Pages that link to "Item:Q280214"

The following pages link to Information in generalized method of moments estimation and entropy-based moment selection (Q280214):

Displaying 25 items.

• Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
• Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
• Information criteria for impulse response function matching estimation of DSGE models (Q528064) (← links)
• Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (Q1046261) (← links)
• A comparative study of three data-based methods of instrument selection (Q1046302) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
• Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
• Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• Is time preference different across incomes and countries? (Q2660005) (← links)
• Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
• ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
• Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
• Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
• Inference about long run canonical correlations (Q5397941) (← links)
• Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England (Q5864453) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
• GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
• Structural Equation Model Averaging: Methodology and Application (Q6620905) (← links)