Similar Search Results

Moment estimation for censored quantile regression

Wang, Qian; Chen, Songnian - In: Econometric reviews 40 (2021) 9, pp. 815-829

Persistent link: https://www.econbiz.de/10012624540

Model averaging for nonlinear regression models

Feng, Yang; Liu, Qingfeng; Yao, Qingsong; Zhao, Guoqing - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 785-798

Persistent link: https://www.econbiz.de/10013534503

Optimal local model averaging for divergent-dimensional functional-coefficient regressions

Sun, Yuying; Hong, Shaoxin; Cai, Zongwu - 2023

Persistent link: https://www.econbiz.de/10014414241

Efficient estimation of regression models with user-specified parametric model for heteroskedasticty

Chaudhuri, Saraswata; Renault, Eric - 2023 - This version: September 13, 2023.

Persistent link: https://www.econbiz.de/10014373635

Optimal model averaging for divergent-dimensional Poisson regressions

Zou, Jiahui; Wang, Wendun; Zhang, Xinyu; Zou, Guohua - In: Econometric reviews 41 (2022) 7, pp. 775-805

Persistent link: https://www.econbiz.de/10013364906

Kernel averaging estimators

Zhu, Rong; Zhang, Xinyu; Wan, Alan T. K.; Zou, Guohua - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 157-169

Persistent link: https://www.econbiz.de/10013540662

Robust hypothesis tests for m-estimators with possibly non-differentiable estimating functions

Lee, Wei-ming; Hsu, Yu-Chin; Kuan, Chung-ming - 2014

Persistent link: https://www.econbiz.de/10010355209

The role of domestic private investment in promoting per capita income convergence amongst Association of Southeast Asian Nations-5 Economies

Hassan, Sallahuddin; Murtala, Musa - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1299-1303

Persistent link: https://www.econbiz.de/10011774847

Exact computation of GMM estimators for instrumental variable quantile regression models

Chen, Le-yu; Lee, Sokbae - 2017

We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression (IVQR) models can be equivalently formulated as a mixed integer quadratic programming problem. This enables exact computation of the GMM estimators for the IVQR models. We...

Persistent link: https://www.econbiz.de/10011775368

A specification test for nonparametric instrumental variable regression

Gagliardini, Patrick; Scaillet, Olivier - In: Annals of economics and statistics 128 (2017), pp. 151-202

Persistent link: https://www.econbiz.de/10011776891