Pages that link to "Item:Q4530995"

The following pages link to Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test (Q4530995):

Displaying 31 items.

• A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• Testing for factor loading structural change under common breaks (Q496159) (← links)
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
• Powerful tests for structural changes in volatility (Q528175) (← links)
• Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
• Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
• The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
• Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Sample sensitivity for two-step and continuous updating GMM estimators (Q2226955) (← links)
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
• TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
• Optimal Predictive Tests (Q4434415) (← links)
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
• EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
• Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
• Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
• Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
• Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)
• GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
• Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
• Over-identified doubly robust identification and estimation (Q6163265) (← links)
• Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)