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.

• On the State of the Art of Info-metrics (Q2950553) (← 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)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
• GEL CRITERIA FOR MOMENT CONDITION MODELS (Q3108566) (← links)
• Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
• Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
• Adjusted Exponentially Tilted Likelihood with Applications to Brain Morphology (Q3183241) (← links)
• Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (Q3192571) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
• OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
• Spatial median depth-based robust adjusted empirical likelihood (Q3455259) (← 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)
• Information-Theoretic Distribution Test with Application to Normality (Q3564823) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543) (← 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)
• ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
• (Q4844379) (← links)
• Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (Q4987551) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD (Q5024499) (← 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)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
• Estimating utility functions using generalized maximum entropy (Q5128902) (← links)
• Resampling calibrated adjusted empirical likelihood (Q5247414) (← links)
• Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
• Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood (Q5327293) (← links)
• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
• STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
• A Progressive Block Empirical Likelihood Method for Time Series (Q5406376) (← 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)
• AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION (Q5697629) (← 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)
• 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)