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Citations for "Small sample bias in GMM estimation of covariance structures"

by Joseph G. Altonji & Lewis M. Segal

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  1. Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, vol. 126(1), pages 25-51, May.
  2. Guido W Imbens, Phillip Johnson & Richard H Spady, . "Information theoretic approaches to inference in moment condition model," Economics Papers W12., Economics Group, Nuffield College, University of Oxford.
  3. 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.
  4. Tavneet Suri, 2006. "Selection and Comparative Advantage in Technology Adoption," Working Papers 944, Economic Growth Center, Yale University.
  5. Debopam Bhattacharya & Pascaline Dupas, 2008. "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers 14447, National Bureau of Economic Research, Inc.
  6. Laurent Gobillon & Thierry Magnac & Harris Selod, 2012. "Do unemployed workers benefit from enterprise zones? The French experience," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00812979, HAL.
  7. Mariacristina De Nardi & Eric French & John Bailey Jones, 2012. "Medicaid insurance in old age," Working Paper Series WP-2012-13, Federal Reserve Bank of Chicago.
  8. Zhang, Xianyang, 2016. "Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework," Journal of Econometrics, Elsevier, vol. 193(1), pages 123-146.
  9. Kjetil Storesletten & Gianluca Violante & Jonathan Heathcote, 2007. "Consumption and Labor Supply with Partial Insurance: An Analytical Framework," 2007 Meeting Papers 913, Society for Economic Dynamics.
  10. Peter Haan & Victoria Prowse, 2010. "The Design of Unemployment Transfers: Evidence from a Dynamic Structural Life-Cycle Model," Discussion Papers of DIW Berlin 986, DIW Berlin, German Institute for Economic Research.
  11. Lluis, S., 2001. "Wage Policy of Firms: An Empirical Investigation," Cahiers de recherche 2001-18, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  12. Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," UFAE and IAE Working Papers 874.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  13. Angrist, J D & Imbens, G W & Krueger, A B, 1999. "Jackknife Instrumental Variables Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb..
  14. Cervini-Plá, María & Ramos, Xavi, 2008. "Long Term Earnings Inequality, Earnings Instability and Temporary Employment in Spain: 1993–2000," IZA Discussion Papers 3538, Institute for the Study of Labor (IZA).
  15. Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
  16. Sun, Yixiao & Kim, Min Seong, 2012. "Simple and powerful GMM over-identification tests with accurate size," Journal of Econometrics, Elsevier, vol. 166(2), pages 267-281.
  17. Mariacristina De Nardi & Eric French & John Bailey Jones, 2015. "Couples' and Singles’ Savings After Retirement," Working Papers wp322, University of Michigan, Michigan Retirement Research Center.
  18. Krebs, tom & Krishna, Pravin & Maloney, William, 2005. "Trade policy, income risk, and welfare," Policy Research Working Paper Series 3622, The World Bank.
  19. George Kapetanios & Tony Yates, 2010. "Estimating time variation in measurement error from data revisions: an application to backcasting and forecasting in dynamic models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 869-893.
  20. G. Everaert & L. Pozzi, 2004. "Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/263, Ghent University, Faculty of Economics and Business Administration.
  21. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
  22. Gobillon, Laurent & Magnac, Thierry & Selod, Harris, 2007. "The Effect of Location on Finding a Job in the Paris Region," IDEI Working Papers 433, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2009.
  23. Johannes Fedderke & Robert Klitgaard & Kamil Akramov, 2011. "Heterogeneity Happens: How Rights Matter in Economic Development," Working Papers 220, Economic Research Southern Africa.
  24. Isacsson, Gunnar, 2007. "The trade off between time and money: Is there a difference between real and hypothetical choices?," Working Papers 2007:3, Swedish National Road & Transport Research Institute (VTI).
  25. Alok Johri and Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University.
  26. Olivier Coibion & Yuriy Gorodnichenko, 2008. "Strategic Interaction Among Heterogeneous Price-Setters In An Estimated DSGE Model," NBER Working Papers 14323, National Bureau of Economic Research, Inc.
