Pages that link to "Item:Q2512629"

The following pages link to Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629):

Displaying 18 items.

• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation (Q2312968) (← links)
• Sieve \(M\) inference on irregular parameters (Q2451802) (← links)
• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
• Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
• NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY (Q2801991) (← links)
• NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE (Q4554604) (← links)
• INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
• NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
• Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
• A structural analysis of simple contracts (Q6054390) (← links)
• Semiparametric estimation of long-term treatment effects (Q6090606) (← links)
• Semi-nonparametric estimation of random coefficients logit model for aggregate demand (Q6108352) (← links)
• A simple nonparametric conditional quantile estimator for time series with thin tails (Q6140018) (← links)