AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680)

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English	AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS	scientific article

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scholarly article

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AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (English)

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zbMATH Open document ID

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10.1017/S0266466614000851

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Oliver B. Linton

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David T. Jacho-Chávez

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Econometric Theory

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publication date

23 February 2016

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Nonparametric model checks for time series

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Efficient Inference in a Random Coefficient Regression Model

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Covariance regularization by thresholding

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GMM inference when the number of moment conditions in large

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GMM with Weak Identification

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Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain

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Regression Quantiles

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Efficient minimum distance estimation with multiple rates of convergence

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Smoothness adaptive average derivative estimation

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Jackknife model averaging

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Almost Unbiased Estimator in Simultaneous Equations Systems

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Averaging estimators for autoregressions with a near unit root

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AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK

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Least-squares forecast averaging

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Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators''

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Least Squares Model Averaging

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The second-order bias and mean squared error of nonlinear estimators

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A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators

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Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency

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Large Sample Properties of Generalized Method of Moments Estimators

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A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation

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Linear Regression Limit Theory for Nonstationary Panel Data

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

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Simulation and the Asymptotics of Optimization Estimators

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Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection

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Instrumental variable estimation in the presence of many moment conditions

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM <i>χ</i><sup>2</sup> APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL

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Asymptotic efficiency in estimation with conditional moment restrictions

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A well-conditioned estimator for large-dimensional covariance matrices

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Constructing Optimal Instruments by First-Stage Prediction Averaging

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EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION

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A Tale of Two Time Scales

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Robust kernel estimator for densities of unknown smoothness

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Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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Choosing the Number of Instruments

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Empirical likelihood estimation and consistent tests with conditional moment restrictions

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Testing for Neglected Heterogeneity

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Efficient Instrumental Variables Estimation of Nonlinear Models

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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

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A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

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Efficiency Bounds for Semiparametric Regression

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Consistent Estimation of Models Defined by Conditional Moment Restrictions

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A kernel method of estimating structured nonparametric regression based on marginal integration

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Non- and semi-parametric estimation in models with unknown smoothness

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mardi Publication:2786680

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