Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Empirical process results for exchangeable arrays (Q2039790) (← links)
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
• Instrument approval by the Sargan test and its consequences for coefficient estimation (Q2043135) (← links)
• Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
• Impact of regulatory trade barriers and controls of the movement of capital and people on international trade of selected central, eastern and southeastern European economies (Q2051194) (← links)
• Robust inference for mediated effects in partially linear models (Q2066605) (← links)
• Robust pricing under strategic trading (Q2067396) (← links)
• Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
• Feedback in panel data models (Q2074608) (← links)
• Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
• Clustering and forecasting multiple functional time series (Q2080765) (← links)
• Parallel-and-stream accelerator for computationally fast supervised learning (Q2084080) (← links)
• Beyond the mean: a flexible framework for studying causal effects using linear models (Q2088915) (← links)
• Tests for independence between categorical variables (Q2096207) (← links)
• Approximate maximum likelihood for complex structural models (Q2106374) (← links)
• Robust empirical likelihood (Q2117953) (← links)
• Modeling qualitative outcomes by supplementing participant data with general population data: a new and more versatile approach (Q2121824) (← links)
• Parameter estimation of uncertain differential equation with application to financial market (Q2122963) (← links)
• Local influence analysis for GMM estimation (Q2125728) (← links)
• Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates (Q2135930) (← links)
• Solution manifold and its statistical applications (Q2136611) (← links)
• Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
• Robust machine learning for treatment effects in multilevel observational studies under cluster-level unmeasured confounding (Q2141660) (← links)
• Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
• Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
• Transformations and moment conditions for dynamic fixed effects logit models (Q2155300) (← links)
• Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
• Estimating mode effects from a sequential mixed-mode experiment using structural moment models (Q2170411) (← links)
• Joint integrative analysis of multiple data sources with correlated vector outcomes (Q2170424) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Survey weighted estimating equation inference with nuisance functionals (Q2173193) (← links)
• Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models (Q2177743) (← links)
• Macroeconomic disasters and the equity premium puzzle: are emerging countries riskier? (Q2177998) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• A Mann-Whitney test of distributional effects in a multivalued treatment (Q2189101) (← links)
• Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
• Discussion of ``Estimating linearized heterogeneous agent models using panel data'' (Q2191490) (← links)
• Manifold learning for accelerating coarse-grained optimization (Q2194441) (← links)
• Estimation and inference in metabolomics with nonrandom missing data and latent factors (Q2194466) (← links)
• Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
• Models as approximations. II. A model-free theory of parametric regression (Q2194567) (← links)
• On post dimension reduction statistical inference (Q2196236) (← links)
• Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks (Q2212169) (← links)
• Optimal estimation of Gaussian mixtures via denoised method of moments (Q2215721) (← links)
• On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle (Q2219904) (← links)
• An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations (Q2220537) (← links)
• Mixture of two one-parameter Lindley distributions: properties and estimation (Q2223154) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root (Q2226831) (← links)
• Testing identification strength (Q2227047) (← links)