Pages that link to "Item:Q5475056"

The following pages link to Consistent Estimation of Models Defined by Conditional Moment Restrictions (Q5475056):

Displaying 17 items.

• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
• Specification tests for the propensity score (Q143736) (← links)
• Efficient estimation in models with independence restrictions (Q341882) (← links)
• Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
• A regularization approach to the many instruments problem (Q528055) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
• The indirect continuous-GMM estimation (Q1623544) (← links)
• A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Fixed‐effects binary choice models with three or more periods (Q6088834) (← links)
• (Q6100949) (← links)
• Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
• Inference in models with partially identified control functions (Q6193011) (← links)