13 results
ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS
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- Journal:
- Econometric Theory / Volume 33 / Issue 5 / October 2017
- Published online by Cambridge University Press:
- 03 October 2016, pp. 1046-1080
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GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
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- Journal:
- Econometric Theory / Volume 30 / Issue 2 / April 2014
- Published online by Cambridge University Press:
- 29 November 2013, pp. 287-333
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A Unified Theory of Estimation and Inference for Nonlinear Dynamic ModelsA.R. Gallant and H. White
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- Econometric Theory / Volume 5 / Issue 1 / April 1989
- Published online by Cambridge University Press:
- 18 October 2010, pp. 166-171
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Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
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- Journal:
- Econometric Theory / Volume 4 / Issue 3 / December 1988
- Published online by Cambridge University Press:
- 18 October 2010, pp. 458-467
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Generic Uniform Convergence
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- Econometric Theory / Volume 8 / Issue 2 / June 1992
- Published online by Cambridge University Press:
- 18 October 2010, pp. 241-257
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ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
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- Journal:
- Econometric Theory / Volume 26 / Issue 2 / April 2010
- Published online by Cambridge University Press:
- 02 October 2009, pp. 426-468
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VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 669-709
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Nonparametric Kernel Estimation for Semiparametric Models
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- Journal:
- Econometric Theory / Volume 11 / Issue 3 / June 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 560-586
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Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
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- Journal:
- Econometric Theory / Volume 6 / Issue 4 / December 1990
- Published online by Cambridge University Press:
- 11 February 2009, pp. 466-479
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RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS
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- Journal:
- Econometric Theory / Volume 23 / Issue 6 / December 2007
- Published online by Cambridge University Press:
- 06 September 2007, pp. 1033-1082
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VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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- Journal:
- Econometric Theory / Volume 21 / Issue 4 / August 2005
- Published online by Cambridge University Press:
- 19 July 2005, pp. 710-734
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EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
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- Journal:
- Econometric Theory / Volume 18 / Issue 5 / October 2002
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1040-1085
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ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS
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- Journal:
- Econometric Theory / Volume 18 / Issue 4 / August 2002
- Published online by Cambridge University Press:
- 17 May 2002, pp. 962-984
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