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DateTitle Authors
2003 Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias CorrectionChao, John C. / Swanson, Norman R.
2002 The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data ModelsBun, Maurice J.G. / Kiviet, Jan F.
2004 Consistent Estimation with a Large Number of Weak InstrumentsChao, John C. / Swanson, Norman R.
2012 Gaussian approximation of suprema of empirical processesChernozhukov, Victor / Chetverikov, Denis / Kato, Kengo
2004 GEL criteria for moment condition modelsSmith, Richard J.
2007 Maximal uniform convergence rates in parametric estimation problemsBeckert, Walter / McFadden, Daniel L.
2005 Maximal uniform convergence rates in parametric estimation problemsBeckert, Walter / McFadden, Daniel L.
2003 Higher order properties of GMM and generalized empirical likelihood estimatorsNewey, Whitney K. / Smith, Richard J.
2005 Weak instruments and empirical likelihood: A discussion of the papers by D. W. K. Andrews and J. H. Stock and Y. KitamuraSmith, Richard J.
2008 Generalized nonparametric deconvolution with an application to earnings dynamicsBonhomme, Stéphane / Robin, Jean-Marc

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