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.
- Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models (Q3086517) (← links)
- THE WELFARE GAINS OF TRADE INTEGRATION IN THE EUROPEAN MONETARY UNION (Q3089011) (← links)
- Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
- GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time (Q3119806) (← links)
- Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
- Fast Moment Estimation for Generalized Latent Dirichlet Models (Q3121177) (← links)
- Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
- Estimation of Allocative Inefficiency and Productivity Growth with Dynamic Adjustment Costs (Q3168913) (← links)
- GMM estimation in partial linear models with endogenous covariates causing an over-identified problem (Q3178629) (← links)
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS (Q3181951) (← links)
- Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (Q3182651) (← links)
- The coefficient of variation asymptotic distribution in the case of non-iid random variables (Q3183862) (← links)
- Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method (Q3305033) (← links)
- Calibration as estimation (Q3350612) (← links)
- Economic Growth and Revealed Social Preference (Q3368379) (← links)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models (Q3404110) (← links)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- Bivariate Time Series Modeling of Financial Count Data (Q3424164) (← links)
- Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling (Q3430298) (← links)
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
- A Constructive Approach to Estimating Pure Characteristics Demand Models with Pricing (Q3450466) (← links)
- OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
- Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models (Q3521273) (← links)
- Method‐of‐moment view of linear simultaneous equation systems (Q3525718) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach (Q3551037) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- On probit versus logit dynamic mixed models for binary panel data (Q3564773) (← links)
- Information-Theoretic Distribution Test with Application to Normality (Q3564823) (← links)
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification (Q3564824) (← links)
- EFFECTS OF BIT DEPTH ON THE MULTIFRACTAL ANALYSIS OF GRAYSCALE IMAGES (Q3573168) (← links)
- A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION (Q3577699) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions (Q3608254) (← links)
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Q3632420) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- Estimating mixtures of normal distributions via empirical characteristic function (Q3842861) (← links)
