{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,23]],"date-time":"2025-09-23T12:33:24Z","timestamp":1758630804727},"reference-count":5,"publisher":"Wiley","issue":"2","license":[{"start":{"date-parts":[[2011,11,21]],"date-time":"2011-11-21T00:00:00Z","timestamp":1321833600000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2012,3]]},"abstract":"<jats:title>SUMMARY<\/jats:title><jats:p>In a recent article Newey and Windmeijer (Generalized method of moments with many weak moment conditions. <jats:italic>Econometrica<\/jats:italic> 2009; <jats:bold>77<\/jats:bold>(3): 687\u2013719) propose a new variance estimator for generalized empirical likelihood. In Monte Carlo examples they show that <jats:italic>t<\/jats:italic>\u2010statistics based on the new variance estimator have nearly correct size. I have replicated their Monte Carlo simulations and in addition used the new variance estimator to re\u2010estimate Angrist and Krueger's (Does compulsory school attendance affect schooling and earnings? <jats:italic>Quarterly Journal of Economics<\/jats:italic> 1991; <jats:bold>106<\/jats:bold>(4): 979\u20131014) returns to education. Copyright \u00a9 2011 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.1277","type":"journal-article","created":{"date-parts":[[2011,11,21]],"date-time":"2011-11-21T05:48:44Z","timestamp":1321854524000},"page":"343-346","source":"Crossref","is-referenced-by-count":4,"title":["GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009)"],"prefix":"10.1002","volume":"27","author":[{"given":"Helmut","family":"Farbmacher","sequence":"first","affiliation":[{"name":"Department of Economics University of Munich  Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2011,11,21]]},"reference":[{"key":"e_1_2_4_2_1","doi-asserted-by":"publisher","DOI":"10.2307\/2937954"},{"key":"e_1_2_4_3_1","doi-asserted-by":"publisher","DOI":"10.1002\/(SICI)1099-1255(199901\/02)14:1<57::AID-JAE501>3.0.CO;2-G"},{"key":"e_1_2_4_4_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.873"},{"key":"e_1_2_4_5_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.1191"},{"key":"e_1_2_4_6_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA6224"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.1277","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.1277","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,30]],"date-time":"2023-10-30T22:53:21Z","timestamp":1698706401000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.1277"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,11,21]]},"references-count":5,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2012,3]]}},"alternative-id":["10.1002\/jae.1277"],"URL":"https:\/\/doi.org\/10.1002\/jae.1277","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,11,21]]}}}