Pages that link to "Item:Q4203681"

The following pages link to Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions (Q4203681):

Displayed 19 items.

• Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) ‎ (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) ‎ (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) ‎ (← links)
• Efficient estimation in dynamic conditional quantile models (Q736520) ‎ (← links)
• Are consumption-based intertemporal capital asset pricing models structural? (Q808144) ‎ (← links)
• Distribution-free estimation of some nonlinear panel data models (Q1305662) ‎ (← links)
• Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) ‎ (← links)
• The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) ‎ (← links)
• Feedback in panel data models (Q2074608) ‎ (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) ‎ (← links)
• Efficiency bound calculations for a time series model, with conditional heteroskedasticity (Q2638711) ‎ (← links)
• Calibration as estimation (Q3350612) ‎ (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) ‎ (← links)
• SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546) ‎ (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) ‎ (← links)
• ARMA representation of integrated and realized variances (Q4458360) ‎ (← links)
• THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS (Q4561971) ‎ (← links)
• Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) ‎ (← links)
• Optimal instrumental variables estimation for ARMA models (Q5952957) ‎ (← links)