Pages that link to "Item:Q1084826"
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The following pages link to Generalized method of moments specification testing (Q1084826):
Displaying 50 items.
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Testing the impossible: identifying exclusion restrictions (Q2227048) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Specification test on mixed logit models (Q2227072) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Editorial: Misspecification test methods in econometrics (Q2512592) (← links)
- Neglected heterogeneity in moment condition models (Q2512601) (← links)
- Multilevel modeling with correlated effects (Q2517890) (← links)
- A smooth test for the equality of distributions (Q2847589) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Goodness-of-fit based on downsampling with applications to linear drift diffusions (Q2911667) (← links)
- A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
- The Semiparametric Case-Only Estimator (Q3076043) (← links)
- Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
- GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS (Q3168877) (← links)
- On the arbitrariness of some asymptotic test statistics based on generalized inverses (Q3367405) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification (Q3805715) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Tests for serial correlation and overdispersion in a count data regression model<sup>∗</sup> (Q4352558) (← links)
- GENERALIZED INTEGER-VALUED AUTOREGRESSION (Q4471132) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences (Q4521332) (← links)
- Estimation of long-run inefficiency levels: a dynamic frontier approach (Q4521334) (← links)
- Inference in dynamic discrete choice problems under local misspecification (Q4629403) (← links)
- A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
- EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
- A separability result for gmm estimation, with applications to gls prediction and conditional moment tests (Q4853086) (← links)
- Conditional higher order moments in metal asset returns (Q5001119) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- Frequency domain generalized empirical likelihood method (Q5408114) (← links)
- Investor preferences and portfolio selection: is diversification an appropriate strategy? (Q5484650) (← links)
- AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
- Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
- Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
- Robust inference with GMM estimators (Q5931139) (← links)
