Pages that link to "Item:Q5952957"
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The following pages link to Optimal instrumental variables estimation for ARMA models (Q5952957):
Displayed 13 items.
- A regularization approach to the many instruments problem (Q528055) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS (Q3632410) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)