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):
Displayed 50 items.
- gmm (Q27784) (← links)
- TempStable (Q61371) (← links)
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- momentfit (Q100569) (← links)
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Correcting for non-compliance in randomized trials using rank preserving structural failure time models (Q138490) (← links)
- Unemployment and the business cycle in a small open economy (Q671544) (← links)
- Exchange rate returns, `news', and risk premia (Q672790) (← links)
- Euler equation tests of Ricardian equivalence (Q673569) (← links)
- Labor productivity during the Great Depression (Q674236) (← links)
- Testing for the exogeneity of real income in models of the poverty process (Q674347) (← links)
- Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
- Multiple capital inputs, \(Q\), and investment spending (Q690180) (← links)
- The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
- A reinterpretation of the tests of overidentifying restrictions (Q1126482) (← links)
- The cyclical behavior of mark ups in U. S. manufacturing and trade: new empirical evidence based on a model of optimal storage (Q1127425) (← links)
- The slope of the yield curve and real economic activity: tracing the transmission mechanism (Q1128935) (← links)
- The potential for efficiency gains in estimation from the use of additional moment restrictions (Q1194035) (← links)
- GMM, maximum likelihood, and nonparametric efficiency (Q1195090) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- Estimating dynamic models from time series of independent cross-sections (Q1265787) (← links)
- A cointegration approach to estimating preference parameters (Q1265791) (← links)
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
- Nonparametric adaptive learning with feedback (Q1270759) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655) (← links)
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (Q1298426) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- Improved instrumental variables and generalized method of moments estimators (Q1298481) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Testing for serial correlation in multivariate regression models (Q1305639) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
- Testing for measurement errors in expectations from survey data (Q1318670) (← links)
- On estimation and testing when explanatory variables are partly endogenous (Q1318980) (← links)
- Excess volatility. A testing strategy (Q1327881) (← links)
- Evaluating multiperiod survey forecasts of real net exports (Q1327940) (← links)
- Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models (Q1327961) (← links)
- Quasi-maximum likelihood estimation of stochastic volatility models (Q1341214) (← links)
- Testing for the exogeneity of real income in models of the poverty process. Evidence from post-independence India (Q1342688) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- Nonconvexities, labor hoarding, technology shocks, and procyclical productivity. A structural econometric analysis (Q1347092) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- A generalized variance bounds test with an application to the Holt et al. inventory model (Q1349574) (← links)
- Estimation in choice-based sampling with measurement error and bootstrap analysis (Q1361997) (← links)