bureau of Economic Research, Inc.
  140. François Langot & Patrick Fève, 1995. "La méthode des moments généralisés et ses extensions : théorie et applications en macro-économie," Économie et Prévision, Programme National Persée, vol. 119(3), pages 139-170.
  141. Escanciano, Juan Carlos & Song, Kyungchul, 2010. "Testing single-index restrictions with a focus on average derivatives," Journal of Econometrics, Elsevier, vol. 156(2), pages 377-391, June.
  142. Hansen, Sten, 1999. "Agency Costs, Credit Constraints and Corporate Investment," Working Paper Series 79, Sveriges Riksbank (Central Bank of Sweden).
  143. Pablo Pincheira, 2010. "A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 37-73, January-J.
  144. Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September.
  145. David Card, 1988. "Strikes and Wages: A Test of a Signalling Model," NBER Working Papers 2550, National Bureau of Economic Research, Inc.
  146. Baicker, Katherine, 2005. "The spillover effects of state spending," Journal of Public Economics, Elsevier, vol. 89(2-3), pages 529-544, February.
  147. Yin-Wong Cheung & Sang-Kuck Chung, 2011. "A Long Memory Model with Normal Mixture GARCH," Computational Economics, Society for Computational Economics, vol. 38(4), pages 517-539, November.
  148. Kässi, Otto, 2011. "Earnings Dynamics of Men and Women in Finland: Permanent Inequality versus Earnings Instability," MPRA Paper 34301, University Library of Munich, Germany.
  149. Matt Pritsker, 1997. "Nonparametric density estimation and tests of continuous time interest rate models," Finance and Economics Discussion Series 1997-26, Board of Governors of the Federal Reserve System (U.S.).
  150. Laurence C. Baker & Martin L. Brown, 1997. "The Effect of Managed Care on Health Care Providers," NBER Working Papers 5987, National Bureau of Economic Research, Inc.
  151. Tong Li, 2005. "Econometrics of first-price auctions with entry and binding reservation prices," Journal of Econometrics, Elsevier, vol. 126(1), pages 173-200, May.
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