Pages that link to "Item:Q61354"
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The following pages link to Large Sample Properties of Generalized Method of Moments Estimators (Q61354):
Displaying 50 items.
- Robust inference with GMM estimators (Q5931139) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Panel data analysis of household brand choices (Q5939171) (← links)
- A simplified approach to computing efficiency bounds in semiparametric models (Q5939358) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
- Can world real interest rates explain business cycles in a small open economy? (Q5940861) (← links)
- Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (Q5941235) (← links)
- Two-part multiple spell models for health care demand (Q5944501) (← links)
- Encompassing tests when no model is encompassing (Q5952034) (← links)
- Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)
- Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)
- Estimating and testing rational expectations models when the trend specification is uncertain. (Q5958097) (← links)
- Criterion-based inference for GMM in autoregressive panel data models. (Q5958418) (← links)
- GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany (Q5962988) (← links)
- Variable selection and estimation for partially linear single-index models with longitudinal data (Q5963730) (← links)
- On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
- Editors' introduction (Q5965815) (← links)
- Optimal estimation of high-dimensional Gaussian location mixtures (Q6046303) (← links)
- Comparison of covariate balance weighting methods in estimating treatment effects (Q6052522) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
- Two robust tools for inference about causal effects with invalid instruments (Q6055523) (← links)
- Improved Semiparametric Estimation of the Proportional Rate Model with Recurrent Event Data (Q6055740) (← links)
- Logistic regression analysis of two‐phase studies using generalized method of moments (Q6056151) (← links)
- Multivariate online regression analysis with heterogeneous streaming data (Q6059434) (← links)
- Missing data analysis with sufficient dimension reduction (Q6059465) (← links)
- Empirical and conditional likelihoods for two‐phase studies (Q6059506) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Double Reduction Estimation and Equilibrium Tests in Natural Autopolyploid Populations (Q6079698) (← links)
- Rejoinder to “Instrumented Difference-in-Differences” (Q6079743) (← links)
- Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis (Q6079761) (← links)
- COMPETITION AND MULTILEVEL TECHNOLOGY ADOPTION: A DYNAMIC ANALYSIS OF ELECTRONIC MEDICAL RECORDS ADOPTION IN U.S. HOSPITALS (Q6088613) (← links)
- Consumption peer effects and utility needs in India (Q6088785) (← links)
- Estimating function method for nonnegative autoregressive models (Q6089513) (← links)
- Model‐Assisted Regression Estimators for Longitudinal Data with Nonignorable Dropout (Q6090532) (← links)
- What is a standard error? (And how should we compute it?) (Q6090601) (← links)
- Improving marginal hazard ratio estimation using quadratic inference functions (Q6092307) (← links)
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions (Q6097548) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
- Autoregressive inverse Gaussian process and the stochastic volatility modeling (Q6107534) (← links)
- On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies (Q6107674) (← links)
- Partial identification and inference in moment models with incomplete data (Q6108259) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Nonparametric identification and estimation with discrete instruments and regressors (Q6108299) (← links)
- Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
- On some composite Kies families: distributional properties and saturation in Hausdorff sense (Q6110889) (← links)
- Linex and double-linex regression for parameter estimation and forecasting (Q6115564) (← links)
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (Q6117013) (← links)
- Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
