Pages that link to "Item:Q274929"
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The following pages link to GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929):
Displaying 11 items.
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- GMM with more moment conditions than observations (Q1934747) (← links)
- Improvement in finite-sample properties of GMM-based Wald tests (Q2255853) (← links)
- Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach (Q5358364) (← links)
- GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- Regularized estimation of dynamic panel models (Q6542446) (← links)