Pages that link to "Item:Q61354"

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

Displaying 50 items.

• 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)
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)
• Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (Q4031298) (← links)
• Estimating Expected Exchange Rates Under Target Zone Regimes (Q4216099) (← links)
• OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865) (← links)
• Modeling asset returns with alternative stable distributions^* (Q4286238) (← links)
• Bernstein-type large deviations inequalities for partial sums of strong mixing processes (Q4324712) (← links)
• Goodness of fit tests based on frequencies and averages of classes (Q4324718) (← links)
• An improved estimator for models with randomly missing data (Q4344668) (← links)
• Tests for serial correlation and overdispersion in a count data regression model^∗ (Q4352558) (← links)
• A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018) (← links)
• THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED¹ (Q4372027) (← links)
• A PRICING OPERATOR‐BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS (Q4372029) (← links)
• A Consistent Method for the Selection of Relevant Instruments (Q4414351) (← links)
• A BAYESIAN INTERPRETATION OF MULTIPLE POINT ESTIMATES (Q4432540) (← links)
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances (Q4434412) (← links)
• ARMA representation of integrated and realized variances (Q4458360) (← links)
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES (Q4471126) (← links)
• GENERALIZED INTEGER-VALUED AUTOREGRESSION (Q4471132) (← links)
• A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
• Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
• Nonparametric two-step regression estimation when regressors and error are dependent (Q4521138) (← links)
• Estimation of long-run inefficiency levels: a dynamic frontier approach (Q4521334) (← links)
• Is news related to GDP growth a risk factor for commodity futures returns? (Q4554255) (← links)
• Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
• (Q4558519) (← links)
• A SURVIVAL ANALYSIS INCORPORATING AUXILIARY INFORMATION BY A BAYESIAN GENERALIZED METHOD OF MOMENTS: APPLICATION TO PURCHASE DURATION MODELING (Q4560122) (← links)
• DETECTING LACK OF IDENTIFICATION IN GMM (Q4561956) (← links)
• LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993 (Q4561963) (← links)
• THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS (Q4561971) (← links)
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
• ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
• The moments of the Gompertz distribution and maximum likelihood estimation of its parameters (Q4576850) (← links)
• On the Complexity of Random Satisfiability Problems with Planted Solutions (Q4577186) (← links)
• GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
• Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
• EXPORT DIVERSIFICATION AND EXPORT PERFORMANCE BY DESTINATION COUNTRY (Q4629504) (← links)
• MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (Q4631692) (← links)
• A novel robust multivariate regression approach to optimize multiple surfaces (Q4634320) (← links)
• A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
• Inferences in Stochastic Volatility Models: A New Simpler Way (Q4645250) (← links)
• ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (Q4653041) (← links)
• Fitting Nonlinear and Constrained Generalized Estimating Equations with Optimization Software (Q4670497) (← links)
• RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
• ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
• Small Sample Properties of Frequency Domain Estimators for the Fractional Model (Q4678886) (← links)
• Stochastic Models for Oil Prices and the Pricing of Futures on Oil (Q4682479) (← links)
• On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
• Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)