Pages that link to "Item:Q3210031"

The following pages link to The Stochastic Difference Between Econometric Statistics (Q3210031):

Displaying 46 items.

• A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (Q295702) (← links)
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• Higher-order properties of approximate estimators (Q524814) (← links)
• Efficient estimation of the semiparametric spatial autoregressive model (Q530965) (← links)
• Laplace approximations using \(n^\alpha\)-consistent estimators (Q680390) (← links)
• A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
• On estimation and inference in a partially linear hazard model with varying coefficients (Q741158) (← links)
• Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
• One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
• Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
• Hazard models with varying coefficients for multivariate failure time data (Q997382) (← links)
• The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
• Estimation of some partially specified nonlinear models (Q1362023) (← links)
• Method of moments estimators and multi-step MLE for Poisson processes (Q1616201) (← links)
• Efficient two-step estimation via targeting (Q1676369) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• Modified three-stage least squares estimator which is third-order efficient (Q1801420) (← links)
• Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
• Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
• One-step minimum Hellinger distance estimation (Q1942895) (← links)
• Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
• Constrained estimation using penalization and MCMC (Q2116360) (← links)
• On approximation of BSDE and multi-step MLE-processes (Q2296084) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• On the multi-step MLE-process for ergodic diffusion (Q2359720) (← links)
• Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
• How Many Iterations are Sufficient for Efficient Semiparametric Estimation? (Q2852630) (← links)
• EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
• SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION (Q3377455) (← links)
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
• STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS (Q4324819) (← links)
• Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter (Q4648655) (← links)
• Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723) (← links)
• Nonparametric Maximum Likelihood Estimators of Time-Dependent Accuracy Measures for Survival Outcome Under Two-Stage Sampling Designs (Q4962452) (← links)
• SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
• AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
• A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL (Q5438206) (← links)
• A new class of tests for overidentifying restrictions in moment condition models (Q5860991) (← links)
• Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
• Yield curve estimation by kernel smoothing methods (Q5952031) (← links)
• Semiparametric fractional cointegration analysis (Q5952032) (← links)
• Estimation and inference by stochastic optimization (Q6193080) (← links)