The following pages link to Redundancy of moment conditions (Q1298479):
Displaying 44 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (Q292153) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated (Q631285) (← links)
- An efficient GMM estimator of spatial autoregressive models (Q737249) (← links)
- Efficient GMM and MD estimation of autoregressive models (Q1285730) (← links)
- Efficient GMM estimation of weak AR processes. (Q1605275) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Indirect inference with endogenously missing exogenous variables (Q1754511) (← links)
- Moment redundancy test with application to efficiency-improving copulas (Q1787980) (← links)
- Instrumental variable estimation of heteroskedasticity adaptive error component models (Q1926091) (← links)
- Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models (Q2177743) (← links)
- Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix (Q2236294) (← links)
- Large sample properties of the matrix exponential spatial specification with an application to FDI (Q2354854) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- GMM redundancy results for general missing data problems (Q2628831) (← links)
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- Redundancy of empirical likelihood (Q2859752) (← links)
- Redundancy of lagged regressors revisited (Q2886948) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS (Q3632426) (← links)
- A Consistent Method for the Selection of Relevant Instruments (Q4414351) (← links)
- Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
- Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model (Q5080546) (← links)
- EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES (Q5187626) (← links)
- Improved autoregressive forecasts in the presence of non-normal errors (Q5220925) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity (Q5860923) (← links)
- Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
- Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England (Q5864453) (← links)
- On the relevance of weaker instruments (Q5864655) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)
- GMM estimation in panel data models with measurement error (Q5952953) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Finite underidentification (Q6199633) (← links)
- Copula-Based Random Effects Models for Clustered Data (Q6617780) (← links)
- On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models (Q6620850) (← links)
