Pages that link to "Item:Q5469919"
From MaRDI portal
The following pages link to A bootstrap approach to moment selection (Q5469919):
Displaying 8 items.
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- A note on bootstrap model selection criterion (Q1914279) (← links)
- Improving consistent moment selection procedures for generalized method of moments estimation (Q1934071) (← links)
- Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods (Q4468547) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)