Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Specification tests of calibrated option pricing models (Q888333) (← links)
• On the Harris-G class of distributions: general results and application (Q890278) (← links)
• Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Methods for measuring expectations and uncertainty in Markov-switching models (Q894639) (← links)
• A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions (Q899741) (← links)
• A note on linear heteroscedasticity models (Q899893) (← links)
• Testing overidentifying restrictions with inefficient estimators (Q900014) (← links)
• The analysis of multivariate longitudinal data using multivariate marginal models (Q900834) (← links)
• Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Residual risk revisited (Q914318) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715) (← links)
• Determinants of S\&P 500 index option returns (Q941727) (← links)
• A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729) (← links)
• Use of non-normality in structural equation modeling: Application to direction of causation (Q947250) (← links)
• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
• Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
• Penalized quadratic inference functions for single-index models with longitudinal data (Q958914) (← links)
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences (Q959732) (← links)
• The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets (Q960338) (← links)
• Estimation of the disease-specific diagnostic marker distribution under verification bias (Q961177) (← links)
• Fast indirect robust generalized method of moments (Q961820) (← links)
• Parameter estimation of state space models for univariate observations (Q963880) (← links)
• Pricing model of interest rate swap with a bilateral default risk (Q964973) (← links)
• Adjusted empirical likelihood with high-order precision (Q973869) (← links)
• The weighted method of moments approach for moment condition models (Q974198) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Considering endogeneity for optimal catalog allocation in direct marketing (Q976429) (← links)
• Structural shocks and the comovements between output and interest rates (Q976532) (← links)
• Weighted empirical likelihood for generalized linear models with longitudinal data (Q989271) (← links)
• A new methodology for studying the equity premium (Q993715) (← links)
• Cost minimization and the stochastic discount factor (Q993732) (← links)
• Probabilistic equivalence and stochastic model reduction in multiscale analysis (Q995316) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
• A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416) (← links)
• Empirical likelihood for estimating equations with missing values (Q1002169) (← links)
• On weighting of bivariate margins in pairwise likelihood (Q1002349) (← links)
• VAR-based estimation of Euler equations with an application to New Keynesian pricing (Q1017002) (← links)
• Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
• Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions (Q1023465) (← links)
• Semi-parametric specification tests for mixing distributions (Q1023613) (← links)
• Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
• Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
• Pooling forecasts in linear rational expectations models (Q1032683) (← links)
• Local linear regression for data with AR errors (Q1036922) (← links)
• On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (Q1038082) (← links)
• Gaining efficiency via weighted estimators for multivariate failure time data (Q1042954) (← links)