Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• Estimating parametric models of probability distributions (Q496976) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• A theoretical foundation of portfolio resampling (Q497474) (← links)
• Semi-parametric models for negative binomial panel data (Q505488) (← links)
• Variable family size based spatial moving correlations model (Q505994) (← links)
• Estimation for the multi-way error components model with ill-conditioned panel data (Q508103) (← links)
• Covariate-balancing-propensity-score-based inference for linear models with missing responses (Q511569) (← links)
• Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
• Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
• Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
• Underidentification? (Q528042) (← links)
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• Proofs for large sample properties of generalized method of moments estimators (Q528048) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
• Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Cross-sectional consumption-based asset pricing: a reappraisal (Q529742) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• Testing for weak identification in possibly nonlinear models (Q530604) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• Estimation of relative average treatment effects with misclassification (Q533948) (← links)
• Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
• Consistent estimation of limited dependent variable models despite misspecification of distribution (Q580866) (← links)
• Combining conditional and unconditional moment restrictions with missing responses (Q604358) (← links)
• Estimation with unbalanced panel data having covariate measurement error (Q607198) (← links)
• Investigating the asymptotic properties of import elasticity estimates (Q608856) (← links)
• On the performance of West's bubble test: a simulation approach (Q613258) (← links)
• A review on empirical likelihood methods for regression (Q619114) (← links)
• A note on improving quadratic inference functions using a linear shrinkage approach (Q631550) (← links)
• Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
• Two-stage empirical likelihood for longitudinal neuroimaging data (Q641058) (← links)
• Prediction-based estimating functions: review and new developments (Q642200) (← links)
• Parameter estimation for rough differential equations (Q651024) (← links)
• An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• Unemployment and the business cycle in a small open economy (Q671544) (← links)
• Exchange rate returns, `news', and risk premia (Q672790) (← links)
• Euler equation tests of Ricardian equivalence (Q673569) (← links)
• Labor productivity during the Great Depression (Q674236) (← links)
• Testing for the exogeneity of real income in models of the poverty process (Q674347) (← links)
• Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
• Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
• Multiple capital inputs, \(Q\), and investment spending (Q690180) (← links)