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IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS – ADDENDUM
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 15 April 2024, p. 1
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A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY
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- Econometric Theory , First View
- Published online by Cambridge University Press:
- 14 April 2023, pp. 1-46
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IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
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- Journal:
- Econometric Theory / Volume 38 / Issue 4 / August 2022
- Published online by Cambridge University Press:
- 11 June 2021, pp. 689-751
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On the Shape of the Likelihood/Posterior in Cointegration Models
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- Econometric Theory / Volume 10 / Issue 3-4 / August 1994
- Published online by Cambridge University Press:
- 11 February 2009, pp. 514-551
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FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC
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- Econometric Theory / Volume 19 / Issue 5 / October 2003
- Published online by Cambridge University Press:
- 04 August 2003, pp. 744-753
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7 - Reduced Rank Regression Using GMM
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- Generalized Method of Moments Estimation
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- 04 February 2010
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- 13 April 1999, pp 171-210
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BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES
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- Journal:
- Econometric Theory / Volume 14 / Issue 6 / December 1998
- Published online by Cambridge University Press:
- 01 December 1998, pp. 701-743
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