Pages that link to "Item:Q3518461"
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The following pages link to Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461):
Displaying 19 items.
- Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← 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)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
- OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
- Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
- A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
- Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
- Structural change tests for GEL criteria (Q5860890) (← 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)
- Large Sample Properties of the Three-Step Euclidean Likelihood Estimators under Model Misspecification (Q5864365) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
