Pages that link to "Item:Q3476128"
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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)
- Efficiency. of infinite dimensional <i>M‐</i> estimators (Q4850116) (← links)
- Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory (Q5037834) (← links)
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data (Q5134477) (← links)
- LATE CAREER JOB LOSS AND THE DECISION TO RETIRE (Q5224962) (← links)
- MALE AND FEMALE MARRIAGE RETURNS TO SCHOOLING (Q5245741) (← links)
- HOUSEHOLD INTERACTION AND THE LABOR SUPPLY OF MARRIED WOMEN (Q5257878) (← links)
- Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation (Q5413557) (← links)
- Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index (Q5738834) (← links)
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS (Q6042898) (← links)
- Aspects of robust canonical correlation analysis, principal components and association (Q6075570) (← links)
- A new approach for regression analysis of multivariate current status data with informative censoring (Q6084120) (← links)
- Interaction effects in the adjustment cost function of firms (Q6106637) (← links)
- Two-step estimation of censored quantile regression for duration models with time-varying regressors (Q6108301) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Regression analysis of misclassified current status data with informative observation times (Q6131031) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Inference in models with partially identified control functions (Q6193011) (← links)
