Pages that link to "Item:Q3831868"
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The following pages link to Hypothesis Testing with Efficient Method of Moments Estimation (Q3831868):
Displaying 29 items.
- Volatility information difference between CDS, options, and the cross section of options returns (Q4957262) (← links)
- Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
- Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
- A note on the estimation and inference with quadratic inference functions for correlated outcomes (Q5055146) (← links)
- Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
- HOUSEHOLD INTERACTION AND THE LABOR SUPPLY OF MARRIED WOMEN (Q5257878) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← links)
- Testing initial conditions in dynamic panel data models (Q5860980) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
- Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses (Q5864440) (← links)
- Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
- Robust inference with GMM estimators (Q5931139) (← links)
- Economic activity and time variation in expected futures returns (Q5941477) (← links)
- Criterion-based inference for GMM in autoregressive panel data models. (Q5958418) (← links)
- Rescaled variance tests for seasonal stationarity (Q6039104) (← links)
- Double Reduction Estimation and Equilibrium Tests in Natural Autopolyploid Populations (Q6079698) (← links)
- FLEXIBILITY AND PRODUCTIVITY: TOWARD THE UNDERSTANDING OF FIRM HETEROGENEITY (Q6088605) (← links)
- Over-identified doubly robust identification and estimation (Q6163265) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)
- One instrument to rule them all: the bias and coverage of just-ID IV (Q6199654) (← links)
- Empirical strategies in economics: illuminating the path from cause to effect (Q6536491) (← links)
- Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)
- Robust inference for moment condition models without rational expectations (Q6600028) (← links)
- Inference in coarsened time series via generalized method of moments (Q6604031) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
- Secondary analysis of case-control association studies: insights on weighting-based inference motivate a new specification test (Q6627551) (← links)
