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Generalized Method of Moments and Macroeconomics

https://doi.org/10.1198/073500102288618603

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-3932(82)90020-4openalex-snapshot

Instrumental variables procedures for estimating linear rational expectations models

inferredcites →https://doi.org/10.1016/0304-3932(90)90024-xopenalex-snapshot

On tests of representative consumer asset pricing models

inferredcites →https://doi.org/10.1016/0304-3932(90)90046-7openalex-snapshot

What does the term structure tell us about future inflation?

inferredcites →https://doi.org/10.1016/0304-4076(74)90033-5openalex-snapshot

The nonlinear two-stage least-squares estimator

inferredcites →https://doi.org/10.1016/0304-4076(77)90035-5openalex-snapshot

Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations

inferredcites →https://doi.org/10.1016/0304-4076(79)90041-1openalex-snapshot

Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation

inferredcites →https://doi.org/10.1016/0304-4076(82)90095-1openalex-snapshot

Formulation and estimation of dynamic models using panel data

inferredcites →https://doi.org/10.1016/0304-4076(85)90138-1openalex-snapshot

A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators

inferredcites →https://doi.org/10.1016/0304-4076(94)01642-dopenalex-snapshot

Another look at the instrumental variable estimation of error-components models

inferredcites →https://doi.org/10.1016/0304-4076(95)01788-7openalex-snapshot

Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator

inferredcites →https://doi.org/10.1016/j.jeconom.2005.06.004openalex-snapshot

Bootstrapping GMM estimators for time series

inferredcites →https://doi.org/10.1016/s0304-4076(98)00050-5openalex-snapshot

Redundancy of moment conditions

inferredcites →https://doi.org/10.1016/s0304-4076(99)00014-7openalex-snapshot

GMM inference when the number of moment conditions is large

inferredcites →https://doi.org/10.1017/s026646660000801xopenalex-snapshot

Determination of Estimators with Minimum Asymptotic Covariance Matrices

inferredcites →https://doi.org/10.1017/s0266466602183010openalex-snapshot

EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY

inferredcites →https://doi.org/10.1080/01621459.1981.10477691openalex-snapshot

Estimation of Dynamic Models with Error Components

inferredcites →https://doi.org/10.1080/01621459.1988.10478675openalex-snapshot

Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions

inferredcites →https://doi.org/10.1080/07350015.1986.10509537openalex-snapshot

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

inferredcites →https://doi.org/10.1080/07350015.1992.10509877openalex-snapshot

On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous

inferredcites →https://doi.org/10.1080/07350015.1996.10524656openalex-snapshot

Finite-Sample Properties of Some Alternative GMM Estimators

inferredcites →https://doi.org/10.1080/07350015.1996.10524657openalex-snapshot

A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model

inferredcites →https://doi.org/10.1086/260910openalex-snapshot

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

inferredcites →https://doi.org/10.1093/biomet/75.2.237openalex-snapshot

Empirical Likelihood Ratio Confidence Intervals for a Single Functional

inferredcites →https://doi.org/10.1093/biomet/82.3.561openalex-snapshot

On Blocking Rules for the Bootstrap with Dependent Data

inferredcites →https://doi.org/10.1111/1468-0262.00171openalex-snapshot

Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test

inferredcites →https://doi.org/10.1111/1468-0262.00261openalex-snapshot

Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

inferredcites →https://doi.org/10.1111/1468-0262.00271openalex-snapshot

Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

inferredcites →https://doi.org/10.1111/1468-0262.00439openalex-snapshot

Bootstrap Methods for Markov Processes

inferredcites →https://doi.org/10.1111/1468-2354.00145openalex-snapshot

On Optimal Instrumental Variables Estimation of Stationary Time Series Models

inferredcites →https://doi.org/10.1111/j.1467-842x.1993.tb01327.xopenalex-snapshot

ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA

inferredcites →https://doi.org/10.1111/j.2517-6161.1959.tb00317.xopenalex-snapshot

The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables

inferredcites →https://doi.org/10.1162/003465300558731openalex-snapshot

Saving, Growth, and Investment: A Macroeconomic Analysis Using a Panel of Countries

inferredcites →https://doi.org/10.1198/073500102288618630openalex-snapshot

Generalized Method of Moments and Empirical Likelihood

inferredcites →https://doi.org/10.1198/073500102288618649openalex-snapshot

Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference

inferredcites →https://doi.org/10.1201/9780203911570.ch4openalex-snapshot

On Bootstrap Coverage Probability with Dependent Data

inferredcites →https://doi.org/10.1214/aos/1069362303openalex-snapshot

Second-order correctness of the blockwise bootstrap for stationary observations

inferredcites →https://doi.org/10.1214/aos/1069362388openalex-snapshot

Empirical likelihood methods with weakly dependent processes

inferredcites →https://doi.org/10.1214/aos/1176325370openalex-snapshot

Empirical Likelihood and General Estimating Equations

inferredcites →https://doi.org/10.1257/aer.90.3.391openalex-snapshot

Habit Formation in Consumer Preferences: Evidence from Panel Data

inferredcites →https://doi.org/10.1257/aer.90.5.1464openalex-snapshot

Output Fluctuations in the United States: What Has Changed Since the Early 1980's?

