Pages that link to "Item:Q1929821"

The following pages link to A local generalized method of moments estimator (Q1929821):

Displaying 17 items.

• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Local generalized empirical estimation of regression (Q551723) (← links)
• Generalized random forests (Q666599) (← links)
• Nonparametric identification of a binary random factor in cross section data (Q737961) (← links)
• Identifying the effect of a mis-classified, binary, endogenous regressor (Q1740300) (← links)
• Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments (Q1934886) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• (Q3109322) (← links)
• A Class of Improved Parametrically Guided Nonparametric Regression Estimators (Q3518462) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• Identification strength with a large number of moments (Q5861019) (← links)
• Local generalised method of moments: an application to point process‐based rainfall models (Q6139149) (← links)
• Local polynomial estimation of nonparametric general estimating equations (Q6165360) (← links)
• Matching points: supplementing instruments with covariates in triangular models (Q6193029) (← links)
• Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
• Dynamic Autoregressive Liquidity (DArLiQ) (Q6626245) (← links)
• Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)