Pages that link to "Item:Q61354"

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

Displaying 47 items.

• Optimal Covariate Balancing Conditions in Propensity Score Estimation (Q6586890) (← links)
• Cyber risk modeling: a discrete multivariate count process approach (Q6587495) (← links)
• Conditional inference in \textit{cis}-Mendelian randomization using weak genetic factors (Q6589291) (← links)
• An affine model for short rates when monetary policy is path dependent (Q6594916) (← links)
• Robust inference for moment condition models without rational expectations (Q6600028) (← links)
• Costationary Whitenoise processes and local stationarity testing (Q6609929) (← links)
• European funds and regional convergence: from the european context to the Italian scenario (Q6613603) (← links)
• Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices (Q6616626) (← links)
• GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
• Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions (Q6617754) (← links)
• Gaussian Processes and Bayesian Moment Estimation (Q6617772) (← links)
• Balancing versus modelling in weighted analysis of non-randomised studies with survival outcomes: a simulation study (Q6618303) (← links)
• Collaborative inference for treatment effect with distributed data-sharing management in multicenter studies (Q6618513) (← links)
• On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models (Q6620850) (← links)
• A Stochastic Volatility Model With a General Leverage Specification (Q6620893) (← links)
• Measuring Social Interaction Effects When Instruments Are Weak (Q6620921) (← links)
• Nonparametric Instrumental Regression With Right Censored Duration Outcomes (Q6620925) (← links)
• A Unified Framework for Specification Tests of Continuous Treatment Effect Models (Q6620995) (← links)
• A Unified Approach to Estimating and Testing Income Distributions With Grouped Data (Q6623193) (← links)
• Partitioned GMM logistic regression models for longitudinal data (Q6625637) (← links)
• The mean residual life model for the right-censored data in the presence of covariate measurement errors (Q6625794) (← links)
• The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators (Q6626294) (← links)
• A New Class of Change Point Test Statistics of Rényi Type (Q6626332) (← links)
• Forecast Error Variance Decompositions with Local Projections (Q6626366) (← links)
• Sensitivity analyses for average treatment effects when outcome is censored by death in instrumental variable models (Q6627095) (← links)
• A unified approach for synthesizing population-level covariate effect information in semiparametric estimation with survival data (Q6627359) (← links)
• Secondary analysis of case-control association studies: insights on weighting-based inference motivate a new specification test (Q6627551) (← links)
• A powerful test for the maximum treatment effect in thorough QT/QTc studies (Q6627731) (← links)
• Corrected score methods for estimating Bayesian networks with error-prone nodes (Q6627826) (← links)
• Multivariate partial linear varying coefficients model for gene-environment interactions with multiple longitudinal traits (Q6628491) (← links)
• Mediation analysis with multiple mediators under unmeasured mediator-outcome confounding (Q6629927) (← links)
• Fitting additive risk models using auxiliary information (Q6629974) (← links)
• Fused mean structure learning in data integration with dependence (Q6632394) (← links)
• Parametric estimation of tempered stable laws (Q6634817) (← links)
• SDYN-GANs: adversarial learning methods for multistep generative models for general order stochastic dynamics (Q6639347) (← links)
• Enveloped Huber Regression (Q6651375) (← links)
• Identification and estimation of causal effects in the presence of confounded principal strata (Q6652601) (← links)
• Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)
• Moment-based estimation of linear panel data models with factor-augmented errors (Q6656777) (← links)
• Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)
• A comparative analysis of different IV and GMM estimators of dynamic panel data models (Q6657955) (← links)
• A confounding bridge approach for double negative control inference on causal effects (Q6660344) (← links)
• Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)
• Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)
• Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
• Incorporating auxiliary information for improved statistical inference and its extensions to distributed algorithms with an application to personal credit (Q6665470) (← links)
• A regional analysis of climate change effects on global snow crab fishery (Q6669118) (← links)