Pages that link to "Item:Q61354"

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

Displaying 50 items.

• Bootstrap Methods for Time Series (Q4832060) (← links)
• A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)
• On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties (Q4883730) (← links)
• Instrumental Variable Estimators for Binary Outcomes (Q4904739) (← links)
• Multiscale Adaptive Marginal Analysis of Longitudinal Neuroimaging Data with Time‐Varying Covariates (Q4911931) (← links)
• Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference (Q4916452) (← links)
• Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506) (← links)
• Conditional Inference Functions for Mixed-Effects Models With Unspecified Random-Effects Distribution (Q4916508) (← links)
• Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model (Q4921596) (← links)
• GQL estimation in linear dynamic models for panel data (Q4922654) (← links)
• A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
• Local generalized method of moments estimation based on kernel weights: An application to panel data (Q4935535) (← links)
• Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
• A New Estimation Approach for Combining Epidemiological Data From Multiple Sources (Q4975336) (← links)
• Proportional Hazards Model With Covariate Measurement Error and Instrumental Variables (Q4975633) (← links)
• Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
• (Q4986363) (← links)
• Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
• Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
• A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis (Q4999158) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• Investing in the size factor (Q5001112) (← links)
• (Q5004053) (← links)
• Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
• Uncertainty Quantification of Bifurcations in Random Ordinary Differential Equations (Q5016784) (← links)
• Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
• A general approach to conditional moment specification testing with projections (Q5034243) (← links)
• Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models (Q5042784) (← links)
• Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
• Stochastic Volatility Models Predictive Relevance for Equity Markets (Q5048338) (← links)
• Partitioned GMM Marginal Model for Time Dependent Covariates: Applications to Survey Data (Q5050431) (← links)
• (Q5053236) (← links)
• A note on the estimation and inference with quadratic inference functions for correlated outcomes (Q5055146) (← links)
• Improving Effect Estimates by Limiting the Variability in Inverse Propensity Score Weights (Q5056978) (← links)
• On Semiparametric Instrumental Variable Estimation of Average Treatment Effects through Data Fusion (Q5067435) (← links)
• Forecasting exchange rates using asymmetric losses: A Bayesian approach (Q5068088) (← links)
• Efficient regression modeling for correlated and overdispersed count data (Q5077960) (← links)
• Estimation of marginal generalized linear model with subgroup auxiliary information (Q5079450) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• Centered-Residuals-Based Moment Estimator and Test for Stochastic Frontier Models (Q5080161) (← links)
• Using Copulas to Model Time Dependence in Stochastic Frontier Models (Q5080458) (← links)
• Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
• Time-Deformation Modeling of Stock Returns Directed by Duration Processes (Q5080519) (← links)
• Identification and Identification Failure for Treatment Effects Using Structural Systems (Q5080548) (← links)
• Generalized method of moment for case-cohort under additive hazards model (Q5081061) (← links)
• Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
• Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
• A two-stage estimation for panel data models with grouped fixed effects (Q5087527) (← links)
• Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)