  27. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  28. Greg Kaplan, 2011. "Inequality and the Lifecycle," PIER Working Paper Archive 11-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  29. Cappellari, Lorenzo, 2000. "The dynamics and inequality of Italian male earnings: permanent changes or transitory fluctuations?," ISER Working Paper Series 2000-41, Institute for Social and Economic Research.
  30. Christian Dustmann & Ian Preston, 2000. "Racial and Economic Factors in Attitudes to Immigration," Econometric Society World Congress 2000 Contributed Papers 0839, Econometric Society.
  31. M. E. Bontempi & I. Mammi, 2014. "pca2: implementing a strategy to reduce the instrument count in panel GMM," Working Papers wp960, Dipartimento Scienze Economiche, Universita' di Bologna.
  32. John Bailey Jones & Eric French, 2010. "The Effects of Health Insurance and Self-Insurance on Retirement Behavior," Discussion Papers 10-10, University at Albany, SUNY, Department of Economics.
  33. Bönke, Timm & Giesecke, Matthias & Lüthen, Holger, 2015. "The dynamics of earnings in Germany: Evidence from social security records," Discussion Papers 2015/26, Free University Berlin, School of Business & Economics.
  34. Beum-Jo Park, 2009. "Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models," Quantitative Finance, Taylor & Francis Journals, vol. 9(1), pages 93-104.
  35. Fouarge, Didier & Muffels, Ruud, 2000. "Persistent poverty in the Netherlands, Germany and the UK," MPRA Paper 13297, University Library of Munich, Germany.
  36. Gobillon, Laurent & Magnac, Thierry & Selod, Harris, 2007. "The Effect of Location on Finding a Job in the Greater Paris Area," IZA Discussion Papers 2848, Institute for the Study of Labor (IZA).
  37. Aller, Carlos & Ductor, Lorenzo & Herrerias, M.J., 2015. "The world trade network and the environment," Energy Economics, Elsevier, vol. 52(PA), pages 55-68.
  38. Zhong Zhao, 2010. "Earnings Instability and Earnings Inequality in Urban China: 1989–2006," Working Papers id:2783, eSocialSciences.
  39. Ariell Reshef, 2008. "Is Technological Change Biased Towards the Unskilled in Services? An Empirical Investigation," 2008 Meeting Papers 235, Society for Economic Dynamics.
  40. Eric French & John Bailey Jones, 2002. "On the distribution and dynamics of health costs," Working Paper Series WP-02-21, Federal Reserve Bank of Chicago.
  41. Yingying Dong & Arthur Lewbel, 2009. "Nonparametric Identification of a Binary Random Factor in Cross Section Data," Boston College Working Papers in Economics 707, Boston College Department of Economics, revised 01 Jul 2010.
  42. David Laibson & Andrea Repetto & Jeremy Tobacman, 2007. "Estimating Discount Functions with Consumption Choices over the Lifecycle," NBER Working Papers 13314, National Bureau of Economic Research, Inc.
  43. Jason DeBacker & Bradley Heim & Vasia Panousi & Ivan Vidangos, 2011. "Rising inequality: transitory or permanent? New evidence from a U.S. panel of household income 1987-2006," Finance and Economics Discussion Series 2011-60, Board of Governors of the Federal Reserve System (U.S.).
  44. Fatih Guvenen & Michelle Rendall, 2014. "Online Appendix to "Women's Emancipation through Education: A Macroeconomic Analysis"," Technical Appendices 14-159, Review of Economic Dynamics.
  45. Sacht, Stephen & Jang, Tae-Seok, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62071, Verein für Socialpolitik / German Economic Association.
  46. Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.
  47. Robert C. Feenstra & Philip A. Luck & Maurice Obstfeld & Katheryn N. Russ, 2014. "In Search of the Armington Elasticity," NBER Working Papers 20063, National Bureau of Economic Research, Inc.
  48. Deb, Partha & TRIVEDI, PRAVIN K, 1998. "Moment-based Estimation of Latent Class Models of Event Counts," University of California at San Diego, Economics Working Paper Series qt6r282286, Department of Economics, UC San Diego.
