Pages that link to "Item:Q1808550"

The following pages link to GMM inference when the number of moment conditions in large (Q1808550):

Displaying 24 items.

• A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
• The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Inference in regression models with many regressors (Q528054) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• The Falstaff estimator (Q1274777) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
• Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
• (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
• A novel grey prediction model based on quantile regression (Q2219555) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
• SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS (Q3168876) (← links)
• Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (Q3182651) (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
• DENIS SARGAN: SOME PERSPECTIVES (Q4561965) (← links)
• RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
• Instrumental variable estimation based on grouped data (Q5313462) (← links)
• Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Robust inference with GMM estimators (Q5931139) (← links)
• Criterion-based inference for GMM in autoregressive panel data models. (Q5958418) (← links)