Pages that link to "Item:Q5931139"
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The following pages link to Robust inference with GMM estimators (Q5931139):
Displayed 41 items.
- Generalized method of trimmed moments (Q254204) (← links)
- Robust efficient method of moments (Q265015) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Influence analysis of robust Wald-type tests (Q272063) (← links)
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
- Semiparametrically weighted robust estimation of regression models (Q452680) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- Robust subsampling (Q738145) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Robust estimates for GARCH models (Q935425) (← links)
- Fast indirect robust generalized method of moments (Q961820) (← links)
- Robust heart rate variability analysis by generalized entropy minimization (Q1623748) (← links)
- Case deletion diagnostics for GMM estimation (Q1659492) (← links)
- Robust tests for linear regression models based on \(\tau\)-estimates (Q1660233) (← links)
- Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← links)
- On B-robust instrumental variable estimation of the linear model with panel data. (Q1858918) (← links)
- Robust small sample accurate inference in moment condition models (Q1927103) (← links)
- Robust empirical likelihood (Q2117953) (← links)
- Local influence analysis for GMM estimation (Q2125728) (← links)
- One-step robust estimation of fixed-effects panel data models (Q2359510) (← links)
- The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
- Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
- A Natural Robustification of the Ordinary Instrumental Variables Estimator (Q2861951) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- Local lagged adapted generalized method of moments and applications (Q2968185) (← links)
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
- Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (Q3182651) (← links)
- Privacy-Preserving Parametric Inference: A Case for Robust Statistics (Q4999173) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (Q5172812) (← links)
- (Q5290309) (← links)
- Robust estimators for the fixed effects panel data model (Q5433622) (← links)
- Robust Alternatives to the <i>F</i>‐Test in Mixed Linear Models Based on <i>MM</i>‐Estimates (Q5449902) (← links)
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral (Q5697353) (← links)
- GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
- Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
- Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models (Q6154023) (← links)
- A new robust parameter estimation approach for multinomial categorical response data with outliers and mismeasured covariates (Q6164698) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)