Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.036 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2094616350 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3825928 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Alternative Approximations to the Distributions of Instrumental Variable Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random Effects Estimators with many Instrumental Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Choosing instrumental variables in conditional moment restriction models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Choosing the Number of Instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3908057 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Specification Test for the Validity of Instrumental Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM with Many Moment Conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bootstrap approach to moment selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal instrumental variables estimation for ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size / rank
 
Normal rank
Property / cites work
 
Property / cites work: Instrumental variable estimation in the presence of many moment conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Consistent Estimates of the Spectrum of a Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate density estimation with general flat-top kernels of infinite order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3703102 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:31, 12 July 2024

scientific article
Language Label Description Also known as
English
Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
scientific article

    Statements

    Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (English)
    0 references
    0 references
    1 August 2016
    0 references
    optimal instruments
    0 references
    flat-top kernels
    0 references
    empirical likelihood bootstrap
    0 references
    GMM
    0 references

    Identifiers