  49. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
  50. Schrimpf, Andreas & Grammig, Joachim G., 2007. "Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns," ZEW Discussion Papers 06-032 [rev.], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  51. Jose Mustre-del-Rio, 2014. "Online Appendix to "Wealth and Labor Supply Heterogeneity"," Technical Appendices 12-158, Review of Economic Dynamics.
  52. Michael Baker & Gary Solon, 2003. "Earnings Dynamics and Inequality among Canadian Men, 1976-1992: Evidence from Longitudinal Income Tax Records," Journal of Labor Economics, University of Chicago Press, vol. 21(2), pages 267-288, April.
  53. George Judge & Marco Van_Akkeren, 2000. "Generalized Moment Based Estimation and Inference," Econometric Society World Congress 2000 Contributed Papers 0073, Econometric Society.
  54. Alberto Chong & César Calderón, 2001. "Volume and Quality of Infrastructure and the Distribution of Income: An Empirical Investigation," Research Department Publications 4263, Inter-American Development Bank, Research Department.
  55. Tullio Jappelli & Luigi Pistaferri, 2004. "Intertemporal choice and consumption mobility," 2004 Meeting Papers 195, Society for Economic Dynamics.
  56. Zhiguo Xiao, 2011. "Efficient Estimation of Moment Condition Models with Heterogenous Populations," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 89-107, May.
  57. Joachim Inkmann, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Paper 00-03, Center of Finance and Econometrics, University of Konstanz.
  58. Mariacristina De Nardi & Eric French & John Bailey Jones, 2006. "Differential Mortality, Uncertain Medical Expenses, and the Saving of Elderly Singles," NBER Working Papers 12554, National Bureau of Economic Research, Inc.
  59. Letendre, Marc-Andre, 2004. "Semi-parametric predictions of the intertemporal approach to the current account," Journal of International Economics, Elsevier, vol. 64(2), pages 363-386, December.
  60. G. Malengier & L. Pozzi, 2004. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/274, Ghent University, Faculty of Economics and Business Administration.
  61. Donald Boyd & Hamilton Lankford & Susanna Loeb & James Wyckoff, 2012. "Measuring Test Measurement Error: A General Approach," NBER Working Papers 18010, National Bureau of Economic Research, Inc.
  62. Bhashkar Mazumder, 2002. "The Mis-Measurement of Permanent Earnings: New Evidence from Social Security Earnings Data," Working Papers 02-12, Center for Economic Studies, U.S. Census Bureau.
  63. Zhao, Zhong, 2007. "Earnings Instability and Earnings Inequality in Urban China: 1989–2006," IZA Discussion Papers 3270, Institute for the Study of Labor (IZA).
  64. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005. "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 139-182.
  65. César Calderón & Alberto Chong & Norman Loayza, 1999. "Determinants of Current Account Deficits in Developing Countries," Working Papers Central Bank of Chile 51, Central Bank of Chile.
  66. Cristóbal Huneeus L. & Andrea Repetto L., 2004. "Labor Income Dynamics in Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 7(2), pages 47-62, August.
  67. Tavneet Suri, 2009. "Selection and Comparative Advantage in Technology Adoption," NBER Working Papers 15346, National Bureau of Economic Research, Inc.
  68. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
  69. Kalwij, Adriaan & Alessie, Rob, 2003. "Permanent and Transitory Wage Inequality of British Men, 1975-2001: Year, Age and Cohort Effects," IZA Discussion Papers 686, Institute for the Study of Labor (IZA).
  70. Mariacristina De Nardi & Eric French & John B. Jones, 2010. "Why Do the Elderly Save? The Role of Medical Expenses," Journal of Political Economy, University of Chicago Press, vol. 118(1), pages 39-75, 02.
  71. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics.
  72. Adriaan S. Kalwij & Rob Alessie, 2007. "Permanent and transitory wages of British men, 1975-2001: year, age and cohort effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1063-1093.
  73. 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.
  74. Benjamin R. Auer, 2012. "Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 232(5), pages 518-544, September.
  75. Mariarosaria Agostino & Francesco Trivieri, 2014. "Does trade credit play a signalling role? Some evidence from SMEs microdata," Small Business Economics, Springer, vol. 42(1), pages 131-151, January.
