Pages that link to "Item:Q1410565"
From MaRDI portal
The following pages link to Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565):
Displaying 24 items.
- COMPARISON OF EXTENDED EMPIRICAL LIKELIHOOD METHODS: SIZE AND SHAPE OF TEST BASED CONFIDENCE REGIONS (Q4626694) (← links)
- A unified empirical likelihood approach for testing MCAR and subsequent estimation (Q4629283) (← links)
- INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
- A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis (Q4999158) (← links)
- New test statistics for hypothesis testing of parameters in conditional moment restriction models (Q5078130) (← links)
- (Q5149227) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349009) (← links)
- A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS (Q5357404) (← links)
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)
- Consistent Estimation of Models Defined by Conditional Moment Restrictions (Q5475056) (← links)
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models (Q5475059) (← links)
- (Q5475216) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Adaptive efficient and double-robust regression based on generalized empirical likelihood (Q6073565) (← links)
- Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach (Q6079489) (← links)
- Semi-nonparametric estimation of random coefficients logit model for aggregate demand (Q6108352) (← links)
- LM Test of Neglected Correlated Random Effects and Its Application (Q6616618) (← links)
- Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions (Q6617754) (← links)
- Instrumental variable model average with applications in Mendelian randomization (Q6626879) (← links)
- Fused mean structure learning in data integration with dependence (Q6632394) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
- Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)
