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.

• Existence and characterization of conditional density projections (Q2826008) (← links)
• Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
• A cluster-sample approach for Monte Carlo integration using multiple samplers (Q2852558) (← links)
• Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates -- application to modeling the health of Filipino children (Q2861948) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
• ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
• Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
• Large deviations of generalized method of moments and empirical likelihood estimators (Q3018508) (← links)
• EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS (Q3081459) (← links)
• MOMENT-BASED INFERENCE WITH STRATIFIED DATA (Q3081460) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
• Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models (Q3086517) (← links)
• Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
• Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
• GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
• Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations (Q3156197) (← links)
• Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
• Adjusted Exponentially Tilted Likelihood with Applications to Brain Morphology (Q3183241) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
• Efficient GMM with nearly-weak instruments (Q3406057) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
• Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling (Q3430298) (← links)
• OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
• Large-Deviations Theory and Empirical Estimator Choice (Q3518460) (← links)
• Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
• The Information Geometric Structure of Generalized Empirical Likelihood Estimators (Q3518496) (← links)
• The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
• Local sensitivity and diagnostic tests (Q3594917) (← links)
• Using Empirical Likelihood to Combine Data: Application to Food Risk Assessment (Q3623766) (← links)
• One-Step Estimators for Over-Identified Generalized Method of Moments Models (Q4368685) (← links)
• ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
• GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
• A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
• RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
• ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Inference for Misspecified Models With Fixed Regressors (Q4975630) (← links)
• EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS (Q4979324) (← links)
• Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
• Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model (Q4987645) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
• RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD (Q5024499) (← links)
• Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
• Data Integration with Oracle Use of External Information from Heterogeneous Populations (Q5057225) (← links)
• Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)