Pages that link to "Item:Q1810674"

The following pages link to The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674):

Displaying 44 items.

• A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Robust GMM tests for structural breaks (Q265111) (← links)
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
• Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
• Comparison of misspecified calibrated models: the minimum distance approach (Q527985) (← links)
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
• Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
• The validity of instruments revisited (Q738120) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (Q1019965) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
• Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
• Uniform improvement of empirical likelihood for missing response problem (Q1950816) (← links)
• A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
• Limited participation in international business cycle models: a formal evaluation (Q1994384) (← links)
• Asymptotic theory for clustered samples (Q2000827) (← links)
• On the structure of IV estimands (Q2000863) (← links)
• A comparison of testing and estimation of firm conduct (Q2126208) (← links)
• Sample sensitivity for two-step and continuous updating GMM estimators (Q2226955) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
• Semiparametric Generalized Estimating Equations in Misspecified Models (Q2787356) (← links)
• Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
• Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
• NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS (Q3168877) (← links)
• A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
• EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
• Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
• Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
• Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
• Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
• Testing conditional symmetry without smoothing (Q5299878) (← links)
• Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
• Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
• GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
• Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
• Over-identified doubly robust identification and estimation (Q6163265) (← links)