Pages that link to "Item:Q61354"

The following pages link to Large Sample Properties of Generalized Method of Moments Estimators (Q61354):

Displaying 50 items.

• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
• Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
• On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
• Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
• Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
• Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
• Turning from crime: a dynamic perspective (Q295563) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• The structure of US food demand (Q299482) (← links)
• Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (Q300071) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• Tests of risk premia in linear factor models (Q302111) (← links)
• The role of beliefs in inference for rational expectations models (Q302207) (← links)
• Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• On the effect of weighting matrix in GMM specification test (Q313110) (← links)
• Accelerated failure time model with quantile information (Q314576) (← links)
• Autoregression-based estimation of the New Keynesian Phillips curve (Q318369) (← links)
• Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
• A method of moments interpretation of sequential estimators (Q374908) (← links)
• A note on the inefficiency of non-linear estimators (Q375073) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions (Q386291) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
• Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
• Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
• Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
• Second-order asymptotic theory for calibration estimators in sampling and missing-data problems (Q406543) (← links)
• Approximation of the variance gamma model with a finite mixture of normals (Q419211) (← links)
• Endogeneity of store attributes in heterogeneous store-level sales response models (Q421087) (← links)
• Endogenous business cycle propagation and the persistence problem: the role of labor-market frictions (Q428015) (← links)
• A cautionary note on tests of overidentifying restrictions (Q433204) (← links)
• Approximate maximum entropy on the mean for instrumental variable regression (Q433589) (← links)
• Specification tests and tests for overidentifying restrictions in panel data models with selection (Q433714) (← links)
• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• \(R\)-estimates vs. GMM: a theoretical case study of validity and efficiency (Q449734) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
• Asymptotic optimality of estimating function estimator for CHARN model (Q454457) (← links)
• Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Q464183) (← links)
• Empirical likelihood based weighted GMM estimation with missing response at random (Q464586) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Mutual excitation in Eurozone sovereign CDS (Q473225) (← links)
• Estimating function approach for CHARN models (Q475342) (← links)
• The dynamic power law model (Q482073) (← links)
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)