1. GMM and Indirect Inference: An appraisal of their connections and new results on their properties under second order identification. (2015). Donovon, Prosper ; Hall, Alastair R..
   In: Economics Discussion Paper Series.
   RePEc:man:sespap:1505.

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2. Econometricians Have Their Moments: GMM at 32. (2015). Alexeev, Vitali ; Dungey, Mardi ; Tian, Jing ; Hall, Alastair R.
   In: The Economic Record.
   RePEc:bla:ecorec:v:91:y:2015:i::p:1-24.

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3. A strategy to reduce the count of moment conditions in panel data GMM. (2012). Mammi, Irene ; Bontempi, Maria.
   In: MPRA Paper.
   RePEc:pra:mprapa:40720.

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4. Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Liao, Zhipeng ; Cheng, Xu.
   In: PIER Working Paper Archive.
   RePEc:pen:papers:12-045.

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5. A strategy to reduce the count of moment conditions in panel data GMM. (2012). Mammi, Irene ; Bontempi, Maria.
   In: Working Papers.
   RePEc:bol:bodewp:wp843.

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6. Returns to Foreign Languages of Native Workers in the European Union. (2011). Victor, Arevalo ; Prieto-Rodriguez, Juan ; Ginsburgh, Victor.
   In: ILR Review.
   RePEc:sae:ilrrev:v:64:y:2011:i:3:p:599-618.

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7. Growth Miracles and Growth Debacles. (2011). Bhattacharyya, Sambit.
   In: Books.
   RePEc:elg:eebook:13609.

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8. Effect of increased private share of inpatient psychiatric resources on jail population growth: Evidence from the United States. (2011). Yoon, Jangho .
   In: Social Science & Medicine.
   RePEc:eee:socmed:v:72:y:2011:i:4:p:447-455.

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9. High-Dimensional Instrumental Variables Regression and Confidence Sets. (2011). Tsybakov, Alexandre ; Gautier, Eric.
   In: Working Papers.
   RePEc:crs:wpaper:2011-13.

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10. Specialization, outsourcing and wages. (2009). Skaksen, Jan ; Munch, Jakob.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:145:y:2009:i:1:p:57-73.

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11. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. (2009). Siklos, Pierre ; Bohl, Martin.
    In: Open Economies Review.
    RePEc:kap:openec:v:20:y:2009:i:1:p:39-59.

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12. Social Interaction Effects in Disability Pension Participation: Evidence from Plant Downsizing. (2009). Telle, Kjetil ; Rege, Mari ; Votruba, Mark.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2009_030.

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13. A comparative study of three data-based methods of instrument selection. (2009). Hall, Alastair ; Jana, Kalidas ; Eryuruk, Gunce .
    In: Economics Letters.
    RePEc:eee:ecolet:v:105:y:2009:i:3:p:280-283.

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14. Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection. (2009). Hall, Alastair ; Jana, Kalidas ; Eryuruk, Gunce .
    In: Economics Letters.
    RePEc:eee:ecolet:v:105:y:2009:i:1:p:83-85.

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15. Instrument endogeneity and identification-robust tests: some analytical results. (2008). Dufour, Jean-Marie ; Doko Tchatoka, Firmin ; Doko Tchatoka, Firmin Sabro, .
    In: MPRA Paper.
    RePEc:pra:mprapa:29613.

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16. Root Causes of African Underdevelopment. (2008). Bhattacharyya, Sambit.
    In: Departmental Working Papers.
    RePEc:pas:papers:2008-16.

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17. Globalization and innovation in emerging markets. (2008). Svejnar, Jan ; Gorodnichenko, Yuriy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14481.

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18. Globalization and Innovation in Emerging Markets. (2008). Svejnar, Jan ; Gorodnichenko, Yuriy.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3299.

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19. Do physician remuneration schemes matter? The case of Canadian family physicians. (2008). Sarma, Sisira ; Devlin, Rose Anne.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:27:y:2008:i:5:p:1168-1181.

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20. How does owners exposure to idiosyncratic risk influence the capital structure of private companies?. (2008). Mueller, Elisabeth.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:185-198.

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21. How does owners exposure to idiosyncratic risk influence the capital structure of private companies?. (2007). Mueller, Elisabeth ; Muller, Elisabeth.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:0514r2.

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22. Returns to foreign languages of native workers in the EU. (2007). Prieto-Rodriguez, Juan ; Ginsburgh, Victor.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/151573.

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23. Enhanced routines for instrumental variables/generalized method of moments estimation and testing. (2007). Stillman, Steven ; Schaffer, Mark ; Baum, Christopher.
    In: Stata Journal.
    RePEc:tsj:stataj:v:7:y:2007:i:4:p:465-506.

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24. Social Interaction Effects in Disability Pension Participation. Evidence from Plant Downsizing. (2007). Telle, Kjetil ; Rege, Mari ; Votruba, Mark.
    In: Discussion Papers.
    RePEc:ssb:dispap:496.

