The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Underidentification? / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Skew-normal Distribution and Related Multivariate Families* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5808914 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Initial conditions and moment restrictions in dynamic panel data models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping the GMM overidentification test under first-order underidentification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Common Conditionally Heteroskedastic Factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factor Stochastic Volatility in Mean Models: A GMM Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulated Moments Estimation of Markov Models of Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-Based Estimation of Latent Generalized ARCH Structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of stable distributions by indirect inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural change tests for simulated method of moments. / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indirect inference for dynamic panel models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The nature of sensitivity in monotone missing not at random models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Parameters in GMM Without Assuming that They Are Identified / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Identification of Dynamic Stochastic General Equilibrium Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification of DSGE models -- the effect of higher-order approximation and pruning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5798392 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-based inference with singular information matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Methods to estimate dynamic stochastic general equilibrium models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification and Lack of Identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Instrumental Variables Regression with Weak Instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of a binary response model in a selected population / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM with Weak Identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: DETECTING LACK OF IDENTIFICATION IN GMM / rank
 
Normal rank

Latest revision as of 17:40, 15 July 2024

scientific article
Language Label Description Also known as
English
The asymptotic properties of GMM and indirect inference under second-order identification
scientific article

    Statements

    The asymptotic properties of GMM and indirect inference under second-order identification (English)
    0 references
    0 references
    0 references
    31 May 2018
    0 references
    moment-based estimation
    0 references
    first-order identification failure
    0 references
    minimum-chi squared estimation
    0 references
    simulation-based estimation
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references