Pages that link to "Item:Q2878813"
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The following pages link to ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813):
Displaying 14 items.
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
- Compressive statistical learning with random feature moments (Q2664824) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
