LARGE SAMPLE ESTIMATION AND HYPOTHESIS
暂无分享,去创建一个
[1] W. Härdle. Applied Nonparametric Regression , 1992 .
[2] Thomas M. Stoker. Smoothing bias in the measurement of marginal effects , 1996 .
[3] W. Steiger,et al. Least Absolute Deviations: Theory, Applications and Algorithms , 1984 .
[4] R. Fisher,et al. On the Mathematical Foundations of Theoretical Statistics , 1922 .
[5] Adrian Pagan,et al. Two Stage and Related Estimators and Their Applications , 1986 .
[6] D. McFadden,et al. Specification tests for the multinomial logit model , 1984 .
[7] R. Gill,et al. Cox's regression model for counting processes: a large sample study : (preprint) , 1982 .
[8] James B. McDonald,et al. Partially Adaptive Estimation of Regression Models via the Generalized T Distribution , 1988, Econometric Theory.
[9] H. White,et al. Determination of Estimators with Minimum Asymptotic Covariance Matrices , 1993, Econometric Theory.
[10] Fang-kuo Sun. On estimation with missing data , 1982, 1982 21st IEEE Conference on Decision and Control.
[11] P. Robinson. ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION , 1988 .
[12] Ray C. Fair,et al. Methods of Estimation for Markets in Disequilibrium , 1972 .
[13] Adrian Pagan,et al. Econometric Issues in the Analysis of Regressions with Generated Regressors. , 1984 .
[14] E. Malinvaud. The Consistency of Nonlinear Regressions , 1970 .
[15] G. Chamberlain. Asymptotic efficiency in estimation with conditional moment restrictions , 1987 .
[16] J. Pratt. Concavity of the Log Likelihood , 1981 .
[17] R. Hogg,et al. On adaptive estimation , 1984 .
[18] C. Manski. MAXIMUM SCORE ESTIMATION OF THE STOCHASTIC UTILITY MODEL OF CHOICE , 1975 .
[19] H. White. Consequences and Detection of Misspecified Nonlinear Regression Models , 1981 .
[20] James L. Powell,et al. Symmetrically Trimmed Least Squares Estimation For Tobit Models , 1986 .
[21] W. Newey,et al. Asymmetric Least Squares Estimation and Testing , 1987 .
[22] Takeshi Amemiya,et al. The nonlinear two-stage least-squares estimator , 1974 .
[23] C. L. Chiang. ON REGULAR BEST ASYMPTOTICALLY NORMAL ESTIMATES , 1956 .
[24] L. Hansen. A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators , 1985 .
[25] A. Ronald Gallant,et al. On unification of the asymptotic theory of nonlinear econometric models , 1982 .
[26] R. Prentice,et al. Commentary on Andersen and Gill's "Cox's Regression Model for Counting Processes: A Large Sample Study" , 1982 .
[27] A. Wald. Note on the Consistency of the Maximum Likelihood Estimate , 1949 .
[28] C. Gouriéroux,et al. PSEUDO MAXIMUM LIKELIHOOD METHODS: THEORY , 1984 .
[29] P. Phillips,et al. On the behavior of inconsistent instrumental variable estimators , 1982 .
[30] John Fox,et al. What Is Nonparametric Regression , 2000 .
[31] Bryan W. Brown,et al. THE IDENTIFICATION PROBLEM IN SYSTEMS NONLINEAR IN THE VARIABLES , 1983 .
[32] D. Andrews. Generic Uniform Convergence , 1992, Econometric Theory.
[33] L. L. Cam,et al. On the Asymptotic Theory of Estimation and Testing Hypotheses , 1956 .
[34] C. J. Stone,et al. Adaptive Maximum Likelihood Estimators of a Location Parameter , 1975 .
[35] Ing Rj Ser. Approximation Theorems of Mathematical Statistics , 1980 .
[36] P. Robinson,et al. The stochastic difference between econometric statistics , 1988 .
[37] Bronwyn H Hall,et al. Estimation and Inference in Nonlinear Structural Models , 1974 .
