Pages that link to "Item:Q3476128"
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The following pages link to Simulation and the Asymptotics of Optimization Estimators (Q3476128):
Displaying 50 items.
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error (Q988009) (← links)
- Single-index regression models with right-censored responses (Q1007489) (← links)
- Methods to estimate dynamic stochastic general equilibrium models (Q1027381) (← links)
- Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship (Q1119322) (← links)
- An analytic method for randomized trials with informative censoring. II (Q1126016) (← links)
- Extensions of estimation methods using the EM algorithm (Q1176713) (← links)
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models (Q1260677) (← links)
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
- Rank estimators for monotonic index models (Q1298455) (← links)
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable (Q1298464) (← links)
- Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters (Q1305784) (← links)
- Specification test for binary choice models based on index quantiles (Q1314480) (← links)
- Semiparametric median estimation of the Type 3 Tobit model (Q1327959) (← links)
- A diagnostic test for the sources of persistence in individuals' decisions (Q1327984) (← links)
- Pairwise difference estimators of censored and truncated regression models (Q1341196) (← links)
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- Estimating new product demand from biased survey data (Q1362026) (← links)
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons (Q1362029) (← links)
- Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
- Rates of convergence in the asymptotic normality for some local maximum estimators (Q1366379) (← links)
- Semiparametric estimation of the type-3 Tobit model (Q1367136) (← links)
- Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models (Q1383101) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- On simulated EM algorithms (Q1573364) (← links)
- Rank estimation of a location parameter in the binary choice model (Q1586551) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse (Q1644174) (← links)
- Technological heterogeneity and corporate investment (Q1656781) (← links)
- Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments (Q1658419) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- Likelihood-free inference via classification (Q1702017) (← links)
- Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- A smooth nonparametric approach to determining cut-points of a continuous scale (Q1727932) (← links)
- Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
- Efficient propensity score regression estimators of multivalued treatment effects for the treated (Q1753057) (← links)
- Indirect inference with endogenously missing exogenous variables (Q1754511) (← links)
- Generalized indirect inference for discrete choice models (Q1754519) (← links)
- Explained variation and predictive accuracy in general parametric statistical models: The role of model misspecification (Q1770878) (← links)
- Semiparametric estimation of panel data models without monotonicity or separability (Q1792459) (← links)
- Sequential estimation of censored quantile regression models (Q1792478) (← links)
- Joint sufficient dimension reduction for estimating continuous treatment effect functions (Q1795569) (← links)
- Quadratic mode regression (Q1801409) (← links)
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
- Parameter estimation in stochastic scenario generation systems (Q1806616) (← links)
