Pages that link to "Item:Q1262659"
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The following pages link to Adaptive estimation of regression models via moment restrictions (Q1262659):
Displayed 23 items.
- 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)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← 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)
- Partially adaptive estimation via the maximum entropy densities (Q3367408) (← links)
- Partially adaptive estimation of nonlinear models via a normal mixture (Q4246595) (← links)
- A note on partially adaptive estimation via a normal mixture (Q4337185) (← links)
- Finite sample properties of adaptive regression estimators (Q4853100) (← links)
- Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> (Q4860429) (← links)
- A consistent test for conditional symmetry in time series models (Q5939174) (← links)