Pages that link to "Item:Q5931142"

The following pages link to Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142):

Displaying 49 items.

• GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
• Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
• Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
• Model selection in the presence of nonstationarity (Q528002) (← links)
• Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
• Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
• Branching stochastic processes with immigration in analysis of renewing cell populations (Q850106) (← links)
• The analysis of multivariate longitudinal data using multivariate marginal models (Q900834) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
• Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
• Variable selection for structural equation with endogeneity (Q1794305) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models (Q1927866) (← links)
• Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
• On CUSUM test for dynamic panel models (Q2059108) (← links)
• Regional patterns in technological progress of Poland: the role of EU structural funds (Q2323441) (← links)
• Endogeneity in high dimensions (Q2510821) (← links)
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• Model averaging based on generalized method of moments (Q2659973) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Monetary policy rules and opinionated markets (Q2685464) (← links)
• ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250) (← links)
• Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
• LASSO-TYPE GMM ESTIMATOR (Q3551023) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543) (← links)
• Unit root test for short panels with serially correlated errors (Q4976264) (← links)
• Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
• Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
• A statistical procedure for testing financial contagion (Q5148591) (← links)
• Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)
• Density ratio model selection (Q5438715) (← links)
• A bootstrap approach to moment selection (Q5469919) (← links)
• CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Q5697623) (← links)
• Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)
• Moment and IV Selection Approaches: A Comparative Simulation Study (Q5864513) (← links)
• Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• PVAR model with collapsed instruments in the real exchange rates misalignment's analysis (Q5872974) (← links)
• Two robust tools for inference about causal effects with invalid instruments (Q6055523) (← links)
• Does household borrowing reduce the trade balance? Evidence from developing and developed countries (Q6138862) (← links)
• Over-identified doubly robust identification and estimation (Q6163265) (← links)
• Technological innovation, natural resources, financial inclusion, and environmental degradation in BRI economies (Q6198955) (← links)