Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Generalized empirical likelihood non-nested tests (Q1858928) (← links)
• Sample selection and information-theoretic alternatives to GMM (Q1858931) (← links)
• Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
• Limited information likelihood and Bayesian analysis (Q1858933) (← links)
• Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
• Market efficiency, asset returns, and the size of the risk premium in global equity markets. (Q1858952) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• Superconsistent estimation and inference in structural econometric models using extreme order statistics. (Q1858955) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
• Individual effects and dynamics in count data models. (Q1867715) (← links)
• Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions. (Q1867719) (← links)
• Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
• GMM tests for the Katz family of distributions (Q1869069) (← links)
• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index. (Q1870846) (← links)
• A new framework for analyzing survey forecasts using three-dimensional panel data (Q1899231) (← links)
• Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
• The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
• Case-control studies with contaminated controls (Q1915443) (← links)
• A minimum distance estimator for long-memory processes (Q1915449) (← links)
• A reformulation of the Hausman test for regression models with pooled cross-section-time-series data (Q1915454) (← links)
• Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
• Misspecification tests and their uses in econometrics (Q1918128) (← links)
• Robust small sample accurate inference in moment condition models (Q1927103) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
• Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
• Supply-side refinements and the New Keynesian Phillips curve (Q1927445) (← links)
• A local generalized method of moments estimator (Q1929821) (← links)
• Improving consistent moment selection procedures for generalized method of moments estimation (Q1934071) (← links)
• A characterization of invariant tests for identification in linear structural equations (Q1934684) (← links)
• Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
• Method-of-moments estimation and choice of instruments: numerical computations (Q1934859) (← links)
• Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
• Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error (Q1940903) (← links)
• An intertemporal consumption-leisure model with non-expected utility (Q1960571) (← links)
• Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
• Efficiency results of MLE and GMM estimation with sampling weights (Q1973428) (← links)
• Are German money market rates well behaved? (Q1978477) (← links)
• On information and market dynamics: The case of the U. S. beef market (Q1978592) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data (Q1993508) (← links)
• Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li (Q1994042) (← links)
• The role of household debt and delinquency decisions in consumption-based asset pricing (Q2000687) (← links)
• Increasing the power of specification tests (Q2000857) (← links)
• Convolution without independence (Q2000864) (← links)
• Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• Rank-one multi-reference factor analysis (Q2029090) (← links)
• Least squares moment identification of binary regression mixture models (Q2036315) (← links)