Pages that link to "Item:Q61354"
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The following pages link to Large Sample Properties of Generalized Method of Moments Estimators (Q61354):
Displaying 50 items.
- The forward discount puzzle and market efficiency (Q691616) (← links)
- Quantile regression for longitudinal data with a working correlation model (Q693266) (← links)
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models (Q694940) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Empirical Euclidean likelihood for general estimating equations under association dependence (Q716534) (← links)
- A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
- Combining least-squares and quantile regressions (Q719480) (← links)
- Second-order nonlinear least squares estimation (Q734401) (← links)
- On Bahadur efficiency of empirical likelihood (Q736517) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (Q737279) (← links)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Nonparametric identification of a binary random factor in cross section data (Q737961) (← links)
- A family of empirical likelihood functions and estimators for the binary response model (Q738022) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Common factors in credit defaults swap markets (Q740092) (← links)
- CAPM with fuzzy returns and hypothesis testing (Q743141) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Simulation estimation of time-series models (Q751158) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Real business-cycle theory. Wisdom or whimsy? (Q806713) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- The Frisch-Waugh-Lovell theorem for standard errors (Q826687) (← links)
- Iterative GMM for partially linear single-index models with partly endogenous regressors (Q830451) (← links)
- GMM versus GQL inferences for panel count data (Q842957) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- Limited participation and exchange rate dynamics: does theory meet the data? (Q844631) (← links)
- Generalized method of moments and inverse control (Q844778) (← links)
- Branching stochastic processes with immigration in analysis of renewing cell populations (Q850106) (← links)
- The disciplinary effect of the single market on Swedish firms (Q850621) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Bounds on generalized linear predictors with incomplete outcome data (Q877249) (← links)
