Pages that link to "Item:Q374908"

The following pages link to A method of moments interpretation of sequential estimators (Q374908):

Displaying 30 items.

• Two-step series estimation of sample selection models (Q158714) (← links)
• Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
• Endogenous selection or treatment model estimation (Q289184) (← links)
• Inverse probability weighted estimation for general missing data problems (Q289218) (← links)
• Synchronization of cycles (Q291626) (← links)
• Testing competing models for non-negative data with many zeros (Q312340) (← links)
• On the robustness of two-stage estimators (Q434706) (← links)
• A generalized panel data switching regression model (Q485697) (← links)
• Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
• A gamma-distributed stochastic frontier model (Q750072) (← links)
• Two-stage Huber estimation (Q861204) (← links)
• A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator (Q902606) (← links)
• Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623) (← links)
• Identification and estimation of polynomial errors-in-variables models (Q1185204) (← links)
• Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
• Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently (Q1668511) (← links)
• Easy bootstrap-like estimation of asymptotic variances (Q1787986) (← links)
• Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications (Q1810666) (← links)
• Panel data regression for counts (Q1815623) (← links)
• Selection corrections for panel data models under conditional mean independence assumptions (Q1899228) (← links)
• A generalized non-parametric instrumental variable-control function approach to estimation in nonlinear settings (Q2121829) (← links)
• Specification test on mixed logit models (Q2227072) (← links)
• The performance of estimators based on the propensity score (Q2440330) (← links)
• Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
• GMM redundancy results for general missing data problems (Q2628831) (← links)
• THE ET INTERVIEW: ADRIAN PAGAN (Q2976204) (← links)
• SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
• The Sample Selection Model from a Method of Moments Perspective (Q3432678) (← links)
• A corrected Clarke test for model selection and beyond (Q6163272) (← links)