Pages that link to "Item:Q5952957"

The following pages link to Optimal instrumental variables estimation for ARMA models (Q5952957):

Displaying 19 items.

• A regularization approach to the many instruments problem (Q528055) (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) (← 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)
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
• Optimal design of regression experiments with ARMA-errors (Q1332100) (← links)
• Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
• Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• On the asymptotic efficiency of GMM (Q2878813) (← links)
• Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
• Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
• USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS (Q3632410) (← links)
• Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors (Q3704790) (← links)
• (Q3807101) (← links)
• A general approach to conditional moment specification testing with projections (Q5034243) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
• Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)