Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity
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- Jan F. KIVIET & Qu FENG, 2014. "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," Economic Growth Centre Working Paper Series 1413, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet & Qu Feng, 2014. "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," UvA-Econometrics Working Papers 14-06, Universiteit van Amsterdam, Dept. of Econometrics.
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Citations
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Cited by:
- Kiviet Jan F., 2017.
"Discriminating between (in)valid External Instruments and (in)valid Exclusion Restrictions,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-9, January.
- Jan F. Kiviet, 2015. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," UvA-Econometrics Working Papers 15-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan F. Kiviet, 2016. "Discriminating between (in)valid external instruments and (in)valid exclusion restrictions," Economic Growth Centre Working Paper Series 1508, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Shahriar Kabir & Harry Bloch & Ruhul A Salim, 2018. "Global Financial Crisis And Southeast Asian Trade Performance: Empirical Evidence," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 30(2), pages 114-144, July.
- Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017.
"Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models,"
Econometrics, MDPI, vol. 5(1), pages 1-54, March.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," UvA-Econometrics Working Papers 14-09, Universiteit van Amsterdam, Dept. of Econometrics.
- Shahriar Kabir & Ruhul Salim, 2016. "Can A Common Currency Induce Intra-Regional Trade? The Southeast Asian Perspective," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(3), pages 218-234, November.
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More about this item
Keywords
efficiency; generalized method of moments; instrument strength; non-spherical disturbances; (un)conditional moment assumptions;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
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