Pages that link to "Item:Q61354"

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

Displaying 50 items.

• More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques (Q5476455) (← links)
• PROJECTING THE FORWARD RATE FLOW ONTO A FINITE DIMENSIONAL MANIFOLD (Q5487841) (← links)
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data (Q5492076) (← links)
• Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) (← links)
• Finite Sample Properties of the Two-Step Empirical Likelihood Estimator (Q5697351) (← links)
• AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← links)
• Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
• FIRM DYNAMICS IN AN URBAN ECONOMY * (Q5744884) (← links)
• QUANTIFYING THE IMPACTS OF LIMITED SUPPLY: THE CASE OF NURSING HOMES (Q5744891) (← links)
• ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)
• The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
• Robust m-estimators (Q5750141) (← links)
• GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity (Q5860923) (← links)
• Inference on local average treatment effects for misclassified treatment (Q5860937) (← links)
• Testing initial conditions in dynamic panel data models (Q5860980) (← links)
• Specification testing with estimated variables (Q5860990) (← links)
• A new class of tests for overidentifying restrictions in moment condition models (Q5860991) (← links)
• Minimum distance estimation of parametric Lorenz curves based on grouped data (Q5861001) (← links)
• Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) (← links)
• Identification strength with a large number of moments (Q5861019) (← links)
• Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
• Inference for bivariate integer-valued moving average models based on binomial thinning operation (Q5861431) (← links)
• Parameter estimation in multivariate logit models with many binary choices (Q5862485) (← links)
• Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
• Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)
• Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
• Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
• Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England (Q5864453) (← links)
• A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
• Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
• Moment and IV Selection Approaches: A Comparative Simulation Study (Q5864513) (← links)
• Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
• Exponential class of dynamic binary choice panel data models with fixed effects (Q5864654) (← links)
• On the relevance of weaker instruments (Q5864655) (← links)
• Improved <i>k</i>th power expectile regression with nonignorable dropouts (Q5867698) (← links)
• PVAR model with collapsed instruments in the real exchange rates misalignment's analysis (Q5872974) (← links)
• Statistical inference for nonignorable missing-data problems: a selective review (Q5879962) (← links)
• Meta-analysis of independent datasets using constrained generalised method of moments (Q5880032) (← links)
• Efficient GMM estimation with singular system of moment conditions (Q5880047) (← links)
• Nonignorable item nonresponse in panel data (Q5880103) (← links)
• A selective review of statistical methods using calibration information from similar studies (Q5880121) (← links)
• An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
• Estimating Malaria Vaccine Efficacy in the Absence of a Gold Standard Case Definition: Mendelian Factorial Design (Q5881149) (← links)
• Integrating Multisource Block-Wise Missing Data in Model Selection (Q5881971) (← links)
• Simple foreign exchange market efficiency revisited (Q5894563) (← links)
• Estimation and inference in the linear-quadratic inventory model (Q5894594) (← links)
• Estimation and inference in the linear-quadratic inventory model (Q5906553) (← links)
• Simple foreign exchange market efficiency revisited (Q5906660) (← links)
• Reopening the convergence debate: A new look at cross-country growth empirics. (Q5927673) (← links)