Pages that link to "Item:Q2878813"
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The following pages link to On the asymptotic efficiency of GMM (Q2878813):
Displaying 27 items.
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Proofs for large sample properties of generalized method of moments estimators (Q528048) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions (Q899741) (← links)
- On relative efficiency of quasi-MLE and GMM estimators of covariance structure models (Q1038082) (← links)
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
- GMM, maximum likelihood, and nonparametric efficiency (Q1195090) (← links)
- Relative efficiency with equivalence classes of asymptotic covariances (Q1305678) (← links)
- The indirect continuous-GMM estimation (Q1623544) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
- A numerical equivalence result for generalized method of moments (Q2419887) (← links)
- Compressive statistical learning with random feature moments (Q2664824) (← links)
- Generalization of GMM to a continuum of moment conditions (Q2716472) (← links)
- Asymptotic Efficiency of Semiparametric Two-step GMM (Q4610671) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Efficient Semiparametric Estimation via Moment Restrictions (Q5475066) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
- On the Sources of Information in the Moment Structure of Dynamic Macroeconomic Models (Q6620850) (← links)
