Pages that link to "Item:Q3476128"
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The following pages link to Simulation and the Asymptotics of Optimization Estimators (Q3476128):
Displaying 50 items.
- A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018) (← links)
- Semiparametric estimation of censored transformation models (Q4435702) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- Distribution-free posterior analysis of econometric models (Q4512130) (← links)
- AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS (Q4562550) (← links)
- ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY (Q4629566) (← links)
- A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS (Q4629567) (← links)
- Limit Theorems for Simulation-Based Optimization via Random Search (Q4635221) (← links)
- Local linear estimating equations: uniform consistency and rate of convergence (Q4675951) (← links)
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (Q4805308) (← links)
- (Q4836651) (← links)
- Efficiency. of infinite dimensional <i>M‐</i> estimators (Q4850116) (← links)
- Inference for Misspecified Models With Fixed Regressors (Q4975630) (← links)
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
- GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS (Q4979321) (← links)
- (Q5004056) (← links)
- Sample Empirical Likelihood and the Design-based Oracle Variable Selection Theory (Q5037834) (← links)
- (Q5053236) (← links)
- Testing Conditional Independence Restrictions (Q5080459) (← links)
- NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
- Parameter estimation in a subcritical percolation model with colouring (Q5087019) (← links)
- Local composite partial likelihood estimation for length-biased and right-censored data (Q5107478) (← links)
- ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES (Q5112016) (← links)
- Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data (Q5134477) (← links)
- SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS (Q5218425) (← links)
- On sign-based regression quantiles (Q5220799) (← links)
- LATE CAREER JOB LOSS AND THE DECISION TO RETIRE (Q5224962) (← links)
- Career and Family Decisions: Cohorts Born 1935-1975 (Q5225247) (← links)
- MALE AND FEMALE MARRIAGE RETURNS TO SCHOOLING (Q5245741) (← links)
- HOUSEHOLD INTERACTION AND THE LABOR SUPPLY OF MARRIED WOMEN (Q5257878) (← links)
- Efficient inverse probability weighting method for quantile regression with nonignorable missing data (Q5280367) (← links)
- A consistent simulation-based estimator in generalized linear mixed models (Q5300802) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- (Q5381113) (← links)
- EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION (Q5411521) (← links)
- Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation (Q5413557) (← links)
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD (Q5719159) (← links)
- Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index (Q5738834) (← links)
- TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE (Q5859557) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Common threshold in quantile regressions with an application to pricing for reputation (Q5860925) (← links)
- Moment estimation for censored quantile regression (Q5861050) (← links)
- An IV estimator for a functional coefficient model with endogenous discrete treatments (Q5862425) (← links)
- Two-stage rank estimation of quantile index models (Q5928975) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
- Properties of the QME under asymmetrically distributed disturbances (Q5951986) (← links)
- Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)
- Nonparametric conditional mean imputation (Q5955592) (← links)
- Additional information for: ``Comments on ``Alternative models of demand for automobiles'' by Charlotte Wojcik'' (Q5958366) (← links)