Pages that link to "Item:Q275250"
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The following pages link to Bootstrapping GMM estimators for time series (Q275250):
Displaying 25 items.
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox (Q302434) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints (Q1733283) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- (Q5004051) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
- A simulation study on the Markov regime-switching zero-drift GARCH model (Q6148769) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)