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.

• New test statistics for hypothesis testing of parameters in conditional moment restriction models (Q5078130) (← links)
• Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
• Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
• Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
• Combining empirical likelihood and robust estimation methods for linear regression models (Q5082863) (← links)
• Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
• An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model (Q5087464) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• On copula moment: empirical likelihood based estimation method (Q5095867) (← links)
• Hypothesis testing for two population means: parametric or non-parametric test? (Q5107707) (← links)
• LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS (Q5118574) (← links)
• Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
• The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (Q5291760) (← links)
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood (Q5327293) (← links)
• A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS (Q5357404) (← links)
• GMM, GEL, Serial Correlation, and Asymptotic Bias (Q5393904) (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
• Frequency domain generalized empirical likelihood method (Q5408114) (← links)
• Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)
• Finite Sample Properties of the Two-Step Empirical Likelihood Estimator (Q5697351) (← links)
• Structural change tests for GEL criteria (Q5860890) (← links)
• Foundations of info-metrics: modeling, inference and imperfect information (Q5860979) (← links)
• A new class of tests for overidentifying restrictions in moment condition models (Q5860991) (← links)
• Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
• Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models (Q5862492) (← links)
• Empirical Likelihood in Causal Inference (Q5864353) (← links)
• Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
• Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
• Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England (Q5864453) (← links)
• Exponential tilted likelihood for stationary time series models (Q5880135) (← links)
• On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
• Improved Semiparametric Estimation of the Proportional Rate Model with Recurrent Event Data (Q6055740) (← links)
• Distributed estimation with empirical likelihood (Q6059452) (← links)
• Empirical and conditional likelihoods for two‐phase studies (Q6059506) (← links)
• Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach (Q6079489) (← links)
• Calibration Techniques Encompassing Survey Sampling, Missing Data Analysis and Causal Inference (Q6089884) (← links)
• Distributed Empirical Likelihood Approach to Integrating Unbalanced Datasets (Q6092968) (← links)
• A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
• Bias in local projections (Q6118714) (← links)
• (Q6125992) (← links)
• Estimating Density Ratio of Marginals to Joint: Applications to Causal Inference (Q6149860) (← links)
• A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
• Local polynomial estimation of nonparametric general estimating equations (Q6165360) (← links)
• Maximum entropy and empirical likelihood in length-biased setting: a comparison study (Q6172604) (← links)
• Reweighted nonparametric likelihood inference for linear functionals (Q6184890) (← links)
• Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
• Nonparametric Option Pricing with Generalized Entropic Estimators (Q6190730) (← links)
• Testing unconditional and conditional independence via mutual information (Q6199651) (← links)