The following pages link to (Q5461413):
Displaying 50 items.
- Generalized method of trimmed moments (Q254204) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- A cautionary note on tests of overidentifying restrictions (Q433204) (← links)
- Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- On Bahadur efficiency of empirical likelihood (Q736517) (← links)
- Agricultural arbitrage and risk preferences (Q737872) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- The weighted method of moments approach for moment condition models (Q974198) (← links)
- Choosing the optimal set of instruments from large instrument sets (Q1010397) (← links)
- Semi-parametric specification tests for mixing distributions (Q1023613) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- The generalized moment estimation of the additive-multiplicative hazard model with auxiliary survival information (Q1654269) (← links)
- On the initialization of adaptive learning in macroeconomic models (Q1655561) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- Efficient estimation with time-varying information and the New Keynesian Phillips curve (Q1753060) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- GMM tests for the Katz family of distributions (Q1869069) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- Improving consistent moment selection procedures for generalized method of moments estimation (Q1934071) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
- Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data (Q2029205) (← links)
- Goodness-of-fit test with a robustness feature (Q2125474) (← links)
- Local influence analysis for GMM estimation (Q2125728) (← links)
- Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates (Q2135930) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Stochastic physics-informed neural ordinary differential equations (Q2168292) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- GMM quantile regression (Q2172015) (← links)
- Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models (Q2177743) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- Optimal estimation of Gaussian mixtures via denoised method of moments (Q2215721) (← links)
