This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations for "Hypothesis Testing with Efficient Method of Moments Estimation"

by Newey, Whitney K & West, Kenneth D

For a complete description of this item, click here.
Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. 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. [Downloadable!]
    Other versions:
  2. Olivier Donni, 2004. "A Collective Model of Household Behavior with Private and Public Goods: Theory and Evidence from US Data," Econometric Society 2004 Latin American Meetings 26, Econometric Society. [Downloadable!]
  3. Joshua Angrist, 1989. "Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models," Working Papers 626, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
  4. Qiang Dai & Kenneth J. Singleton, 1997. "Specification Analysis of Affine Term Structure Models," NBER Working Papers 6128, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. David Demery & Nigel Duck, 2003. "Inflation Dynamics and Inflation Regimes," Bristol Economics Discussion Papers 03/549, Department of Economics, University of Bristol, UK. [Downloadable!]
  6. Robert M. Adams & Lars-Hendrik Roller & Robin C. Sickles, 2002. "Market power in outputs and inputs: an empirical application to banking," Finance and Economics Discussion Series 2002-52, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  7. Xiaohong Chen & Yanqin Fan, 2002. "Estimation of Copula-Based Semiparametric Time Series Models," Working Papers 0226, Department of Economics, Vanderbilt University, revised Oct 2004. [Downloadable!]
  8. José Manuel Campa & P.H. Kevin Chang & James F. Refalo, 1999. "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997," Working Papers 99-08, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    Other versions:
  9. Frank Windmeijer, 2006. "GMM for panel count data models," Bristol Economics Discussion Papers 06/591, Department of Economics, University of Bristol, UK. [Downloadable!]
    Other versions:
  10. Denise Côté & Carlos de Resende, 2008. "Globalization and Inflation: The Role of China," Working Papers 08-35, Bank of Canada. [Downloadable!]
  11. Alice Y. Ouyang & Ramkishen S. Rajan & Thomas D. Willett, 2007. "China as a Reserve Sink: The Evidence from Offset and Sterilization Coefficients," Working Papers 102007, Hong Kong Institute for Monetary Research. [Downloadable!]
  12. Douglas Holtz-Eakin & Whitney Newey & Harvey Rosen, 1987. "Wages and Hours: Estimating Vector Autoregressions with Panel Data," Working Papers 602, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
  13. Olivier Armantier and Erwann Sbai, . "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, SUNY-Stony Brook, Department of Economics. [Downloadable!]
  14. Olivier Donni, 2004. "A Collective Model of Household Behavior with Private Public Goods: Theory and Some Evidence from U.S. Data," DELTA Working Papers 2004-04, DELTA (Ecole normale supérieure). [Downloadable!]
  15. Fabrizio Carmignani, . "Cyclical fiscal policy in developing countries: the case of Africa," MRG Discussion Paper Series 2408, School of Economics, University of Queensland, Australia. [Downloadable!]
  16. Qiang Bu & Nelson Lacey, 2009. "On understanding mutual fund terminations," Journal of Economics and Finance, Springer, vol. 33(1), pages 80-99, January. [Downloadable!] (restricted)
  17. Olivier Donni, 2006. "The Intrahousehold Allocation of Private and Public Consumption: Theory and Evidence from U.S. Data," IZA Discussion Papers 2137, Institute for the Study of Labor (IZA). [Downloadable!]
  18. Olivier Armantier, 2006. "Estimates of Own Lethal Risks and Anchoring Effects," CIRANO Working Papers 2006s-14, CIRANO. [Downloadable!]
    Other versions:
  19. Jean-Marie Dufour & Alain Trognon, 2000. "Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments," Econometric Society World Congress 2000 Contributed Papers 1420, Econometric Society. [Downloadable!]
  20. Robert R. Bliss & David C. Smith, 1997. "The stability of interest rate processes," Working Paper 97-13, Federal Reserve Bank of Atlanta. [Downloadable!]
  21. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
    Other versions:
  22. Alessandra Del Boca & Marzio Galeotti & Paola Rota, 2003. "Non-convexities in the Adjustment of Different Capital Inputs: A Firm-level Investigation," Working Papers 2003.35, Fondazione Eni Enrico Mattei. [Downloadable!]
    Other versions:
  23. Ethan Ligon, 1996. "Risk-Sharing and Information: Theory and Measurement in Village Economies," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 824, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
  24. repec:fth:prinin:234 is not listed on IDEAS
  25. Ziliak, J.P. & Kniesner, T.J., 1996. "The importance of sample attrition in life cycle labor supply estimation," Discussion Paper 46, Tilburg University, Center for Economic Research. [Downloadable!]
