Pages that link to "Item:Q1073525"

The following pages link to A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525):

Displaying 28 items.

• Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
• Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
• Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
• Underidentification? (Q528042) (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Prediction-based estimating functions: review and new developments (Q642200) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• A chi-square test for a unit root (Q756896) (← links)
• Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
• Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
• Efficient GMM estimation of weak AR processes. (Q1605275) (← links)
• A review of asymptotic theory of estimating functions (Q1656854) (← links)
• Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
• Financial econometrics: Past developments and future challenges (Q1841086) (← links)
• Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
• Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
• Method-of-moments estimation and choice of instruments: numerical computations (Q1934859) (← links)
• Temporal aggregation of volatility models (Q2439047) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Efficiency bound calculations for a time series model, with conditional heteroskedasticity (Q2638711) (← links)
• Quasi score-driven models (Q2697985) (← links)
• AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
• ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
• REDUNDANCY OF LAGGED REGRESSORS REVISITED (Q2886948) (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
• Robust identification of investor beliefs (Q5073243) (← links)