Pages that link to "Item:Q3831868"

The following pages link to Hypothesis Testing with Efficient Method of Moments Estimation (Q3831868):

Displaying 50 items.

• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
• Short run and long run causality in time series: inference (Q291702) (← links)
• \(R\)-estimates vs. GMM: a theoretical case study of validity and efficiency (Q449734) (← links)
• Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
• A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
• Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
• Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
• A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
• Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
• How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482) (← links)
• Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446) (← links)
• The equality of comparable extended families of classical-type and Hausman-type statistics (Q1414627) (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
• Intertemporal risk-return tradeoff in the short-run (Q1629642) (← links)
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (Q1669834) (← links)
• Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (Q1676386) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)
• Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
• The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
• The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• The effect of farm genetics expenses on dynamic productivity growth (Q2029395) (← links)
• Robust inference for mediated effects in partially linear models (Q2066605) (← links)
• The impact of cyclones on local economic growth: evidence from local projections (Q2096225) (← links)
• Demand elasticities of bitcoin and ethereum (Q2096235) (← links)
• Supervised learning of sheared distributions using linearized optimal transport (Q2098305) (← links)
• What drives intraday reversal? Illiquidity or liquidity oversupply? (Q2115973) (← links)
• Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
• Rare disaster concerns and economic fluctuations (Q2208896) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• The macro and asset pricing implications of rising Italian uncertainty: evidence from a novel news-based macroeconomic policy uncertainty index (Q2226833) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• Neglected heterogeneity in moment condition models (Q2512601) (← links)
• Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
• Generalized Method of Moments for Additive Hazards Model with Clustered Dental Survival Data (Q2835313) (← links)
• GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS (Q2995424) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
• Efficient GMM with nearly-weak instruments (Q3406057) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
• A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
• Estimation of long-run inefficiency levels: a dynamic frontier approach (Q4521334) (← links)
• ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (Q4653041) (← links)
• RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
• Index volatility and the put-call ratio: a tale of three markets (Q4957256) (← links)
• Volatility information difference between CDS, options, and the cross section of options returns (Q4957262) (← links)