Pages that link to "Item:Q4368516"

The following pages link to An Information-Theoretic Alternative to Generalized Method of Moments Estimation (Q4368516):

Displaying 50 items.

• Saddlepoint tests for accurate and robust inference on overdispersed count data (Q1658492) (← links)
• Optimal hedging via large deviation (Q1673025) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)
• Generalized empirical likelihood specification test robust to local misspecification (Q1788007) (← links)
• Information and entropy econometrics -- editor's view. (Q1858922) (← links)
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
• Confidence intervals in generalized method of moments models (Q1858927) (← links)
• Generalized empirical likelihood non-nested tests (Q1858928) (← links)
• Generalized moment based estimation and inference (Q1858930) (← links)
• Sample selection and information-theoretic alternatives to GMM (Q1858931) (← links)
• Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
• Limited information likelihood and Bayesian analysis (Q1858933) (← links)
• Comparison of maximum entropy and higher-order entropy estimators. (Q1858934) (← links)
• Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
• Robust small sample accurate inference in moment condition models (Q1927103) (← links)
• Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
• Empty set problem of maximum empirical likelihood methods (Q1952036) (← links)
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
• Robust empirical likelihood (Q2117953) (← links)
• Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
• The empirical saddlepoint estimator (Q2154965) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• A Mann-Whitney test of distributional effects in a multivalued treatment (Q2189101) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
• Nonparametric assessment of hedge fund performance (Q2294447) (← links)
• Robust causality test of infinite variance processes (Q2305988) (← links)
• Improved density and distribution function estimation (Q2326987) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Bayesian moment-based inference in a regression model with misclassification error (Q2399541) (← links)
• Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
• Theory-coherent forecasting (Q2451809) (← links)
• Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
• Neglected heterogeneity in moment condition models (Q2512601) (← links)
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
• Maximum entropy analysis of consumption-based capital asset pricing model and volatility (Q2661313) (← links)
• Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
• Local information theoretic methods for smooth coefficients dynamic panel data models (Q2817315) (← links)
• Existence and characterization of conditional density projections (Q2826008) (← links)
• On the asymptotic efficiency of GMM (Q2878813) (← links)