Pages that link to "Item:Q5697629"
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The following pages link to AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629):
Displayed 13 items.
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
- Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
- Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)