Pages that link to "Item:Q5393904"

The following pages link to GMM, GEL, Serial Correlation, and Asymptotic Bias (Q5393904):

Displaying 32 items.

• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• Generalized empirical likelihood specification test robust to local misspecification (Q1788007) (← links)
• Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
• Method-of-moments estimation and choice of instruments: numerical computations (Q1934859) (← links)
• Local influence analysis for GMM estimation (Q2125728) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
• Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
• OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
• GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
• Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
• The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (Q5291760) (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
• Frequency domain generalized empirical likelihood method (Q5408114) (← links)
• Structural change tests for GEL criteria (Q5860890) (← links)
• GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
• Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
• Bias in local projections (Q6118714) (← links)
• A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
• A review of recent advances in empirical likelihood (Q6602013) (← links)