Pages that link to "Item:Q3339150"
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The following pages link to Econometric Issues in the Analysis of Regressions with Generated Regressors (Q3339150):
Displaying 50 items.
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- Markov-switching models with endogenous explanatory variables. II: A two-step MLE procedure (Q301958) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Defining and estimating intervention effects for groups that will develop an auxiliary outcome (Q449753) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Estimation of market power in the presence of firm level inefficiencies (Q527925) (← links)
- Consistent estimation of equations with composite moving average disturbance terms (Q594525) (← links)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- A joint process model of consensus and longitudinal dynamics (Q826872) (← links)
- A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator (Q902606) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Foreign direct investment in R\&D and exchange rate uncertainty (Q1025595) (← links)
- Pooling forecasts in linear rational expectations models (Q1032683) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Recursive estimation and generated regressors (Q1195084) (← links)
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← links)
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
- Central bank independence and output variability (Q1274191) (← links)
- Computation of the GLS estimator of a model with anticipated and unanticipated effects (Q1331511) (← links)
- The relationship between inventory investment and total factor productivity growth (Q1350587) (← links)
- Estimation of some partially specified nonlinear models (Q1362023) (← links)
- Price collusion and deregulation in the Japanese retail gasoline market (Q1614016) (← links)
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Endogeneity bias modeling using observables (Q1672854) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Consistent estimation of linear regression models using matched~data (Q1706498) (← links)
- Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing (Q1737508) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Panel data regression for counts (Q1815623) (← links)
- Inference in dynamic models containing 'surprise' variables (Q1822190) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Selection corrections for panel data models under conditional mean independence assumptions (Q1899228) (← links)
- The reduced form of recursive models: Small sample properties (Q1914234) (← links)
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection (Q2096240) (← links)
- Spatial econometrics for misaligned data (Q2106400) (← links)
- Inference on conditional moment restriction models with generated variables (Q2158354) (← links)
- Global trade flows: revisiting the exchange rate elasticities (Q2179728) (← links)
- Spatial dynamic models with intertemporal optimization: specification and estimation (Q2190241) (← links)
- Kolmogorov-Smirnov type test for generated variables (Q2208864) (← links)
- Are forecast updates progressive? (Q2227404) (← links)
- Dynamic links between unexpected exchange rate variation, prices, and international trade (Q2432085) (← links)
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
- A cognitive latent variable model for the simultaneous analysis of behavioral and personality data (Q2513828) (← links)
- GMM redundancy results for general missing data problems (Q2628831) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- A simple solution for spurious regressions (Q2830774) (← links)
- SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
