Pages that link to "Item:Q61354"

The following pages link to Large Sample Properties of Generalized Method of Moments Estimators (Q61354):

Displaying 50 items.

• Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
• Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
• GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) (Q1362050) (← links)
• Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
• Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
• Codependent cycles (Q1371367) (← links)
• Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
• Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
• Dynamic equilibrium and volatility in financial asset markets (Q1379917) (← links)
• Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
• How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482) (← links)
• Consumption adjustment to real interest rates: Intertemporal substitution revisited (Q1389721) (← links)
• A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters (Q1393067) (← links)
• Empirical method of moments and its applications (Q1395873) (← links)
• An MCMC approach to classical estimation. (Q1398964) (← links)
• Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
• Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
• A simple estimator for nonlinear error in variable models (Q1410563) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables (Q1410570) (← links)
• Nonparametric estimation equations for time series data. (Q1423228) (← links)
• Choice as an alternative to control in observational studies. (With comments and a rejoinder). (Q1431170) (← links)
• Dynamic employment and hours effects of government spending shocks (Q1575283) (← links)
• A Bayesian approach to dynamic macroeconomics (Q1586547) (← links)
• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
• Jackknife minimum distance estimation. (Q1603856) (← links)
• Efficient GMM estimation of weak AR processes. (Q1605275) (← links)
• Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? (Q1605424) (← links)
• Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse (Q1621054) (← links)
• Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
• The indirect continuous-GMM estimation (Q1623544) (← links)
• Assessing productivity gains from international trade in a small open economy (Q1628339) (← links)
• Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
• Working correlation structure selection in generalized estimating equations (Q1643022) (← links)
• A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse (Q1644174) (← links)
• Robust and efficient estimation for the treatment effect in causal inference and missing data problems (Q1644251) (← links)
• The generalized moment estimation of the additive-multiplicative hazard model with auxiliary survival information (Q1654269) (← links)
• Technological heterogeneity and corporate investment (Q1656781) (← links)
• A review of asymptotic theory of estimating functions (Q1656854) (← links)
• Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
• Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
• On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Case deletion diagnostics for GMM estimation (Q1659492) (← links)
• A propensity score adjustment method for regression models with nonignorable missing covariates (Q1660142) (← links)
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (Q1669834) (← links)
• A residual-based multivariate constant correlation test (Q1669884) (← links)