Outputs (2)

Large sample properties of GMM estimators under second-order identification (2023)
Working Paper
Kruiniger, H. (2022). Large sample properties of GMM estimators under second-order identification

Dovonon and Hall (Journal of Econometrics, 2018) proposed a limiting distribution theory for GMM estimators for a p - dimensional globally identified parameter vector {\phi} when local identification conditions fail at first-order but hold at second-... Read More about Large sample properties of GMM estimators under second-order identification.

Further results on the estimation of dynamic panel logit models with fixed effects (2023)
Preprint / Working Paper

Kitazawa (2013, 2016) showed that the common parameters in the panel logit AR(1) model with strictly exogenous covariates and fixed effects are estimable at the root-n rate using the Generalized Method of Moments. Honoré and Weidner (2020) extended h... Read More about Further results on the estimation of dynamic panel logit models with fixed effects.