Pages that link to "Item:Q3476128"

The following pages link to Simulation and the Asymptotics of Optimization Estimators (Q3476128):

Displaying 50 items.

• Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
• Extremum estimation and numerical derivatives (Q2354853) (← links)
• Estimation of nonlinear models with Berkson measurement errors (Q2388336) (← links)
• Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
• Semi-parametric order-based generalized multivariate regression (Q2400819) (← links)
• Stochastic volatility duration models (Q2439049) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Conditional moment models under semi-strong identification (Q2451801) (← links)
• The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• On semiparametric \(M\)-estimation in single-index regression (Q2581646) (← links)
• Local structural quantile effects in a model with a nonseparable control variable (Q2628834) (← links)
• Finite sample inference for quantile regression models (Q2630070) (← links)
• Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
• Semiparametric estimation of binary response models with endogenous regressors (Q2630084) (← links)
• Estimating a class of triangular simultaneous equations models without exclusion restrictions (Q2630158) (← links)
• Nonparametric estimation of distributional policy effects (Q2630163) (← links)
• Efficient semiparametric estimation of multi-valued treatment effects under ignorability (Q2630202) (← links)
• A simple test for moment inequality models with an application to English auctions (Q2630352) (← links)
• Using penalized likelihood to select parameters in a random coefficients multinomial logit model (Q2658770) (← links)
• BLP estimation using Laplace transformation and overlapping simulation draws (Q2658771) (← links)
• Robust regression analysis for clustered interval-censored failure time data (Q2661945) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
• Quantile regression with censoring and sample selection (Q2697982) (← links)
• Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
• Consistent variance of the Laplace-type estimators: application to DSGE models (Q2812315) (← links)
• Generalized method of moments for additive hazards model with clustered dental survival data (Q2835313) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
• Distribution-free estimation of the Box-Cox regression model with censoring (Q2890709) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event (Q2954226) (← links)
• HOUSING OVER TIME AND OVER THE LIFE CYCLE: A STRUCTURAL ESTIMATION (Q2956892) (← links)
• (Q2971497) (← links)
• BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS (Q2995419) (← links)
• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications (Q3017872) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL (Q3191833) (← links)
• THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
• SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION (Q3377455) (← links)
• Semiparametric estimation of the Box-Cox transformation model (Q3548522) (← links)
• UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES (Q3551006) (← links)
• GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
• (Q4037102) (← links)
• Maximum penalized likelihood estimation of mixed proportional hazard models (Q4215201) (← links)
• Maximum‐likelihood estimation for constrained‐ or missing‐data models (Q4275250) (← links)
• Stochastic actor‐oriented models for network change (Q4353476) (← links)