Research graph
References from Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence. Local targets link to admitted publications; unresolved targets remain external evidence.
Small-sample bias in GMM estimation of covariance structures
10.2307/1392447 · 1996 · External reference
Consumption puzzles and precautionary savings
10.1016/0304-3932(90)90048-9 · 1990 · External reference
I-divergence geometry of probability distributions and minimization problems
10.1214/aop/1176996454 · 1975 · External reference
Graphical methods for investigating the size and power of hypothesis tests
10.1111/1467-9957.00086 · 1998 · External reference
Habit persistence and durability in aggregate consumption
10.1016/0304-405x(91)90002-2 · 1991 · External reference
Unresolved reference
1996 · External reference
Covariance matrix estimation and the power of the overidentifying restrictions test
10.1111/1468-0262.00171 · 2000 · External reference
Bootstrap critical values for tests based on generalized-method-of-moments estimators
10.2307/2171849 · 1996 · External reference
Large sample properties of generalized method of moments estimators
10.2307/1912775 · 1982 · External reference
Generalized instrumental variables estimation of nonlinear rational expectations models
10.2307/1911873 · 1982 · External reference
Efficient estimation of linear asset-pricing models with moving average errors
10.2307/1392099 · 1996 · External reference
Finite-sample properties of some alternative GMM estimators
10.2307/1392442 · 1996 · External reference
Information theoretic approaches to inference in moment condition models
10.2307/2998561 · 1998 · External reference
Precautionary saving and the timing of taxes
10.1086/261631 · 1989 · External reference
An information-theoretic alternative to generalized method of moments estimation
10.2307/2171942 · 1997 · External reference
On tests of representative consumer asset pricing models
10.1016/0304-3932(90)90043-4 · 1990 · External reference
On information and sufficiency
10.1214/aoms/1177729694 · 1951 · External reference
A simple, positive semidefinite, heteroskedastic and autocorrelation consistent covariance matrix
10.2307/1913610 · 1987 · External reference
Automatic lag selection in covariance matrix estimation
10.2307/2297912 · 1994 · External reference
Empirical likelihood ratio confidence regions
10.1214/aos/1176347494 · 1990 · External reference
Unresolved reference
External reference
Empirical likelihood and general estimating equations
10.1214/aos/1176325370 · 1994 · External reference
Finite-sample properties of tests of the Epstein–Zin asset pricing model
10.1016/s0304-4076(99)00006-8 · 1999 · External reference
Unresolved reference
External reference
GMM with weak identification
10.1111/1468-0262.00151 · 2000 · External reference
Statistical properties of generalized method-of-moment estimators of structural parameters obtained from financial market data
10.2307/1391493 · 1986 · External reference
The Bayesian method of moments: theory and applications
10.1108/s0731-9053(1997)0000012005 · 1997 · External reference
