Pages that link to "Item:Q61354"
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The following pages link to Large Sample Properties of Generalized Method of Moments Estimators (Q61354):
Displaying 50 items.
- gmm (Q27784) (← links)
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- TempStable (Q61371) (← links)
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← links)
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- momentfit (Q100569) (← links)
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Correcting for non-compliance in randomized trials using rank preserving structural failure time models (Q138490) (← links)
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
- Generalized method of trimmed moments (Q254204) (← links)
- Estimating structural mean models with multiple instrumental variables using the generalised method of moments (Q254415) (← links)
- Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations (Q257461) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- Econometrics of first-price auctions with entry and binding reservation prices (Q262755) (← links)
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
- Bayesian measurement of productivity and efficiency in the presence of undesirable outputs: crediting electric utilities for reducing air pollution (Q262776) (← links)
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions (Q264921) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data (Q274923) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models (Q276928) (← links)
- Estimation of quantity games in the presence of indivisibilities and heterogeneous firms (Q278049) (← links)
- An econometric method of correcting for unit nonresponse bias in surveys (Q278249) (← links)
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function (Q279444) (← links)
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models (Q280272) (← links)
- Seeking ergodicity in dynamic economies (Q281412) (← links)
- A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
