Pages that link to "Item:Q5475056"

The following pages link to Consistent Estimation of Models Defined by Conditional Moment Restrictions (Q5475056):

Displaying 47 items.

• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
• Specification tests for the propensity score (Q143736) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
• The indirect continuous-GMM estimation (Q1623544) (← links)
• A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997) (← links)
• A local generalized method of moments estimator (Q1929821) (← links)
• Semiparametric optimal estimation with nonignorable nonresponse data (Q2054542) (← links)
• Estimating multinomial choice models with unobserved choice sets (Q2074596) (← links)
• Inference on conditional moment restriction models with generated variables (Q2158354) (← 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)
• On the identification of models with conditional characteristic functions (Q2292821) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Conditional moment models under semi-strong identification (Q2451801) (← links)
• Endogeneity in high dimensions (Q2510821) (← links)
• Consistent estimation with many moment inequalities (Q2511801) (← links)
• Model equivalence tests in a parametric framework (Q2512611) (← links)
• Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
• GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS (Q2909246) (← links)
• IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA (Q2981830) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
• ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
• Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
• New test statistics for hypothesis testing of parameters in conditional moment restriction models (Q5078130) (← links)
• A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS (Q5357404) (← links)
• TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS (Q5397671) (← links)
• Specification testing with estimated variables (Q5860990) (← links)
• GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
• An equivalence result for moment equations when data are missing at random (Q5880013) (← links)
• Fixed‐effects binary choice models with three or more periods (Q6088834) (← links)
• (Q6100949) (← links)
• Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
• Inference in models with partially identified control functions (Q6193011) (← links)