  76. Michal Myck & Richard Ochmann & Salmai Qari, 2009. "Dynamics of Earnings and Hourly Wages in Germany," Discussion Papers of DIW Berlin 929, DIW Berlin, German Institute for Economic Research.
  77. Jeremy Lise & Costas Meghir & Jean-Marc Robin, 2013. "Matching, Sorting and Wages," Working Papers hal-01070442, HAL.
  78. Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
  79. Bernal, Pedro & Mittag, Nikolas & Qureshi, Javaeria A., 2016. "Estimating effects of school quality using multiple proxies," Labour Economics, Elsevier, vol. 39(C), pages 1-10.
  80. Jang, Tae-Seok & Sacht, Stephen, 2014. "Animal spirits and the business cycle: Empirical evidence from moment matching," Economics Working Papers 2014-06, Christian-Albrechts-University of Kiel, Department of Economics.
  81. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse.
  82. Chau, Tak Wai, 2013. "Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study," MPRA Paper 44106, University Library of Munich, Germany.
  83. Costas Meghir & Luigi Pistaferri, 2004. "Income Variance Dynamics and Heterogeneity," Econometrica, Econometric Society, vol. 72(1), pages 1-32, 01.
  84. Irina Merkurieva, 2016. "Late Career Job Loss and the Decision to Retire," Discussion Paper Series, Department of Economics 201606, Department of Economics, University of St. Andrews.
  85. Gnangnon, Sèna Kimm, 2013. "Structural vulnerability and excessive public indebtedness in CFA Franc Zone countries," Economic Modelling, Elsevier, vol. 35(C), pages 816-832.
  86. Fatih Guvenen, 2007. "An empirical investigation of labor income processes," IFS Working Papers W07/13, Institute for Fiscal Studies.
  87. Tang, Jenn-Hong, 2007. "Gross job flows and technology shocks in nondurable and durable goods sectors," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 326-354, June.
  88. Robert Gibbons & Lawrence F. Katz & Thomas Lemieux & Daniel Parent, 2002. "Comparative Advantage, Learning, and Sectoral Wage Determination," NBER Working Papers 8889, National Bureau of Economic Research, Inc.
  89. Gorodnichenko, Yuriy & Ng, Serena, 2010. "Estimation of DSGE models when the data are persistent," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 325-340, April.
  90. Richard Blundell & Luigi Pistaferri & Ian Preston, 2002. "Partial insurance, information and consumption dynamics," IFS Working Papers W02/16, Institute for Fiscal Studies.
  91. 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).
  92. Combes, Pierre-Philippe & Magnac, Thierry & Robin, Jean-Marc, 2004. "The dynamics of local employment in France," Journal of Urban Economics, Elsevier, vol. 56(2), pages 217-243, September.
  93. Devicienti, Francesco, 2002. "Estimating Poverty Persistence in Britain," Royal Economic Society Annual Conference 2002 61, Royal Economic Society.
  94. Agostino, Mariarosaria, 2008. "World Bank Conditional Loans and Private Investment in Recipient Countries," World Development, Elsevier, vol. 36(10), pages 1692-1708, October.
  95. Dale T. Mortensen & Rasmus Lentz, 2005. "An Empirical Model of Growth Through Product Innovation," 2005 Meeting Papers 910, Society for Economic Dynamics.
  96. 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.
  97. Mariarosaria Agostino, 2004. "Conditionality, Commitment and Investment Response in LDCs," Economics Working Papers 2004-10, Department of Economics and Business Economics, Aarhus University.
  98. Aguirregabiria, Victor & Nevo, Aviv, 2010. "Recent developments in empirical IO: dynamic demand and dynamic games," MPRA Paper 27814, University Library of Munich, Germany.
  99. SOLOGON Denisa & VAN KERM Philippe, 2014. "Earnings dynamics, foreign workers and the stability of inequality trends in Luxembourg 1988-2009," LISER Working Paper Series 2014-03, LISER.