inferredcites →https://doi.org/10.17016/ifdp.1995.504openalex-snapshot

Inferences From Parametric and Non-Parametric Covariance Matrix Estimation Procedures

inferredcites →https://doi.org/10.2139/ssrn.2785111openalex-snapshot

Exploring the Role of Uncertainty for Corporate Investment Decisions in Germany

inferredcites →https://doi.org/10.2307/1391493openalex-snapshot

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data

inferredcites →https://doi.org/10.2307/1391796openalex-snapshot

[On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous]: Comment

inferredcites →https://doi.org/10.2307/1392099openalex-snapshot

Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors

inferredcites →https://doi.org/10.2307/1392443openalex-snapshot

A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model

inferredcites →https://doi.org/10.2307/1905296openalex-snapshot

On the Asymptotic Distribution of Generalized Linear Estimators

inferredcites →https://doi.org/10.2307/1907619openalex-snapshot

The Estimation of Economic Relationships using Instrumental Variables

inferredcites →https://doi.org/10.2307/1907743openalex-snapshot

A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation

inferredcites →https://doi.org/10.2307/1911408openalex-snapshot

Biases in Dynamic Models with Fixed Effects

inferredcites →https://doi.org/10.2307/1911465openalex-snapshot

Nonlinear Regression with Dependent Observations

inferredcites →https://doi.org/10.2307/1911486openalex-snapshot

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

inferredcites →https://doi.org/10.2307/1911873openalex-snapshot

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

inferredcites →https://doi.org/10.2307/1912004openalex-snapshot

Maximum Likelihood Estimation of Misspecified Models

inferredcites →https://doi.org/10.2307/1912158openalex-snapshot

Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments

inferredcites →https://doi.org/10.2307/1912526openalex-snapshot

Maximum Likelihood Estimation of Misspecified Models

inferredcites →https://doi.org/10.2307/1912639openalex-snapshot

Instrumental Variables Regression with Independent Observations

inferredcites →https://doi.org/10.2307/1912684openalex-snapshot

The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

inferredcites →https://doi.org/10.2307/1912775openalex-snapshot

Large Sample Properties of Generalized Method of Moments Estimators

inferredcites →https://doi.org/10.2307/1912934openalex-snapshot

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

inferredcites →https://doi.org/10.2307/1913610openalex-snapshot

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

inferredcites →https://doi.org/10.2307/1913827openalex-snapshot

Specification Tests in Econometrics

inferredcites →https://doi.org/10.2307/1992430openalex-snapshot

Federal Credit, Private Credit, and Economic Activity

inferredcites →https://doi.org/10.2307/2171849openalex-snapshot

Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

inferredcites →https://doi.org/10.2307/2171942openalex-snapshot

An Information-Theoretic Alternative to Generalized Method of Moments Estimation

inferredcites →https://doi.org/10.2307/2231070openalex-snapshot

Efficient Estimation with A Priori Information.

inferredcites →https://doi.org/10.2307/2287517openalex-snapshot

Estimation of Dynamic Models with Error Components

inferredcites →https://doi.org/10.2307/2289891openalex-snapshot

Nonlinear Statistical Models.

inferredcites →https://doi.org/10.2307/2297912openalex-snapshot

Automatic Lag Selection in Covariance Matrix Estimation

inferredcites →https://doi.org/10.2307/2297968openalex-snapshot

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

inferredcites →https://doi.org/10.2307/2526578openalex-snapshot

Hypothesis Testing with Efficient Method of Moments Estimation

inferredcites →https://doi.org/10.2307/2532976openalex-snapshot

The Statistical Analysis of Time Series.

inferredcites →https://doi.org/10.2307/2938229openalex-snapshot

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

inferredcites →https://doi.org/10.2307/2998561openalex-snapshot

Information Theoretic Approaches to Inference in Moment Condition Models

inferredcites →https://doi.org/10.3386/t0055openalex-snapshot

A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix

inferredcites →https://doi.org/10.3386/t0086openalex-snapshot

Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors

inferredcites →https://doi.org/10.3386/t0186openalex-snapshot

Information Theoretic Approaches to Inference in Moment Condition Models

inferredcites →https://doi.org/10.7551/mitpress/2577.003.0010openalex-snapshot

Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances

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Generalized autoregressive Method of Moments

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GMM Long-Run Variance Estimation via VAR Averaging

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GMM Estimation for Moment Condition Models With Time-Varying Parameters

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Heteroskedasticity and Autocorrelation Corrections

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