Pages that link to "Item:Q4530942"

The following pages link to Consistent Moment Selection Procedures for Generalized Method of Moments Estimation (Q4530942):

Displaying 50 items.

• GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
• Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
• Model selection in the presence of nonstationarity (Q528002) (← links)
• Information criteria for impulse response function matching estimation of DSGE models (Q528064) (← links)
• Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
• Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
• Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
• Choosing the optimal set of instruments from large instrument sets (Q1010397) (← links)
• What do `residuals' from first-order conditions reveal about DGE models? (Q1027393) (← links)
• Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (Q1046261) (← links)
• A comparative study of three data-based methods of instrument selection (Q1046302) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
• Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• Improving consistent moment selection procedures for generalized method of moments estimation (Q1934071) (← links)
• Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
• Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
• Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
• Joint integrative analysis of multiple data sources with correlated vector outcomes (Q2170424) (← links)
• Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
• Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
• Endogeneity in high dimensions (Q2510821) (← links)
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Model averaging based on generalized method of moments (Q2659973) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Shrinkage Empirical Likelihood Estimator in Longitudinal Analysis with Time‐Dependent Covariates—Application to Modeling the Health of Filipino Children (Q2861948) (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
• Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
• Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach (Q3551037) (← links)
• A Consistent Method for the Selection of Relevant Instruments (Q4414351) (← links)
• A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES (Q4432540) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543) (← links)
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
• DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
• Quasi-Bayesian model selection (Q4625070) (← links)
• Intrinsic Regression Models for Medial Representation of Subcortical Structures (Q4916435) (← links)
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
• Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
• Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
• On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
• The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (Q5291760) (← links)
• Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)
• A bootstrap approach to moment selection (Q5469919) (← links)
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data (Q5492076) (← links)