Pages that link to "Item:Q528052"
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The following pages link to Efficient minimum distance estimation with multiple rates of convergence (Q528052):
Displayed 22 items.
- Joint confidence sets for structural impulse responses (Q281051) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Efficient estimation with time-varying information and the New Keynesian Phillips curve (Q1753060) (← links)
- Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
- Testing identification strength (Q2227047) (← links)
- Regularized bridge-type estimation with multiple penalties (Q2230875) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
- ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- On the relevance of weaker instruments (Q5864655) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)