Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• Model selection of M-estimation models using least squares approximation (Q2344894) (← links)
• Structural change estimation in time series regressions with endogenous variables (Q2345262) (← links)
• Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Portfolio performance sensitivity for various asset-pricing kernels (Q2384593) (← links)
• Missing data, imputation, and endogeneity (Q2398607) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
• Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
• Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
• Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
• Direct instrumental nonparametric estimation of inverse regression functions (Q2405906) (← links)
• Tariff reduction and income inequality: some empirical evidence (Q2416257) (← links)
• Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
• The empirical likelihood prior applied to bias reduction of general estimating equations (Q2419150) (← links)
• Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
• GMM versus GQL inferences in semiparametric linear dynamic mixed models (Q2427783) (← links)
• The performance of estimators based on the propensity score (Q2440330) (← links)
• A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
• Rescaled methods-of-moments estimation for the Box-Cox regression model (Q2442556) (← links)
• Efficient estimation with grouped data (Q2442565) (← links)
• Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models (Q2443315) (← links)
• School system evaluation by value added analysis under endogeneity (Q2443322) (← links)
• Unified computational methods for regression analysis of zero-inflated and bound-inflated data (Q2445603) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
• Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
• Estimating parameters in diffusion processes using an approximate maximum likelihood approach (Q2480228) (← links)
• Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
• The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
• Endogeneity in high dimensions (Q2510821) (← links)
• Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
• Neglected heterogeneity in moment condition models (Q2512601) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• Improving the performance of random coefficients demand models: the role of optimal instruments (Q2512641) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• The identification of liquidity effects in the EMS: Italy 1991-1992 (Q2563569) (← links)
• Efficient estimation and stratified sampling (Q2565042) (← links)
• Estimating systems of equations with different instruments for different equations (Q2565046) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• GMM redundancy results for general missing data problems (Q2628831) (← links)
• Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
• A comparison of mean-variance efficiency tests (Q2630146) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• Efficiency bound calculations for a time series model, with conditional heteroskedasticity (Q2638711) (← links)