Chapter 36 Large sample estimation and hypothesis testing
Bibliographic Data
| ID | 23353151 |
|---|---|
| Authors | Whitney K Newey (Massachusetts Institute of Technology), Daniel Mcfadden (0000-0003-3183-7922, University of California, Berkeley) |
| Year | 1994 |
| Pages | 2111-2245 |
| Publication date | 1994-01-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | CHAPTER |
| Venue | Handbook of Econometrics Volume 4 (Handbooks in Economics) (Handbook of Econometrics) (SOURCE_BOOK) |
| Publisher | Elsevier (PUBLISHER • RU) |
| DOI | 10.1016/s1573-4412(05)80005-4 |
| OpenAlex | W1511751337 |
| ISBN | 9780444887665 |
| Language | EN |
| Citations received | 85 |
| References cited | 70 |
Asymptotic analysis · Asymptotic distribution · Delta method · Econometrics · Estimator · Extremum estimator · Generalized method of moments · M-estimator · Nonparametric statistics · Statistics · Advanced Statistical Methods and Models · Applied Mathematics · Financial Risk and Volatility Modeling · Mathematics · Statistical Methods and Inference
Intensity of the Principal's Supervision on Teacher Performance
Binary Response Model With Many Weak Instruments
Is a Normal Copula the Right Copula
A New Linear Estimator for Gaussian Dynamic Term Structure Models
A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
Dynamic CoVaR Modeling and Estimation
Nonparametric Discrete Choice Models With Unobserved Heterogeneity
Doubly robust difference-in-differences estimators
Distribution-free estimation of some nonlinear panel data models
Quantiles via moments
Misclassification of the dependent variable in a discrete-response setting
The incidental parameter problem since 1948
A Control Function Approach to Endogeneity in Consumer Choice Models
Two-stage residual inclusion estimation
Loss Aversion and Seller Behavior
Covariance Structure Analysis
Covariate balancing propensity score for a continuous treatment
Semiparametric Difference-in-Differences Estimators
GMM estimation with cross sectional dependence
Difference-in-Differences with multiple time periods
Returns to human capital in a developing country
Beyond Truth-Telling
Uncovering the structure and temporal dynamics of information propagation
Estimating Network Externalities in Undirected Link Formation Games
Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models
Does the expectation of having to look after parents in the future affect current fertility
Covariate distribution balance via propensity scores
Sample selection in linear panel data models with heterogeneous coefficients
Estimating separable matching models
Efficient minimum distance estimation of Pareto exponent from top income shares
Instrumental variable estimation with observed and unobserved heterogeneity of the treatment and instrument effect
Public subsidies and innovation
Using parametric quantile regression to investigate determinants of unemployment duration
Assessing the consistency of the fixed-effects estimator
Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions
Estimation of Panel Data Models with Mixed Sampling Frequencies
Panel Probit Models with Time‐Varying Individual Effects
Private capital flows to developing countries
Correcting Nonignorable Nonresponse Bias in Turnout Estimation Using Callback Data
Non-farm work, food poverty, and nutrient availability in northern Ghana
Cherry Picking with Synthetic Controls
A Generalized Poisson-Pseudo Maximum Likelihood Estimator
Modeling Conditional Covariances With Economic Information Instruments
Simple Transformation Approach to Difference-in-Differences Estimation for Panel Data
Smoothing Quantile Regressions
Semiparametric Estimation of First-Price Auction Models
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines
Threshold Regression with Errors-in-Variables
Regressions under Adverse Conditions
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
Semiparametric Analysis of Network Formation
Partial Identification of Local Average Treatment Effects With an Invalid Instrument
Constrained Regression for Interval-Valued Data
Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect
Simultaneous Spatial Panel Data Models with Common Shocks
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience
A Consistent Variance Estimator for 2SLS When Instruments Identify Different Lates
Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods
Estimation and Inference for Multi-Kink Quantile Regression
Social Interactions with Endogeneity
Minimum Distance Estimation of Possibly Noninvertible Moving Average Models
Bounds on Treatment Effects in the Presence of Sample Selection and Noncompliance
Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)
Optimal Covariate Balancing Conditions in Propensity Score Estimation
Pseudo Panel Data Models With Cohort Interactive Effects
An Oracle Inequality for Multivariate Dynamic Quantile Forecasting
Estimation of the Local Conditional Tail Average Treatment Effect
Bounds on Average and Quantile Treatment Effects on Duration Outcomes Under Censoring, Selection, and Noncompliance
Testing for Slope Heterogeneity Bias in Panel Data Models
Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets
Decomposing the Composition Effect
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
Quantile Treatment Effects in the Presence of Covariates
Improving Estimates of Transitions from Satellite Data
Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects
Minimum Distance Estimation of Multidimensional Diffusion-Based Item Response Theory Models
A bootstrap version of the Hausman test to assess the impact of cluster-level endogeneity beyond the random intercept model
Radical Green Innovation in Emerging Industries
Generalized random utility model
Estimating Firm Size Elasticities of Product and Process R&D
Foreign Competition along the Quality Ladder
Estimation and Inference on Nonlinear and Heterogeneous Effects
The Wald Test of Common Factors in Spatial Model Specification Search Strategies
A Unified Approach to Measurement Error and Missing Data
Who’s careful
The identification problem in econometrics
Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
Econometric Issues in the Analysis of Regressions with Generated Regressors
Cox's Regression Model for Counting Processes
Multivariate regression models for panel data
Regression Analysis when the Dependent Variable Is Truncated Normal
Maximum Likelihood Estimation of Misspecified Models
Specification Tests for the Multinomial Logit Model
Robust Estimation of a Location Parameter
Hypothesis Testing with Efficient Method of Moments Estimation
Pseudo Maximum Likelihood Methods
Root-N-Consistent Semiparametric Regression
Least absolute deviations estimation for the censored regression model
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
Large Sample Properties of Generalized Method of Moments Estimators
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Regression Quantiles
Specification Tests in Econometrics
Efficient Estimation with A Priori Information
| Unique citing works | 85 |
|---|---|
| Citations per year | 2,83 |
| Citation span | 1996 - 2026 (31) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 78 |