Pages that link to "Item:Q3476128"

The following pages link to Simulation and the Asymptotics of Optimization Estimators (Q3476128):

Displaying 50 items.

• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• Asymptotic inference from multi-stage samples (Q262753) (← links)
• Quasi-maximum likelihood estimation for conditional quantiles (Q265018) (← links)
• Semiparametric estimation of a panel data proportional hazards model with fixed effects (Q269238) (← links)
• Inference on inequality from household survey data (Q276940) (← links)
• Estimation of quantity games in the presence of indivisibilities and heterogeneous firms (Q278049) (← links)
• Partial rank estimation of duration models with general forms of censoring (Q278253) (← links)
• Informational content of special regressors in heteroskedastic binary response models (Q284314) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Efficient high-dimensional importance sampling (Q289225) (← links)
• Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
• Inference in panel data models under attrition caused by unobservables (Q295405) (← links)
• Turning from crime: a dynamic perspective (Q295563) (← links)
• Inference in a synchronization game with social interactions (Q301960) (← links)
• Structural estimation of pairwise stable networks with nonnegative externality (Q337778) (← links)
• Powerful nonparametric checks for quantile regression (Q338398) (← links)
• Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
• New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
• Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
• An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• Quantile residual lifetime with right-censored and length-biased data (Q498063) (← links)
• Higher-order properties of approximate estimators (Q524814) (← links)
• Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
• Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
• The method of simulated quantiles (Q528141) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• An anti-ideal point representation of economic discrete choice models (Q621726) (← links)
• Simulated conditional moment tests (Q672615) (← links)
• Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
• Quantile regression for right-censored and length-biased data (Q692663) (← links)
• Particle filters for continuous likelihood evaluation and maximisation (Q738078) (← links)
• Semiparametric estimation of a bivariate Tobit model (Q738087) (← links)
• Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
• Likelihood estimation and inference in threshold regression (Q738152) (← links)
• Semiparametric estimation of a truncated regression model (Q738154) (← links)
• Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
• Simulation estimation of time-series models (Q751158) (← links)
• Heterogeneous and correlated risk preferences in commercial fishermen: The perfect storm dilemma (Q813066) (← links)
• Robust estimation of nonparametric function via addition sequence (Q827000) (← links)
• Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization (Q862517) (← links)
• Two-step semiparametric estimation of the type-3 Tobit model (Q894581) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Estimation of cross sectional and panel data censored regression models with endogeneity (Q899512) (← links)
• Quantile regression of longitudinal data with informative observation times (Q901287) (← links)
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
• Price asymptotics (Q934969) (← links)
• Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)