Pages that link to "Item:Q3321309"

The following pages link to Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments (Q3321309):

Displaying 22 items.

• Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions (Q528058) (← links)
• Critical bounds for MA(2) and MA(3) processes (Q900133) (← links)
• A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
• Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons (Q1082770) (← links)
• Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
• Codependent cycles (Q1371367) (← links)
• Consumption adjustment to real interest rates: Intertemporal substitution revisited (Q1389721) (← links)
• Inference in dynamic models containing 'surprise' variables (Q1822190) (← links)
• Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
• Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
• Feedback in panel data models (Q2074608) (← links)
• Min-max optimal instrumental variable estimation method for multivariate linear time-series systems (Q3032170) (← links)
• The Efficient Estimation of Econometric Models with Rational Expectations (Q3321310) (← links)
• Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
• THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS (Q4561971) (← links)
• Econometric tests of rationality and market efficiency (Q5750316) (← links)
• Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
• Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)
• Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)