Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Law of large numbers for discretely observed random functions (Q1674047) (← links)
• Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
• Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (Q1676386) (← links)
• The discretely time-varying risk premium on the AUD (Q1676685) (← links)
• Transitory consumption, durability and different approaches to test the life cycle model (Q1676716) (← links)
• An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
• Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
• On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock (Q1687213) (← links)
• Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
• An estimator for the relative entropy rate of path measures for stochastic differential equations (Q1691735) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
• Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
• Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
• Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
• Nonparametric regression with subfractional Brownian motion via Malliavin calculus (Q1724626) (← links)
• Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← links)
• Convexity of probit weights (Q1726735) (← links)
• Statistical inference for structured high-dimensional models. Abstracts from the workshop held March 11--17, 2018 (Q1731980) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
• First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• A computationally efficient fixed point approach to dynamic structural demand estimation (Q1739880) (← links)
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
• Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
• A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
• Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
• Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions (Q1757362) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)
• Estimators of diffusions with randomly spaced discrete observations: a general theory (Q1766133) (← links)
• Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case (Q1787418) (← links)
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• Parameter estimation in stochastic scenario generation systems (Q1806616) (← links)
• Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
• The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
• Structural change tests for simulated method of moments. (Q1810680) (← links)
• Panel data regression for counts (Q1815623) (← links)
• Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
• Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
• Financial econometrics: Past developments and future challenges (Q1841086) (← links)
• On testing overidentifying restrictions in dynamic panel data models (Q1852907) (← links)
• Currency substitution: New evidence from emerging economies (Q1853658) (← links)
• On B-robust instrumental variable estimation of the linear model with panel data. (Q1858918) (← links)
• Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
• Confidence intervals in generalized method of moments models (Q1858927) (← links)