Pages that link to "Item:Q1822424"
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The following pages link to Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424):
Displayed 45 items.
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
- The potential for efficiency gains in estimation from the use of additional moment restrictions (Q1194035) (← links)
- GMM, maximum likelihood, and nonparametric efficiency (Q1195090) (← links)
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- Efficiency bounds for some semiparametric selection models (Q1260686) (← links)
- Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Redundancy of moment conditions (Q1298479) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Neural networks and logistic regression: Part I (Q1351182) (← links)
- The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach (Q1361996) (← links)
- Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
- Efficiency comparisons in multivariate multiple regression with missing outcomes (Q1364671) (← links)
- Efficient estimation of regression parameters from multistage studies with validation of outcome and covariates (Q1378809) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Binary choice panel data models with predetermined variables (Q1810682) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Sample selection and information-theoretic alternatives to GMM (Q1858931) (← links)
- Case-control studies with contaminated controls (Q1915443) (← links)
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently (Q1971784) (← links)
- Profile empirical likelihood for parametric and semiparametric models (Q2501354) (← links)
- Efficient estimation and stratified sampling (Q2565042) (← links)
- Estimating systems of equations with different instruments for different equations (Q2565046) (← links)
- Semiparametric efficiency bounds (Q3485742) (← links)
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines (Q3505344) (← links)
- Method‐of‐moment view of linear simultaneous equation systems (Q3525718) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences (Q4521332) (← links)
- Semiparametric efficient estimation for the auxiliary outcome problem with the conditional mean model (Q4673114) (← links)
- Correcting for non-compliance in randomized trials using structural nested mean models (Q4843693) (← links)
- Semiparametric Efficient Distribution Free Estimation of Panel Models (Q5438309) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)
- A simplified approach to computing efficiency bounds in semiparametric models (Q5939358) (← links)