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25. Poverty Targeting and Impact of a Governmental Micro-credit Program in Vietnam. (2007). Nguyen, Cuong ; Thieu, VU ; Minh, Nguyet Pham ; Cuong, Nguyen Viet ; Pham, Minh Thu ; Toan, Duong .
    In: Working Papers PMMA.
    RePEc:lvl:pmmacr:2007-29.

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26. Do Immigrants Affect Firm-Specific Wages?. (2007). Skaksen, Jan ; Munch, Jakob ; Malchow-Møller, Nikolaj ; Malchow-Moller, Nikolaj.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3264.

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27. Further results on projection-based inference in IV regressions with weak, collinear or missing instruments. (2007). Dufour, Jean-Marie ; Taamouti, Mohamed.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:139:y:2007:i:1:p:133-153.

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28. Enhanced routines for instrumental variables/GMM estimation and testing. (2007). Stillman, Steven ; Schaffer, Mark ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:667.

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29. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. (2006). Siklos, Pierre.
    In: Working Papers.
    RePEc:wlu:wpaper:eg0053.

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30. Liquidity supply and adverse selection in a pure limit order book market. (2006). Grammig, Joachim ; Frey, Stefan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:30:y:2006:i:4:p:1007-1033.

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31. Human Capital and Wages in Exporting Firms. (2006). Skaksen, Jan ; Munch, Jakob.
    In: EPRU Working Paper Series.
    RePEc:kud:epruwp:06-10.

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32. Human Capital and Wages in Exporting Firms. (2006). Skaksen, Jan ; Munch, Jakob.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2409.

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33. Property Value Models. (2006). Palmquist, Raymond B..
    In: Handbook of Environmental Economics.
    RePEc:eee:envchp:2-16.

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34. GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model. (2006). Schmidt, Peter ; Doran, Howard E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:1:p:387-409.

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35. The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank. (2005). Siklos, Pierre ; Bohl, Martin T..
    In: Working Paper Series.
    RePEc:zbw:euvgra:20056.

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36. Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias. (2005). Schaffer, Mark ; Kovandzic, Tomislav ; Kleck, Gary.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5357.

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37. Optimal Instruments in Time Series: A Survey. (2005). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:cfr:cefirw:w0069.

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38. On the Validity and Refinement of the Use of Rainfall as Instrument for Transitory Income. (2005). Tanboon, Surach .
    In: Working Papers.
    RePEc:bth:wpaper:2005-10.

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39. Consistent Estimation with a Large Number of Weak Instruments. (2004). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200421.

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40. The New Keynesian Phillips Curve: An empirical assessment. (2004). Luger, Richard ; Guay, Alain ; Pelgrin, Florian.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:418.

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41. Identification, weak instruments, and statistical inference in econometrics. (2003). Dufour, Jeanmarie.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:36:y:2003:i:4:p:767-808.

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42. Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction. (2003). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200315.

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43. Identification, Weak Instruments and Statistical Inference in Econometrics. (2003). Dufour, Jean-Marie.
    In: Cahiers de recherche.
    RePEc:mtl:montec:10-2003.

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44. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments. (2003). Dufour, Jean-Marie ; Taamouti, Mohamed.
    In: Cahiers de recherche.
    RePEc:mtl:montec:08-2003.

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45. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments. (2003). Dufour, Jean-Marie ; Taamouti, Mohamed.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-10.

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46. Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong. (2003). Razzak, Weshah.
    In: Working Papers.
    RePEc:hkm:wpaper:242003.

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47. Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction. (2003). Swanson, Norman ; Chao, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1418.

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48. Consistent Estimation with a Large Number of Weak Instruments. (2003). Swanson, Norman ; Chao, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1417.

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49. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments. (2003). Dufour, Jean-Marie ; Taamouti, Mohamed.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-39.

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50. Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory. (2002). Skeels, Christopher ; Poskitt, Donald.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:862.

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51. Data mining and the selection of instruments. (2001). Peixe, Fernanda ; Hall, Alastair.
    In: Journal of Economic Methodology.
    RePEc:taf:jecmet:v:7:y:2001:i:2:p:265-277.

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1. Migration flows, structural change, and growth convergence: A panel data analysis of Italian regions. (2011). Capasso, Salvatore ; Carillo, Maria Rosaria ; de Siano, Rita.
   In: Discussion Papers.
   RePEc:prt:dpaper:7_2011.

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2. Fiscal Policy Discretion, Private Spending, and Crisis Episodes. (2011). Sousa, Ricardo ; Furceri, Davide ; Agnello, Luca.
   In: NIPE Working Papers.
   RePEc:nip:nipewp:31/2011.

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3. The Democratic Transition. (2011). Wacziarg, Romain ; MURTIN, Fabrice.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:17432.

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4. Estimating the agglomeration benefits of transport investments: some tests for stability. (2011). Graham, Daniel ; Dender, Kurt .
   In: Transportation.
   RePEc:kap:transp:v:38:y:2011:i:3:p:409-426.

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5. A Comparison of Alternative Forecast Models of REIT Volatility. (2011). Zhou, Jian ; Kang, Zhixin.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:42:y:2011:i:3:p:275-294.

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6. The Democratic Transition. (2011). Wacziarg, Romain ; MURTIN, Fabrice.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8599.

