Pages that link to "Item:Q2859060"
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The following pages link to Folklore theorems, implicit maps, and indirect inference (Q2859060):
Displaying 23 items.
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- A general result on the estimation bias of ARMA models (Q1643799) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series (Q2061762) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Uniformity and the delta method (Q2312978) (← links)
- Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy (Q2315341) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- Overlapping subsampling and invariance to initial conditions (Q2980116) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
- A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model (Q5176862) (← links)
- SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS (Q5255871) (← links)
- Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
- Global implicit function theorems and the online expectation–maximisation algorithm (Q6051671) (← links)
- Indirect inference estimation of dynamic panel data models (Q6108289) (← links)
- Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (Q6150354) (← links)
- Bias in parametric estimation: reduction and useful side-effects (Q6604399) (← links)