  26. Olivier Armantier, . "Does Wealth Affect Fairness Considerations?," Department of Economics Working Papers 01-05, SUNY-Stony Brook, Department of Economics. [Downloadable!]
  27. Kim Nummelin & Mika Vaihekoski, 2002. "World capital markets and Finnish stock returns," European Journal of Finance, Taylor and Francis Journals, vol. 8(3), pages 322-343, September. [Downloadable!] (restricted)
  28. Jose M. Campa & P.H. Kevin Chang & Robert L. Reider, 1997. "Implied Exchange Rate Distributions: Evidence from OTC Option Markets," NBER Working Papers 6179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  29. Dino Falaschetti, 2004. "Can Voting Reduce Welfare? Evidence from the US Telecommunications Sector," Public Economics 0401009, EconWPA. [Downloadable!]
  30. N.E. Savin & Allan H. Würtz, 2002. "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers 2002-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
  31. Ralf Dewenter & Justus Haucap, 2007. "Demand Elasticities for Mobile Telecommunications in Austria," Ruhr Economic Papers 0017, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    Other versions:
  32. 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. [Downloadable!]
    Other versions:
  33. Francisco Peñaranda & Enrique Sentana, 2004. "Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers wp2004_0410, CEMFI. [Downloadable!]
    Other versions:
  34. Franco Parisi, 1998. "Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 161-182. [Downloadable!]
  35. Egon Zakrajsek, 1997. "Retail inventories, internal finance, and aggregate fluctuations," Research Paper 9722, Federal Reserve Bank of New York. [Downloadable!]
  36. Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics. [Downloadable!]
  37. Chatelain, J.-B. & Teurlai, J.-C., 2001. "Pitfalls in Investment Euler Equations," Documents de Travail 81, Banque de France. [Downloadable!]
    Other versions:
  38. Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside Risk," NBER Working Papers 11824, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  39. Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  40. Todd Prono, 2006. "GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique," Working Papers 07-1, Federal Reserve Bank of Boston. [Downloadable!]
  41. Magnus Dahlquist, Peter Sellin, 1996. "Stochastic dominance, tax-loss selling and seasonalities in Sweden," European Journal of Finance, Taylor and Francis Journals, vol. 2(1), pages 1-19, March. [Downloadable!] (restricted)
  42. Chris Brooks & Xiafei Li & Joelle Miffre, 2007. "The Value Premium and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance icma-dp2007-03, Henley Business School, Reading University. [Downloadable!]
  43. Philip G. Gayle, 2004. "Does Price Matter? Price and Non-price Competition in the Airline Industry," Econometric Society 2004 North American Summer Meetings 163, Econometric Society. [Downloadable!]
  44. Nijman, T.E. & Roon, F.A. de & Veld, C., 1996. "Pricing term structure risk in futures markets," Discussion Paper 78, Tilburg University, Center for Economic Research. [Downloadable!]
  45. Gomes, Joao F & Yaron, Amir & Zhang, Lu, 2002. "Asset Pricing Implications of Firms' Financing Constraints," CEPR Discussion Papers 3495, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  46. Michael R. Darby & Qiao Liu & Lynne G. Zucker, 1999. "Stakes and Stars: The Effect of Intellectual Human Capital on the Level and Variability of High-Tech Firms' Market Values," NBER Working Papers 7201, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  47. Paulo Parente & Richard Smith, 2008. "GEL methods for non-smooth moment indicators," CeMMAP working papers CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  48. Marine Carrasco, 2004. "Chi-square Tests for Parameter Stability," RCER Working Papers 508, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
  49. Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance 9904003, EconWPA. [Downloadable!]
    Other versions:
  50. Fabrizio Carmignani & Abdur Chowdhury, 2007. "The Role of Primary Commodities in Economic Development: Sub-Saharan Africa Versus the Rest of the World," ECE Discussion Papers Series 2007_7, UNECE. [Downloadable!]
  51. Joshua Angrist, 1988. "Grouped Data Estimation and Testing in Simple Labor Supply Models," Working Papers 614, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
    Other versions:
  52. George Jakubson, 1986. "Measurement Error in Binary Explanatory Variables in Panel Data Models: Why Do Cross Section and Panel Estimates of the Union Wage Effect Differ?," Working Papers 589, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
  53. Chen, Jing & Chollete, Lorán, 2006. "Financial Distress and Idiosyncratic Volatility: An Empirical Investigation," Discussion Papers 2006/8, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
  54. Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  55. Giunta, Anna & Nifo, Annamaria & Scalera, Domenico, 2009. "Subcontracting in the Italian industry. Labour Division, Firms’ Growth and North-South Divide," MPRA Paper 13084, University Library of Munich, Germany. [Downloadable!]
