Pages that link to "Item:Q528056"
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The following pages link to Kernel-weighted GMM estimators for linear time series models (Q528056):
Displaying 9 items.
- Regularized LIML for many instruments (Q494179) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- (Q5318627) (← links)
- Regularized estimation of dynamic panel models (Q6542446) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)