Pages that link to "Item:Q5397571"
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The following pages link to Testing for Common Conditionally Heteroskedastic Factors (Q5397571):
Displaying 14 items.
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Testing identification strength (Q2227047) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- On asymptotic size distortions in the random coefficients logit model (Q2330728) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- Efficiency bounds for semiparametric models with singular score functions (Q5860999) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- Finite underidentification (Q6199633) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
