Pages that link to "Item:Q4203681"
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The following pages link to Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions (Q4203681):
Displayed 19 items.
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← 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)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
- Feedback in panel data models (Q2074608) (← 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)
- Calibration as estimation (Q3350612) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) (← 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)
- Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)
- Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)