Pages that link to "Item:Q61354"
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The following pages link to Large Sample Properties of Generalized Method of Moments Estimators (Q61354):
Displaying 50 items.
- Model averaging based on generalized method of moments (Q2659973) (← links)
- Factor investing for the long run (Q2661656) (← links)
- An efficient multiple imputation approach for estimating equations with response missing at random and high-dimensional covariates (Q2661890) (← links)
- Generalized moment estimation for uncertain differential equations (Q2662561) (← links)
- Regression estimation for longitudinal data with nonignorable intermittent nonresponse and dropout (Q2674037) (← links)
- Overlap weight and propensity score residual for heterogeneous effects: a review with extensions (Q2676883) (← links)
- Estimation with multivariate outcomes having nonignorable item nonresponse (Q2679225) (← links)
- Nonparametric density estimation and risk quantification from tabulated sample moments (Q2681457) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- A test for Kronecker product structure covariance matrix (Q2688652) (← links)
- On normal-Laplace stochastic volatility model (Q2694031) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions (Q2697087) (← links)
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models (Q2697963) (← links)
- Initial conditions and Blundell-Bond estimators (Q2697969) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- Anticipative discretization schemes and parameter estimation of the derivative of a diffusion process. (Q2701810) (← links)
- Estimation in integer-valued moving average models (Q2759391) (← links)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
- Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
- Ordinary least squares estimation of a dynamic game model (Q2812317) (← links)
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables (Q2826007) (← links)
- Generalized method of moments for additive hazards model with clustered dental survival data (Q2835313) (← links)
- Stochastic volatility models and the pricing of VIX options (Q2847239) (← links)
- Second-order refinement of empirical likelihood for testing overidentifying restrictions (Q2847585) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- A cluster-sample approach for Monte Carlo integration using multiple samplers (Q2852558) (← links)
- Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates -- application to modeling the health of Filipino children (Q2861948) (← links)
- A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions (Q2876156) (← links)
- GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
- On the asymptotic efficiency of GMM (Q2878813) (← links)
- Using multiple genetic variants as instrumental variables for modifiable risk factors (Q2894105) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- Some diagnostic tools in robust econometrics (Q2904118) (← links)
- Goodness-of-fit based on downsampling with applications to linear drift diffusions (Q2911667) (← links)
- Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
- Efficient pairwise composite likelihood estimation for spatial-clustered data (Q2927619) (← links)
- Local lagged adapted generalized method of moments and applications (Q2968185) (← links)
- A study of quadratic inference functions with alternative weighting matrices (Q2974907) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS (Q2995424) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- A Joint Test for Conditional Heteroscedasticity in Dynamic Panel Data Models (Q3006273) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- Large deviations of generalized method of moments and empirical likelihood estimators (Q3018508) (← links)
- Min-max optimal instrumental variable estimation method for multivariate linear time-series systems (Q3032170) (← links)
- EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS (Q3081459) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
