ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813): Difference between revisions

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-Jean-Pierre Florens
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+Jean-Pierre Florens
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+MaRDI publication profile
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+Asymptotic Statistics
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+Choosing the Number of Instruments
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+Q4347099
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+Normal rank
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+Asymptotic efficiency in estimation with conditional moment restrictions
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+Application of convolution theorems in semiparametric models with non-i. i. d. data
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+Gaussian measures in Banach spaces
@@ Property / cites work: Gaussian measures in Banach spaces / rank @@
+Normal rank
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+Optimal instrumental variables estimation for ARMA models
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+Efficient estimation of general dynamic models with a continuum of moment conditions
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+SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
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+Estimating stochastic differential equations efficiently by minimum chi-squared
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+Q4084474
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+Normal rank
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+An efficiency result for the empirical characteristic function in stationary time-series models
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+Estimation of affine asset pricing models using the empirical characteristic function
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Note on covariance operators of probability measures on a Hilbert space
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+A regularization approach to the many instruments problem
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+One-Step Estimators for Over-Identified Generalized Method of Moments Models
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+Constrained Indirect Estimation
@@ Property / cites work: Constrained Indirect Estimation / rank @@
+Normal rank
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+A Consistent Conditional Moment Test of Functional Form
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+A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
+Normal rank
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+Q4277836
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+Normal rank
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Information in generalized method of moments estimation and entropy-based moment selection
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+A characterization of limiting distributions of regular estimates
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+The foundations of finite sample estimation in stochastic processes
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+An Optimum Property of Regular Maximum Likelihood Estimation
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+Quasi-likelihood models and optimal inference
@@ Property / cites work: Quasi-likelihood models and optimal inference / rank @@
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+Semi-Nonparametric Maximum Likelihood Estimation
@@ Property / cites work: Semi-Nonparametric Maximum Likelihood Estimation / rank @@
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+Publication:2878813