  100. A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
  101. Atsushi Inoue & Tomislav Vukina, 2006. "Testing for the principal’s monopsony power in agency contracts," Empirical Economics, Springer, vol. 31(3), pages 717-734, September.
  102. Ronald J. Balvers & Dayong Huang, 2005. "Productivity-Based Asset Pricing: Theory and Evidence," Working Papers 05-05 Classification- JEL, Department of Economics, West Virginia University.
  103. Prokhorov, Artem, 2012. "Second order bias of quasi-MLE for covariance structure models," Economics Letters, Elsevier, vol. 114(2), pages 195-197.
  104. Kezdi, Gabor & Hahn, Jinyong & Solon, Gary, 2002. "Jackknife minimum distance estimation," Economics Letters, Elsevier, vol. 76(1), pages 35-45, June.
  105. Lorenzo Cappellari & Marco Leonardi, 2007. "Earnings Instability and Tenure," DISCE - Quaderni dell'Istituto di Economia dell'Impresa e del Lavoro ieil0048, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  106. Hjalmar Böhm & Michael Funke & Nikolaus A. Siegfried, 1999. "Discovering the Link between Uncertainty and Investment - Microeconometric Evidence from Germany," Quantitative Macroeconomics Working Papers 19906, Hamburg University, Department of Economics.
  107. Hélène Bonnal & Éric Renault, 2004. "On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood," CIRANO Working Papers 2004s-18, CIRANO.
  108. Ariell Reshef, 2012. "Online Appendix to "Is Technological Change Biased Towards the Unskilled in Services? An Empirical Investigation"," Technical Appendices 11-241, Review of Economic Dynamics.
  109. Carlos Madeira, 2015. "Identification of Earning Dynamics using Rotating Samples over Short Periods: The Case of Chile," Working Papers Central Bank of Chile 754, Central Bank of Chile.
  110. Ostrovsky, Yuri, 2008. "Earnings Inequality and Earnings Instability of Immigrants in Canada," Analytical Studies Branch Research Paper Series 2008309e, Statistics Canada, Analytical Studies Branch.
  111. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2008. "The Macroeconomic Implications of Rising Wage Inequality in the United States," NBER Working Papers 14052, National Bureau of Economic Research, Inc.
  112. Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June.
  113. Ramos, Xavier, 2001. "The dynamics of individual male earnings in Great Britain: 1991-1999," ISER Working Paper Series 2001-15, Institute for Social and Economic Research.
  114. Robert Moffitt & Peter Gottschalk, 2011. "Trends in the Transitory Variance of Male Earnings in the U.S., 1970-2004," Economics Working Paper Archive 578, The Johns Hopkins University,Department of Economics.
  115. Alberto Chong & César Calderón, 2001. "Volumen y calidad de la infraestructura y la distribución del ingreso: investigación empírica," Research Department Publications 4264, Inter-American Development Bank, Research Department.
  116. Doran, Howard E. & Schmidt, Peter, 2006. "GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 133(1), pages 387-409, July.
  117. Richard Dickens, 1996. "The evolution of individual male earnings in Great Britain 1974-1994," LSE Research Online Documents on Economics 20647, London School of Economics and Political Science, LSE Library.
  118. Loayza, Norman & Schmidt-Hebbel, Klaus & Serven, Luis, 2000. "What drives private saving around the world?," Policy Research Working Paper Series 2309, The World Bank.
  119. Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
  120. 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.
  121. Joel L. Horowitz, 1996. "Bootstrap Methods For Covariance Structures," Econometrics 9610003, EconWPA.
  122. Martin Lettau & Sydney Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York.
  123. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank.
  124. Clive Bowsher, 2000. "On Testing Overidentifying Restrictions in Dynamic Panel Data Models," Economics Series Working Papers 2000-W28, University of Oxford, Department of Economics.
  125. François Gourio & Nicolas Roys, 2014. "Size‐dependent regulations, firm size distribution, and reallocation," Quantitative Economics, Econometric Society, vol. 5, pages 377-416, 07.
