Pages that link to "Item:Q2512610"
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The following pages link to Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610):
Displaying 14 items.
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator (Q1399284) (← links)
- Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
- Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- Asymptotic theory for clustered samples (Q2000827) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
- A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs (Q6623190) (← links)
