Pages that link to "Item:Q5604279"

The following pages link to Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown (Q5604279):

Displaying 8 items.

• A note on the efficiency of the Zellner's seemingly unrelated regressions estimator (Q1229532) (← links)
• Optimal instruments when the disturbances are small (Q1256826) (← links)
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
• HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS (Q2886979) (← links)
• Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
• On skewness and kurtosis of econometric estimators (Q3161674) (← links)
• OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS (Q5187623) (← links)
• Bias in local projections (Q6118714) (← links)