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.
- A generalization of the spatial binary model to the longitudinal spatial setup (Q6123493) (← links)
- Autoregressive mixture models for clustering time series (Q6134638) (← links)
- A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise (Q6136130) (← links)
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)
- Local generalised method of moments: an application to point process‐based rainfall models (Q6139149) (← links)
- Explicit solution to the economic index of riskiness (Q6140012) (← links)
- Statistical inference with semiparametric nonignorable nonresponse models (Q6140339) (← links)
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units (Q6149867) (← links)
- Loyalty of rural microfinance borrowers: International evidence (Q6154046) (← links)
- Some notes about inference for the lognormal diffusion process with exogenous factors (Q6161972) (← links)
- Over-identified doubly robust identification and estimation (Q6163265) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Combined estimating equation approaches for the additive hazards model with left-truncated and interval-censored data (Q6164154) (← links)
- Local polynomial estimation of nonparametric general estimating equations (Q6165360) (← links)
- Multivariate mix-GEE models for longitudinal data with multiple outcomes (Q6168123) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
- Power spectrum unbiasing for dilation-invariant multi-reference alignment (Q6176089) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
- Likelihood identifiability and parameter estimation with nonignorable missing data (Q6180924) (← links)
- More effective estimation for additive hazards model in generalized case-cohort study (Q6181884) (← links)
- Projected state-action balancing weights for offline reinforcement learning (Q6183753) (← links)
- Estimating causal effects with hidden confounding using instrumental variables and environments (Q6184891) (← links)
- Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
- Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (Q6190744) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
- Finite underidentification (Q6199633) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)
- Editorial: Whitney Newey's contributions to econometrics (Q6199661) (← links)
- Optimal weighting for linear inverse problems (Q6200895) (← links)
- A GMM approach in coupling internal data and external summary information with heterogeneous data populations (Q6500209) (← links)
- The effect of the working correlation on fitting models to longitudinal data (Q6536934) (← links)
- Stochastic volatility generated by product autoregressive models (Q6541506) (← links)
- Sequentially estimating the structural equation by power transformation (Q6542440) (← links)
- Bias analysis of generalized estimating equations under measurement error and practical bias correction (Q6543826) (← links)
- Approximate Bayesian inference for agent-based models in economics: a case study (Q6553215) (← links)
- Bayesian instrumental variable estimation in linear measurement error models (Q6554762) (← links)
- Semiparametric recovery of central dimension reduction space with nonignorable nonresponse (Q6555339) (← links)
- Mean residual life cure models for right-censored data with and without length-biased sampling (Q6563660) (← links)
- Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity (Q6565047) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)
- Distributed Inference for Spatial Extremes Modeling in High Dimensions (Q6567924) (← links)
- Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
- Estimation and inference for multi-kink expectile regression with nonignorable dropout (Q6572912) (← links)
- Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation (Q6574223) (← links)
- Testing the fit of data and external sets via an imprecise Sargan-Hansen test (Q6577644) (← links)
- The mean-reverting 4/2 stochastic volatility model: properties and financial applications (Q6578150) (← links)
- Evaluation methods for portfolio management (Q6578151) (← links)
- GMM estimation and variable selection of partially linear additive spatial autoregressive model (Q6579423) (← links)
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data (Q6580268) (← links)
- Market power and income disparities: how can firms influence the gap between capital and labor earnings (Q6585896) (← links)
