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DateTitle Authors
2004 Exact small sample properties of the instrumental variable estimator: A view from a different angleMehlum, Halvor
2004 Automatic positive semi-definite HAC covariance matrix and GMM estimationSmith, Richard J.
2007 On rate optimality for ill-posed inverse problems in econometricsChen, Xiaohong / Reiß, Markus
1999 Identification and Estimation of Causal Effects of Multiple Treatments Under the Conditional Independence AssumptionLechner, Michael
2004 GEL criteria for moment condition modelsSmith, Richard J.
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.
2012 Additive models: Extensions and related modelsMammen, Enno / Park, Byeong U. / Schienle, Melanie
2013 Inference on Co-integration Parameters in Heteroskedastic Vector AutoregressionsBoswijk, H. Peter / Cavaliere, Giuseppe / Rahbek, Anders / Taylor, A. M. Robert
2008 GEL methods for nonsmooth moment indicatorsParente, Paulo / Smith, Richard J.

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