Pages that link to "Item:Q1084826"

The following pages link to Generalized method of moments specification testing (Q1084826):

Displaying 50 items.

• A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
• Efficient estimation of models for dynamic panel data (Q98307) (← links)
• Testing normality: a GMM approach (Q261889) (← links)
• Econometrics of first-price auctions with entry and binding reservation prices (Q262755) (← links)
• Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• On the effect of weighting matrix in GMM specification test (Q313110) (← links)
• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• A cautionary note on tests of overidentifying restrictions (Q433204) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
• Testing for weak identification in possibly nonlinear models (Q530604) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
• A long memory model with normal mixture GARCH (Q656952) (← links)
• Some aspects of measurement error in a censored regression model (Q685919) (← links)
• The validity of instruments revisited (Q738120) (← links)
• Hahn-Hausman test as a specification test (Q738140) (← links)
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
• Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
• Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
• Estimating covariances of parameter estimates from different models (Q900071) (← links)
• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
• Methods to estimate dynamic stochastic general equilibrium models (Q1027381) (← links)
• Regression-based specification tests for the multinomial logit model (Q1093298) (← links)
• Specification tests for distributional assumptions in the Tobit model (Q1104019) (← links)
• Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
• Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
• Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
• Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models (Q1327961) (← links)
• Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
• Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
• Empirical method of moments and its applications (Q1395873) (← links)
• Choice as an alternative to control in observational studies. (With comments and a rejoinder). (Q1431170) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• Unfolded GARCH models (Q1657508) (← links)
• Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation (Q1660129) (← links)
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (Q1669834) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• Law enforcement, the price of cocaine and cocaine use (Q1804102) (← links)
• The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
• Panel data regression for counts (Q1815623) (← links)
• GMM tests for the Katz family of distributions (Q1869069) (← links)
• The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
• Specification testing in panel data with instrumental variables (Q1915453) (← links)
• Misspecification tests and their uses in econometrics (Q1918128) (← links)
• Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• Testing the impossible: identifying exclusion restrictions (Q2227048) (← links)