[38] W. Newey,et al. The asymptotic variance of semiparametric estimators , 1994 .
[39] D. Pollard. New Ways to Prove Central Limit Theorems , 1985, Econometric Theory.
[40] R. Moffitt,et al. A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty , 2007 .
[41] W. Newey,et al. Semiparametric Efficiency Bounds , 1990 .
[42] 丸山 徹. Convex Analysisの二,三の進展について , 1977 .
[43] D. Pollard,et al. Simulation and the Asymptotics of Optimization Estimators , 1989 .
[44] Donald W. K. Andrews,et al. Empirical Process Methods in Econometrics , 1993 .
[45] W. Newey,et al. Generalized method of moments specification testing , 1985 .
[46] Rory A. Fisher,et al. Theory of Statistical Estimation , 1925, Mathematical Proceedings of the Cambridge Philosophical Society.
[47] Thomas M. Stoker,et al. Semiparametric Estimation of Index Coefficients , 1989 .
[48] Frederick R. Forst,et al. On robust estimation of the location parameter , 1980 .
[49] F. Eicker. Limit Theorems for Regressions with Unequal and Dependent Errors , 1967 .
[50] P. J. Huber. The behavior of maximum likelihood estimates under nonstandard conditions , 1967 .
[51] W. Rudin. Principles of mathematical analysis , 1964 .
[52] L. Hansen. Large Sample Properties of Generalized Method of Moments Estimators , 1982 .
[53] H. White. Maximum Likelihood Estimation of Misspecified Models , 1982 .
[54] N. Mankiw,et al. Unanticipated Money Growth and Unemployment in the United States , 2022 .
[55] T. Rothenberg. Identification in Parametric Models , 1971 .
[56] J. Hájek. A characterization of limiting distributions of regular estimates , 1970 .
[57] F. Fisher,et al. The Identification Problem in Econometrics. , 1967 .
[58] J. Heckman. The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models , 1976 .
[59] William H. Press,et al. Numerical recipes , 1990 .
[60] W. Newey,et al. Uniform Convergence in Probability and Stochastic Equicontinuity , 1991 .
[61] W. Newey,et al. Hypothesis Testing with Efficient Method of Moments Estimation , 1987 .
[62] D. Pierce. The Asymptotic Effect of Substituting Estimators for Parameters in Certain Types of Statistics , 1982 .
[63] J. Sargan. The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables , 1959 .
[64] W. Newey,et al. A method of moments interpretation of sequential estimators , 1984 .
[65] J. Powell,et al. Least absolute deviations estimation for the censored regression model , 1984 .
[66] H. White. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity , 1980 .
[67] G. Chamberlain. Multivariate regression models for panel data , 1982 .
[68] Thomas J. Rothenberg,et al. Efficient estimation with a priori information , 1974 .
[69] Daniel McFadden,et al. Regression-based specification tests for the multinomial logit model , 1987 .
[70] Whitney Newey. LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS , 1990 .
[71] D. Andrews. Asymptotics for Semiparametric Econometric Models: I. Estimation , 1990 .
[72] Andrew Chesher,et al. Testing for Neglected Heterogeneity , 1984 .
[73] Aad Van Der Vbart,et al. ON DIFFERENTIABLE FUNCTIONALS , 1988 .
[74] J. Hausman. Specification tests in econometrics , 1978 .
[75] Asymptotic Properties of One-step Estimator Obtained from an Optimal Step-size , 1987 .
[76] H. Daniels. The Asymptotic Efficiency of a Maximum Likelihood Estimator , 1961 .
[77] R. Olsen,et al. Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model , 1978 .
[78] George Tauchen. Diagnostic testing and evaluation of maximum likelihood models , 1985 .
[79] C. Roehrig,et al. Conditions for Identification in Nonparametric and Parametic Models , 1988 .
[80] R. Jennrich. Asymptotic Properties of Non-Linear Least Squares Estimators , 1969 .
[81] Thomas J. Rothenberg,et al. Approximating the distributions of econometric estimators and test statistics , 1984 .