Pages that link to "Item:Q4895051"
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The following pages link to Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators (Q4895051):
Displayed 50 items.
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Inference on inequality from household survey data (Q276940) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
- How well does sticky information explain the dynamics of inflation, output, and real wages? (Q433686) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
- Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
- Censored median regression and profile empirical likelihood (Q713799) (← links)
- On Bahadur efficiency of empirical likelihood (Q736517) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Robust subsampling (Q738145) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test (Q777683) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Adjusted empirical likelihood with high-order precision (Q973869) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- Bootstrap point optimal unit root tests (Q1695567) (← links)
- Higher-degree stochastic dominance optimality and efficiency (Q1753649) (← links)
- Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Generalized moment based estimation and inference (Q1858930) (← links)
- Sample selection and information-theoretic alternatives to GMM (Q1858931) (← links)
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)