Pages that link to "Item:Q1918144"
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The following pages link to Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144):
Displaying 12 items.
- Estimating structural mean models with multiple instrumental variables using the generalised method of moments (Q254415) (← links)
- More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (Q292153) (← links)
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- A Generalized Regression Methodology for Bivariate Heteroscedastic Data (Q3007812) (← links)
- Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
- Efficiency gains in least squares estimation: A new approach (Q5862508) (← links)
- Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)
- Enveloped Huber Regression (Q6651375) (← links)
