Pages that link to "Item:Q3769832"

The following pages link to Two Stage and Related Estimators and Their Applications (Q3769832):

Displaying 30 items.

• Regime switching for dynamic correlations (Q292034) (← links)
• On the robustness of two-stage estimators (Q434706) (← links)
• Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
• Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
• Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
• Two-stage Huber estimation (Q861204) (← links)
• The impact of general non-parametric volatility functions in multivariate GARCH models (Q959389) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone (Q1194027) (← links)
• Recursive estimation and generated regressors (Q1195084) (← links)
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← links)
• Computation of the GLS estimator of a model with anticipated and unanticipated effects (Q1331511) (← links)
• Labour market transitions and retirement of men in the UK (Q1362486) (← links)
• Estimation in a linear model with serially correlated errors when observations are missing (Q1404608) (← links)
• Price collusion and deregulation in the Japanese retail gasoline market (Q1614016) (← links)
• Efficient two-step estimation via targeting (Q1676369) (← links)
• Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
• Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
• Identifying and estimating efficient markets models with contemporaneous instruments (Q2641060) (← links)
• Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
• Calibration as estimation (Q3350612) (← links)
• Realized Volatility: A Review (Q3539862) (← links)
• When are two step estimators efficient? (Q3974561) (← links)
• Tests for serial correlation and overdispersion in a count data regression model^∗ (Q4352558) (← links)
• Double kernel nonparametric estimation in semlparametric econometric models (Q4551600) (← links)
• Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
• Two-step series estimation and specification testing of (partially) linear models with generated regressors (Q5040539) (← links)
• Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model (Q5080546) (← links)
• Exclusion restrictions in instrumental variables equations (Q5750313) (← links)
• On improving the robustness and reliability of Rao's score test (Q5943799) (← links)