Pages that link to "Item:Q4853086"
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The following pages link to A separability result for gmm estimation, with applications to gls prediction and conditional moment tests (Q4853086):
Displaying 12 items.
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
- Redundancy of moment conditions (Q1298479) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Moment redundancy test with application to efficiency-improving copulas (Q1787980) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Panel data regression for counts (Q1815623) (← links)
- GMM redundancy results for general missing data problems (Q2628831) (← links)
- GENERALIZED INTEGER-VALUED AUTOREGRESSION (Q4471132) (← links)
- Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model (Q5080546) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)
- Testing the fit of data and external sets via an imprecise Sargan-Hansen test (Q6577644) (← links)