Pages that link to "Item:Q3476128"

The following pages link to Simulation and the Asymptotics of Optimization Estimators (Q3476128):

Displaying 50 items.

• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable (Q1808544) (← links)
• Financial econometrics: Past developments and future challenges (Q1841086) (← links)
• Simple resampling methods for censored regression quantiles (Q1841195) (← links)
• Quantile regression under random censoring. (Q1867731) (← links)
• Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
• Econometric models of asymmetric ascending auctions (Q1868972) (← links)
• Simulation-based estimation of dynamic models with continuous equilibrium solutions (Q1877831) (← links)
• Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466) (← links)
• Inference approaches for instrumental variable quantile regression (Q1934051) (← links)
• Efficient parameter estimation in regression with missing responses (Q1950854) (← links)
• Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently (Q1971784) (← links)
• Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator (Q1976504) (← links)
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
• Inference on functionals under first order degeneracy (Q2000838) (← links)
• Quantile based dimension reduction in censored regression (Q2008106) (← links)
• Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
• Labor market search, informality, and on-the-job human capital accumulation (Q2043246) (← links)
• Inference in ordered response games with complete information (Q2074604) (← links)
• Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
• Do people maximize quantiles? (Q2078053) (← links)
• On linearization of nonparametric deconvolution estimators for repeated measurements model (Q2078574) (← links)
• Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models (Q2083556) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• Generalized accelerated failure time model with censored data from case-cohort studies (Q2112256) (← links)
• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Sufficient dimension reduction for survival data analysis with error-prone variables (Q2137789) (← links)
• Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
• Survey weighted estimating equation inference with nuisance functionals (Q2173193) (← links)
• \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models (Q2182129) (← links)
• Copula-based regression models with data missing at random (Q2201548) (← links)
• Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
• Fitting the Bartlett-Lewis rainfall model using approximate Bayesian computation (Q2221613) (← links)
• An econometric model of network formation with an application to board interlocks between firms (Q2236871) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Robust inference for nonlinear regression models (Q2273158) (← links)
• Quantile regression in big data: a divide and conquer based strategy (Q2291332) (← links)
• Statistical inference for partially observed branching processes with application to cell lineage tracking of \textit{in vivo} hematopoiesis (Q2291501) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• Robust estimation with many instruments (Q2294456) (← links)
• Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
• Semiparametric estimation of a censored regression model with endogeneity (Q2295811) (← links)
• Indirect inference with a non-smooth criterion function (Q2330740) (← links)
• Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• Estimation of marginal effects in semiparametric selection models with binary outcomes (Q2343763) (← links)
• Asymptotic theory for differentiated products demand models with many markets (Q2343768) (← links)