Simulation and the Asymptotics of Optimization Estimators
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Cited in
(only showing first 100 items - show all)- Estimation and inference in factor copula models with exogenous covariates
- An analytic method for randomized trials with informative censoring. II
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
- Quantile regression under random censoring.
- Robust estimation of nonparametric function via addition sequence
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
- Rank estimation of a location parameter in the binary choice model
- Inference in panel data models under attrition caused by unobservables
- Regression analysis of misclassified current status data with informative observation times
- Testing rank similarity in the local average treatment effects model
- Late career job loss and the decision to retire
- Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event
- An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
- The bootstrap in threshold regression
- Explained variation and predictive accuracy in general parametric statistical models: The role of model misspecification
- Likelihood-free inference via classification
- Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
- Moment conditions selection based on adaptive penalized empirical likelihood
- A smooth nonparametric approach to determining cut-points of a continuous scale
- Simulation-based estimation methods for financial time series models
- Minimum profile Hellinger distance estimation of general covariate models
- Asymptotic inference from multi-stage samples
- Efficient semiparametric seemingly unrelated quantile regression estimation
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- Discontinuities in indirect estimation: an application to EAR models
- Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications
- An MCMC approach to classical estimation.
- Semiparametric estimation of the Box-Cox transformation model
- Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
- Optimal instrumental variables estimation for ARMA models
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- Labor market search, informality, and on-the-job human capital accumulation
- Distributed learning for kernel mode-based regression
- Generalized accelerated failure time model with censored data from case-cohort studies
- Fitting the Bartlett-Lewis rainfall model using approximate Bayesian computation
- Semiparametric estimation of a panel data proportional hazards model with fixed effects
- Inference on inequality from household survey data
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Particle filters for continuous likelihood evaluation and maximisation
- How large are hysteresis effects? Estimates from a Keynesian growth model
- A general semi-parametric elliptical distribution model for semi-supervised learning
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Estimation of ergodic agent-based models by simulated minimum distance
- Averaging of an increasing number of moment condition estimators
- Rank estimators for monotonic index models
- Inference for misspecified models with fixed regressors
- Subvector inference when the true parameter vector may be near or at the boundary
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
- GMM estimation and uniform subvector inference with possible identification failure
- On a general class of functionals: statistical inference and application to risk measures
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data
- Inference on functionals under first order degeneracy
- Expected information of noisy attribute forecasts for probabilistic forecasts
- A consistent simulation-based estimator in generalized linear mixed models
- MALE AND FEMALE MARRIAGE RETURNS TO SCHOOLING
- Rates of convergence in the asymptotic normality for some local maximum estimators
- Heavy tail robust estimation and inference for average treatment effects
- Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments
- Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
- Estimation of quantity games in the presence of indivisibilities and heterogeneous firms
- Partial rank estimation of duration models with general forms of censoring
- High dimensional semiparametric moment restriction models
- Informational content of special regressors in heteroskedastic binary response models
- A generalization of expected shortfall based capital allocation
- Moment estimation for censored quantile regression
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- Consistent variance of the Laplace-type estimators: application to DSGE models
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Omnibus model checks of linear assumptions through distance covariance
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
- An econometric model of network formation with an application to board interlocks between firms
- A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse
- scientific article; zbMATH DE number 1524239 (Why is no real title available?)
- Monte-Carlo evaluation of multivariate normal probabilities
- Simulation-based estimation of dynamic models with continuous equilibrium solutions
- Local structural quantile effects in a model with a nonseparable control variable
- Estimating simultaneous equations models by a simulation technique
- Multiplicative-error models with sample selection
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- Efficient minimum distance estimation with multiple rates of convergence
- A smoothed least squares estimator for threshold regression models
- Efficient high-dimensional importance sampling
- Robust estimation of derivatives using locally weighted least absolute deviation regression
- Nonparametric conditional mean imputation
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
- Parametric copula adjusted for non- and semiparametric regression
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- Weak identification robust tests in an instrumental quantile model
- Estimation of marginal effects in semiparametric selection models with binary outcomes
- Efficient propensity score regression estimators of multivalued treatment effects for the treated
- Simulation-based inference. A survey with special reference to panel data models
- Pairwise difference estimators of censored and truncated regression models
- Asymptotic theory for differentiated products demand models with many markets
- Marriage market and labour market sorting
- Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization
- Quadratic mode regression
- Turning from crime: a dynamic perspective
- Generalized indirect inference for discrete choice models
- A corrected Clarke test for model selection and beyond
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