Pages that link to "Item:Q1173369"
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The following pages link to On the behavior of inconsistent instrumental variable estimators (Q1173369):
Displaying 21 items.
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- Comparison of misspecified calibrated models: the minimum distance approach (Q527985) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (Q1019965) (← links)
- A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
- Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS (Q4406233) (← links)
- Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models (Q4883725) (← links)
- Testing autocorrelation in a system perspective testing autocorrelation (Q4935451) (← links)
- A monte carlo investigation of the BDS statistic (Q4942505) (← links)
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model (Q5860903) (← links)
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