  56. Ligon, Ethan, 2002. "Targeting and Informal Insurance," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  57. DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche 14-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
    Other versions:
  58. Luisa Nieto & Mª Dolores Robles & Ángeles Fernández, 2002. "Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50," Documentos del Instituto Complutense de Análisis Económico 0208, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
  59. Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal), 2004. "A simple estimation method and finite-sample inference for a stochastic volatility model," Econometric Society 2004 North American Summer Meetings 153, Econometric Society. [Downloadable!]
  60. Eric Ghysels, 1993. "A time series model with periodic stochastic regime switching," Discussion Paper / Institute for Empirical Macroeconomics 84, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  61. Dino Falaschetti, 2003. "Voter Turnout, Regulatory Commitment, and Capital Accumulation: Evidence from the US Telecommunications Sector," Microeconomics 0311002, EconWPA. [Downloadable!]
  62. Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, EconWPA. [Downloadable!]
    Other versions:
  63. repec:fth:prinin:246 is not listed on IDEAS
  64. Inkmann, Joachim, 2005. "Inverse probability weighted generalised empirical likelihood estimators : firm size and R&D revisited," Discussion Paper 131, Tilburg University, Center for Economic Research. [Downloadable!]
  65. Esmerelda A. Ramalho & Richard Smith, 2003. "Discrete choice non-response," CeMMAP working papers CWP07/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  66. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society. [Downloadable!]
  67. R. Anton Braun & Charles L. Evans, 1996. "Seasonal Solow residuals and Christmas: a case for labor hoarding and increasing returns," Working Papers 575, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  68. Alessandra Guariglia, 2002. "Superstores and Labour Demand: Evidence from Great Britain," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 233-252, November. [Downloadable!]
    Other versions:
  69. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, EconWPA. [Downloadable!]
    Other versions:
  70. Yanqin Fan & Xiaohong Chen, 2004. "Estimation of Copula-Based Semiparametric Time Series Models," Econometric Society 2004 Far Eastern Meetings 559, Econometric Society. [Downloadable!]
  71. Dino Falaschetti, 2004. "Can Voting Reduce Welfare? Evidence from the US Telecommunications Sector," Public Economics 0401006, EconWPA. [Downloadable!]
  72. Charalambos G. Tsangarides, 2004. "A Bayesian Approach to Model Uncertainty," IMF Working Papers 04/68, International Monetary Fund. [Downloadable!]
  73. Giancarlo Marini & Giovanni Piersanti, 2001. "Fiscal Deficits And Currency Crises," Departmental Working Papers 140, Tor Vergata University, CEIS. [Downloadable!]
    Other versions:
  74. François Langot, 1996. "A-t-on besoin d'un modèle d'hystérèse pour rendre compte de la persistance du chômage ?," Annales d'Economie et de Statistique, ADRES, issue 44, pages 02, Octobre-D. [Downloadable!]
  75. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross & Maksimovic, Vojislav, 2000. "Financial structure and economic development - firm, industry, and country evidence," Policy Research Working Paper Series 2423, The World Bank. [Downloadable!]
  76. Joshua D. Angrist & Alan B. Krueger, 1990. "The Effect of Age at School Entry on Educational Attainment: An Application of Instrumental Variables with Moments from Two Samples," NBER Working Papers 3571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  77. Mark M. Spiegel, 2001. "Financial development and growth: are the APEC nations unique?," Pacific Basin Working Paper Series 01-04, Federal Reserve Bank of San Francisco. [Downloadable!]
  78. Greg Duffee, 2005. "Term structure estimation without using latent factors," Computing in Economics and Finance 2005 103, Society for Computational Economics. [Downloadable!]
  79. Ethan Ligon, 1997. "Panel data and Euler equations," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 826, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
    Other versions:
  80. Bernard Fortin & Guy Lacroix & Claude Montmarquette, 1997. "Are Underground Workers More Likely To Be Underground Consumers?," CIRANO Working Papers 97s-28, CIRANO. [Downloadable!]
    Other versions:
  81. Jose M. Campa & P. H. Kevin Chang, 1997. "The Forecasting Ability of Correlations Implied in Foreign Exchange Options," NBER Working Papers 5974, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  82. 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. [Downloadable!] (restricted)
  83. Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  84. Wayne E. Ferson & Ravi Jagannathan, 1996. "Econometric evaluation of asset pricing models," Staff Report 206, Federal Reserve Bank of Minneapolis. [Downloadable!]
Did you know? The RePEc project started in 1997. Its precursor, NetEc, dates back to 1993.

This page was last updated on 2009-10-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.