Pages that link to "Item:Q1822424"
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The following pages link to Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424):
Displayed 50 items.
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Structural nested models and G-estimation: the partially realized promise (Q252829) (← links)
- Estimating structural mean models with multiple instrumental variables using the generalised method of moments (Q254415) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Identification and information in monotone binary models (Q280231) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (Q292153) (← links)
- The role of beliefs in inference for rational expectations models (Q302207) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Efficient estimation in models with independence restrictions (Q341882) (← links)
- Efficiency of repeated-cross-section estimators in fixed-effects models (Q383961) (← links)
- Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
- Approximate maximum entropy on the mean for instrumental variable regression (Q433589) (← links)
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data (Q449981) (← links)
- Estimating the transition matrix of a Markov chain observed at random times (Q467002) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
- Estimation of relative average treatment effects with misclassification (Q533948) (← links)
- Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
- Combining conditional and unconditional moment restrictions with missing responses (Q604358) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known (Q738085) (← links)
- Adjusting for time-varying confounding in the subdistribution analysis of a competing risk (Q746005) (← links)
- A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions (Q899741) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- Efficient M-estimators with auxiliary information (Q989257) (← links)
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
- The potential for efficiency gains in estimation from the use of additional moment restrictions (Q1194035) (← links)
- GMM, maximum likelihood, and nonparametric efficiency (Q1195090) (← links)
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- Efficiency bounds for some semiparametric selection models (Q1260686) (← links)
- Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Redundancy of moment conditions (Q1298479) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Neural networks and logistic regression: Part I (Q1351182) (← links)
- The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach (Q1361996) (← links)