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7. Fiscal Policy Discretion, Private Spending, and Crisis Episodes. (2011). Sousa, Ricardo ; Furceri, Davide ; Agnello, Luca ; R. M, Sousa., .
   In: Working papers.
   RePEc:bfr:banfra:354.

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8. Hedging of time discrete auto-regressive stochastic volatility options. (2011). Ortega, Juan-Pablo ; del Castillo, Joan.
   In: Papers.
   RePEc:arx:papers:1110.6322.

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9. Flight to Liquidity and Global Equity Returns. (2010). Sarkissian, Sergei ; Goyenko, Ruslan.
   In: MPRA Paper.
   RePEc:pra:mprapa:27546.

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10. Sectoral Location of FDI in China. (2010). Lin, Mi ; Kwan, Yum K..
    In: MPRA Paper.
    RePEc:pra:mprapa:27088.

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11. Revealing the arcane: an introduction to the art of stochastic volatility models. (2010). Tsyplakov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:25511.

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12. Analysis of exchange-rate regime effect on growth: theoretical channels and empirical evidence with panel data. (2009). Petreski, Marjan.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:200949.

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13. The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey. (2009). Xu, Dinghai.
    In: Working Papers.
    RePEc:wat:wpaper:0904.

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14. Automated Likelihood Based Inference for Stochastic Volatility Models. (2009). Yu, Jun ; Skaug, Hans J..
    In: Working Papers.
    RePEc:siu:wpaper:15-2009.

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15. Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter. (2009). Sapp, Travis .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:33:y:2009:i:4:p:303-326.

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16. Simulated minimum Hellinger distance estimation of stochastic volatility models. (2009). Takada, Teruko.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:6:p:2390-2403.

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17. Time-Deformation Modeling Of Stock Returns Directed By Duration Processes. (2008). Wirjanto, Tony ; Peter X.-K. Song, ; Feng, Dingan .
    In: Working Papers.
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18. Specification Testing in Models with Many Instruments. (2008). Gospodinov, Nikolay ; Anatolyev, Stanislav.
    In: Working Papers.
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19. Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments. (2008). .
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:725.08.

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20. Modeling foreign exchange rates with jumps. (2007). McCurdy, Thomas ; Maheu, John.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-279.

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21. Econometric estimation in long-range dependent volatility models: Theory and practice. (2007). GAO, Jiti ; Casas, Isabel.
    In: MPRA Paper.
    RePEc:pra:mprapa:11981.

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22. Models for S&P500 Dynamics: Evidence from Realized Volatility, Daily Returns, and Option Prices. (2007). Jacobs, Kris ; Mimouni, Karim.
    In: CREATES Research Papers.
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23. The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility. (2006). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5164.

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24. Technological and organizational changes as determinants of the skill bias: evidence from the Italian machinery industry. (2006). Vivarelli, Marco ; Santarelli, Enrico ; Piva, Mariacristina.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:27:y:2006:i:1:p:63-73.

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25. How to Do xtabond2. (2006). Roodman, David.
    In: North American Stata Users' Group Meetings 2006.
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26. GMM Estimation for Long Memory Latent Variable Volatility and Duration Models. (2005). Deo, Rohit ; Chen, Willa.
    In: Econometrics.
    RePEc:wpa:wuwpem:0501006.

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27. Forecasting variance using stochastic volatility and GARCH. (2005). Hördahl, Peter ; Hansson, Björn ; Hordahl, Peter.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:1:p:33-57.

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28. Stochastic Volatility. (2005). Shephard, Neil.
    In: Economics Papers.
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29. Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil.
    In: Economics Papers.
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30. The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility. (2004). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:2442.

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31. Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2004). Yu, Jun ; Meyer, Renate.
    In: Working Papers.
    RePEc:siu:wpaper:23-2004.

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32. A simple estimation method and finite-sample inference for a stochastic volatility model. (2004). Dufour, Jean-Marie ; Valery, Pascale.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:153.

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33. Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space. (2004). Tsukuda, Yoshihiko ; Shimada, Junji.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:611.

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34. The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting. (2003). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:1123.

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35. Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes. (2003). Shephard, Neil.
    In: Economics Papers.
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36. A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2002-17.

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37. Modeling the interdependence of volatility and inter-transaction duration processes. (2002). Grammig, Joachim ; Wellner, Marc.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:106:y:2002:i:2:p:369-400.

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38. On testing overidentifying restrictions in dynamic panel data models. (2002). Bowsher, Clive.
    In: Economics Letters.
    RePEc:eee:ecolet:v:77:y:2002:i:2:p:211-220.

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39. Estimation methods for stochastic volatility models: a survey. (2002). Ruiz, Esther ; Broto, Carmen.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws025414.

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40. Assessing GMM Estimates of the Federal Reserve Reaction Function. (2001). LE BIHAN, Hervé ; Jondeau, Eric ; Florens, Clementine.
    In: Econometrics.
    RePEc:wpa:wuwpem:0111003.

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41. An Eigenfunction Approach for Volatility Modeling.. (2001). Meddahi, Nour.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2001-29.

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42. Notes on financial econometrics. (2001). Tauchen, George.
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