Pages that link to "Item:Q1073525"
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The following pages link to A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525):
Displaying 41 items.
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Underidentification? (Q528042) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- A chi-square test for a unit root (Q756896) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- Efficient GMM estimation of weak AR processes. (Q1605275) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Method-of-moments estimation and choice of instruments: numerical computations (Q1934859) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Efficiency bound calculations for a time series model, with conditional heteroskedasticity (Q2638711) (← links)
- Quasi score-driven models (Q2697985) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- REDUNDANCY OF LAGGED REGRESSORS REVISITED (Q2886948) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS (Q4561971) (← links)
- ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
- Robust identification of investor beliefs (Q5073243) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
- Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England (Q5864453) (← links)
- Estimation and inference in the linear-quadratic inventory model (Q5894594) (← links)
- Estimation and inference in the linear-quadratic inventory model (Q5906553) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
- Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)
- Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)