Pages that link to "Item:Q1262659"

The following pages link to Adaptive estimation of regression models via moment restrictions (Q1262659):

Displaying 35 items.

• More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (Q292153) (← links)
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Novel symmetry tests in regression models based on Gini mean difference (Q478368) (← links)
• Efficient estimation of the semiparametric spatial autoregressive model (Q530965) (← links)
• Semiparametric and nonparametric estimation of sample selection models under symmetry (Q530983) (← links)
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
• A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
• The potential for efficiency gains in estimation from the use of additional moment restrictions (Q1194035) (← links)
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism (Q1260680) (← links)
• Distribution-free estimation of the random coefficient dummy endogenous variable model (Q1298482) (← links)
• Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules (Q1318975) (← links)
• Some forecasting applications of partially adaptive estimators of ARIMA models (Q1331516) (← links)
• Two-step estimation of heteroskedastic sample selection models (Q1343375) (← links)
• A generalization of the beta distribution with applications (Q1347097) (← links)
• Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
• Convergence rates and asymptotic normality for series estimators (Q1362062) (← links)
• On the robustness of two alternatives to least squares: A Monte Carlo study (Q1389543) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Rank estimation of a location parameter in the binary choice model (Q1586551) (← links)
• Partially adaptive estimation of autoregressive processes via a normal mixture (Q1611817) (← links)
• A Monte Carlo evaluation of the performance of two new tests for symmetry (Q1695416) (← links)
• Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
• Adaptive inference on pure spatial models (Q2173187) (← links)
• A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models (Q2294510) (← links)
• Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
• Partially adaptive robust estimation of regression models and applications (Q2572820) (← links)
• Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
• Adaptive Estimation in Multiple Time Series With Independent Component Errors (Q2968462) (← links)
• Distribution-Free Runs Test for Conditional Symmetry (Q3017877) (← links)
• On adaptive linear regression (Q3183859) (← links)
• Partially adaptive estimation via the maximum entropy densities (Q3367408) (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
• Semiparametric Estimation of Probabilistic Index Models: Efficiency and Bias (Q6064409) (← links)