The following pages link to (Q4328700):
Displaying 50 items.
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- An algorithm to estimate the two-way fixed effects model (Q312370) (← links)
- Inverse problems of demand analysis and their applications to computation of positively-homogeneous Konüs-Divisia indices and forecasting (Q318172) (← links)
- Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- An evaluation of financial institutions: impact on consumption and investment using panel data and the theory of risk-bearing (Q472752) (← links)
- The dynamic power law model (Q482073) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Underidentification? (Q528042) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- The Frisch-Waugh-Lovell theorem for standard errors (Q826687) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- Bounds on generalized linear predictors with incomplete outcome data (Q877249) (← links)
- Estimation and inference in multivariate Markov chains (Q894870) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- A general approach to Bayesian portfolio optimization (Q1040692) (← links)
- The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
- Cointegration models with non Gaussian GARCH innovations (Q1640655) (← links)
- Confidence intervals for linear unbiased estimators under constrained dependence (Q1657953) (← links)
- Dynamic GSCANO (generalized structured canonical correlation analysis) with applications to the analysis of effective connectivity in functional neuroimaging data (Q1659062) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (Q1669834) (← links)
- The Amiti-Weinstein estimator: an equivalence result (Q1672785) (← links)
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
- Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
- Analysis of Finnish and Swedish mortality data with stochastic mortality models (Q1936562) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Portfolio selection in a data-rich environment (Q1994213) (← links)
- Identification and estimation of linear social interaction models (Q2000837) (← links)
- Correlated random effects models with unbalanced panels (Q2000855) (← links)
- Skilled migration and business cycle dynamics (Q2007872) (← links)
- Instrument approval by the Sargan test and its consequences for coefficient estimation (Q2043135) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Local financial access and income inequality in Chile (Q2069964) (← links)