  126. Xiao, Zhiguo, 2010. "The weighted method of moments approach for moment condition models," Economics Letters, Elsevier, vol. 107(2), pages 183-186, May.
  127. Aedín Doris & Donal O’Neill & Olive Sweetman, 2013. "Identification of the covariance structure of earnings using the GMM estimator," Journal of Economic Inequality, Springer, vol. 11(3), pages 343-372, September.
  128. Fedderke, Johannes & Klitgaard, Robert, 2013. "How Much Do Rights Matter?," World Development, Elsevier, vol. 51(C), pages 187-206.
  129. Ivan Vidangos, 2009. "Household welfare, precautionary saving, and social insurance under multiple sources of risk," Finance and Economics Discussion Series 2009-14, Board of Governors of the Federal Reserve System (U.S.).
  130. Donald Cox & Serena Ng & Andreas Waldkirch, 2000. "Intergenerational Linkages in Consumption Behavior," Econometric Society World Congress 2000 Contributed Papers 1791, Econometric Society, revised 08 Nov 2000.
  131. repec:hal:journl:peer-00815562 is not listed on IDEAS
  132. Mehmet Caner, 2005. "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics 0509019, EconWPA.
  133. 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.
  134. Magnac, Thierry & Roux, Sébastien, 2007. "Dynamique des salaires dans une cohorte," IDEI Working Papers 436, Institut d'Économie Industrielle (IDEI), Toulouse.
  135. Damba Lkhagvasuren, 2006. "Education, Mobility and the College Wage Premium," Working Papers 14001, Concordia University, Department of Economics, revised Nov 2013.
  136. Jan Hogrefe & Yao Yao, 2016. "Offshoring and labor income risk: an empirical investigation," Empirical Economics, Springer, vol. 50(3), pages 1045-1063, May.
  137. Joshua D. Angrist & Alan B. Krueger, 1995. "Split Sample Instrumental Variables," NBER Technical Working Papers 0150, National Bureau of Economic Research, Inc.
  138. Bhashkar Mazumder, 2003. "Revised estimates of intergenerational income mobility in the United States," Working Paper Series WP-03-16, Federal Reserve Bank of Chicago.
  139. Hlouskova, Jaroslava & Sögner, Leopold, 2015. "GMM Estimation of Affine Term Structure Models," Economics Series 315, Institute for Advanced Studies.
  140. Grammig, Joachim G. & Schrimpf, Andreas, 2006. "Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns," ZEW Discussion Papers 06-32, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  141. Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L, 2004. "The Cross-Sectional Implications of Rising Wage Inequality in the United States," CEPR Discussion Papers 4296, C.E.P.R. Discussion Papers.
  142. Björklund, Anders & Jäntti, Markus & Lindquist, Matthew J., 2007. "Family Background and Income during the Rise of the Welfare State: Brother Correlations in Income for Swedish Men Born 1932-1968," IZA Discussion Papers 3000, Institute for the Study of Labor (IZA).
  143. repec:use:tkiwps:044 is not listed on IDEAS
  144. Cardoso, Ana Rute & Portela, Miguel, 2005. "The Provision of Wage Insurance by the Firm: Evidence from a Longitudinal Matched Employer-Employee Dataset," IZA Discussion Papers 1865, Institute for the Study of Labor (IZA).
  145. Chay, Kenneth Y. & Lee, David S., 2000. "Changes in relative wages in the 1980s Returns to observed and unobserved skills and black-white wage differentials," Journal of Econometrics, Elsevier, vol. 99(1), pages 1-38, November.
  146. Ahn, Seung C. & Perez, M. Fabricio, 2010. "GMM estimation of the number of latent factors: With application to international stock markets," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 783-802, September.
  147. Reiner Franke & Frank Westerhoff, 2016. "Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(1), pages 1-34, April.
  148. Joseph E. Aldy & W. Kip Viscusi, 2008. "Adjusting the Value of a Statistical Life for Age and Cohort Effects," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 573-581, August.
  149. Istvan Konya & Hiroshi Ohashi, 2004. "Globalization and Consumption Patterns among the OECD Countries," Boston College Working Papers in Economics 596, Boston College Department of Economics.
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