Pages that link to "Item:Q5473012"

The following pages link to Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (Q5473012):

Displaying 50 items.

• Bayesian analysis of restricted penalized empirical likelihood (Q2032227) (← links)
• Solving dynamic discrete choice models using smoothing and sieve methods (Q2043237) (← links)
• A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data (Q2111067) (← links)
• Robust empirical likelihood (Q2117953) (← links)
• Local influence analysis for GMM estimation (Q2125728) (← links)
• Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
• The empirical saddlepoint estimator (Q2154965) (← links)
• Survey weighted estimating equation inference with nuisance functionals (Q2173193) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Jackknife empirical likelihood for inequality constraints on regular functionals (Q2225003) (← links)
• Sample sensitivity for two-step and continuous updating GMM estimators (Q2226955) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
• Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors (Q2256754) (← links)
• On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
• Nonparametric assessment of hedge fund performance (Q2294447) (← links)
• Bilinear form test statistics for extremum estimation (Q2295359) (← links)
• Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
• Improved density and distribution function estimation (Q2326987) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Empirical likelihood for regression discontinuity design (Q2346018) (← links)
• Saddlepoint expansions for GEL estimators (Q2353365) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Empirical entropy for right censored data (Q2355354) (← links)
• Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
• Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
• The empirical likelihood prior applied to bias reduction of general estimating equations (Q2419150) (← links)
• Mean empirical likelihood (Q2419154) (← links)
• Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
• A further study of the multiply robust estimator in missing data analysis (Q2437867) (← links)
• Theory-coherent forecasting (Q2451809) (← links)
• An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses (Q2507763) (← links)
• Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
• Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
• Consistent estimation with many moment inequalities (Q2511801) (← links)
• Neglected heterogeneity in moment condition models (Q2512601) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• Optimally combining censored and uncensored datasets (Q2628828) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
• Model-free inference for tail risk measures (Q2786682) (← links)
• Empirical φ∗-Divergence Minimizers for Hadamard Differentiable Functionals (Q2787353) (← links)
• Local information theoretic methods for smooth coefficients dynamic panel data models (Q2817315) (← links)