Pages that link to "Item:Q3266111"

The following pages link to The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations (Q3266111):

Displaying 50 items.

• EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
• Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
• Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
• Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
• Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
• On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators (Q397953) (← links)
• Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
• The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
• Regularized LIML for many instruments (Q494179) (← links)
• Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
• The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model (Q613421) (← links)
• Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
• Hahn-Hausman test as a specification test (Q738140) (← links)
• Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates (Q899756) (← links)
• Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions (Q899955) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Choosing the optimal set of instruments from large instrument sets (Q1010397) (← links)
• The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion (Q1046248) (← links)
• Efficiency of iterative estimators in the regression model with AR(1) disturbances (Q1086946) (← links)
• The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
• A ridge-like method for simultaneous estimation of simultaneous equations (Q1138335) (← links)
• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
• Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system (Q1163307) (← links)
• Optimizing in the class of Fuller modified limited information maximum likelihood estimators (Q1206451) (← links)
• The structure of simultaneous equations estimators (Q1224409) (← links)
• A note on the efficiency of the Zellner's seemingly unrelated regressions estimator (Q1229532) (← links)
• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach (Q1255754) (← links)
• Optimal instruments when the disturbances are small (Q1256826) (← links)
• The accuracy of the higher order bias approximation for the 2SLS estimator (Q1285517) (← links)
• Bias assessment and reduction in linear error-correction models (Q1341210) (← links)
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches (Q1377312) (← links)
• The bias of the ordinary least squares estimator in simultaneous equation models (Q1392157) (← links)
• Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
• An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
• The bias of the 2SLS variance estimator (Q1606275) (← links)
• Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
• A general result on the estimation bias of ARMA models (Q1643799) (← links)
• The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
• Covariate measurement and endogeneity (Q1667880) (← links)
• Simple many-instruments robust standard errors through concentrated instrumental variables (Q1668631) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• Minimum distance approach to inference with many instruments (Q1745618) (← links)
• Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)