Pages that link to "Item:Q3831868"
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The following pages link to Hypothesis Testing with Efficient Method of Moments Estimation (Q3831868):
Displayed 22 items.
- Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
- How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482) (← links)
- Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446) (← links)
- The equality of comparable extended families of classical-type and Hausman-type statistics (Q1414627) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- Estimation of long-run inefficiency levels: a dynamic frontier approach (Q4521334) (← links)
- ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (Q4653041) (← links)
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← links)
- Robust inference with GMM estimators (Q5931139) (← links)
- Economic activity and time variation in expected futures returns (Q5941477) (← links)
- Criterion-based inference for GMM in autoregressive panel data models. (Q5958418) (← links)