Pages that link to "Item:Q2716472"

The following pages link to GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS (Q2716472):

Displaying 50 items.

• EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
• GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
• Regularized LIML for many instruments (Q494179) (← links)
• Instrumental variable estimation in functional linear models (Q494183) (← links)
• Underidentification? (Q528042) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• CUE with many weak instruments and nearly singular design (Q528057) (← 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)
• Estimation of stable distributions by indirect inference (Q530608) (← links)
• Nonparametric identification of a binary random factor in cross section data (Q737961) (← links)
• Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
• Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
• Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
• Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
• The indirect continuous-GMM estimation (Q1623544) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997) (← links)
• Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
• Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
• First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
• Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
• A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
• A local generalized method of moments estimator (Q1929821) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
• The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
• Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
• On the identification of models with conditional characteristic functions (Q2292821) (← links)
• Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
• Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776) (← links)
• Conditional moment models under semi-strong identification (Q2451801) (← links)
• Consistent estimation with many moment inequalities (Q2511801) (← links)
• Compressive statistical learning with random feature moments (Q2664824) (← links)
• REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS (Q2786681) (← links)
• Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
• Characteristic Function-based Semiparametric Inference for Skew-symmetric Models (Q2852623) (← links)
• Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
• A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE (Q2909513) (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
• (Q3552465) (← links)