Pages that link to "Item:Q5474962"

The following pages link to Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators (Q5474962):

Displaying 43 items.

• A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
• Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
• Bootstrapping GMM estimators for time series (Q275250) (← links)
• A fast subsampling method for nonlinear dynamic models (Q275251) (← 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)
• 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)
• Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (Q295702) (← links)
• Fixed-smoothing asymptotics for time series (Q366976) (← links)
• A fast resample method for parametric and semiparametric models (Q469558) (← links)
• Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• Robust subsampling (Q738145) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Factor-driven two-regime regression (Q820823) (← links)
• Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
• Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
• BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
• A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
• A bootstrap procedure for panel data sets with many cross-sectional units (Q3521281) (← links)
• EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
• RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• A bootstrap approach to moment selection (Q5469919) (← links)
• Improved nonparametric confidence intervals in time series regressions (Q5478900) (← links)
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357) (← links)
• Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)
• A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
• Estimation and inference by stochastic optimization (Q6193080) (← links)
• Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
• A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs (Q6623190) (← links)