Pages that link to "Item:Q4530942"
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The following pages link to Consistent Moment Selection Procedures for Generalized Method of Moments Estimation (Q4530942):
Displaying 17 items.
- Moment and IV Selection Approaches: A Comparative Simulation Study (Q5864513) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- Two robust tools for inference about causal effects with invalid instruments (Q6055523) (← links)
- Identifying the source of information rigidities in the expectations formation process (Q6109946) (← links)
- Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
- Over-identified doubly robust identification and estimation (Q6163265) (← links)
- Sequentially estimating the structural equation by power transformation (Q6542440) (← links)
- Distributed Inference for Spatial Extremes Modeling in High Dimensions (Q6567924) (← links)
- Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
- Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection (Q6623159) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)
- Empirical Likelihood for Network Data (Q6631710) (← links)
- Fused mean structure learning in data integration with dependence (Q6632394) (← links)
- Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space (Q6646162) (← links)
