Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Testing the impossible: identifying exclusion restrictions (Q2227048) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
• Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• A further analysis of robust regression modeling and data mining corrections testing in global stocks (Q2241171) (← links)
• A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
• Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks (Q2246634) (← links)
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
• Improvement in finite-sample properties of GMM-based Wald tests (Q2255853) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk (Q2259722) (← links)
• Book review of: Tom Wansbeek and Erik Meijer, Measurement error and latent variables in econometrics (Q2259902) (← links)
• Consistency properties of a simulation-based estimator for dynamic processes (Q2268725) (← links)
• Estimation and testing when explanatory variables are endogenous. An application to a demand system (Q2277741) (← links)
• Efficient estimation in expectile regression using envelope models (Q2286363) (← links)
• Does risk aversion affect bank output loss? The case of the eurozone (Q2286906) (← links)
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
• Statistical inference for partially observed branching processes with application to cell lineage tracking of \textit{in vivo} hematopoiesis (Q2291501) (← links)
• Shadow banks, leverage risks, and asset prices (Q2291806) (← links)
• Exploiting information from singletons in panel data analysis: a GMM approach (Q2292727) (← links)
• Robust estimation with many instruments (Q2294456) (← links)
• Chasing volatility. A persistent multiplicative error model with jumps (Q2294516) (← links)
• Recursive equilibrium in Krusell and Smith (1998) (Q2295820) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Exponential regression of fractional-response fixed-effects models with an application to firm capital structure (Q2312953) (← links)
• Foreign direct investment and growth symbiosis: a semiparametric system of simultaneous equations analysis (Q2312961) (← links)
• Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza (Q2313964) (← links)
• Estimated open economy New Keynesian Phillips curves for the G7 (Q2316849) (← links)
• Estimates of the open economy New Keynesian Phillips curve for euro area countries (Q2316851) (← links)
• Bootstrapping Lasso-type estimators in regression models (Q2317244) (← links)
• Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
• Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations (Q2323262) (← links)
• Two-sample instrumental variable analyses using heterogeneous samples (Q2325638) (← links)
• Improved density and distribution function estimation (Q2326987) (← links)
• Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042) (← links)
• Smoothed GMM for quantile models (Q2330749) (← links)
• Quantiles via moments (Q2330750) (← links)
• Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
• Investor expectations, earnings management, and asset prices (Q2338394) (← links)
• Intermittent process analysis with scattering moments (Q2338929) (← links)
• Optimal restricted estimation for more efficient longitudinal causal inference (Q2343651) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)