Pages that link to "Item:Q4530910"

The following pages link to Information Theoretic Approaches to Inference in Moment Condition Models (Q4530910):

Displaying 50 items.

• A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
• Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
• Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
• Optimal statistical decisions about some alternative financial models (Q276923) (← links)
• Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
• On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
• Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
• Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
• Generalized maximum entropy analysis of the linear simultaneous equations model (Q296445) (← links)
• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
• An entropic estimator for linear inverse problems (Q406071) (← links)
• Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
• An empirical likelihood method for spatial regression (Q451300) (← links)
• Empirical implementation of nonparametric first-price auction models (Q527904) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
• Moderate deviations of generalized method of moments and empirical likelihood estimators (Q550173) (← links)
• Combining empirical likelihood and generalized method of moments estimators: asymptotics and higher order bias (Q553082) (← links)
• Two-stage empirical likelihood for longitudinal neuroimaging data (Q641058) (← links)
• A microeconomic interpretation of the maximum entropy estimator of multinomial logit models and its equivalence to the maximum likelihood estimator (Q657492) (← links)
• On Bahadur efficiency of empirical likelihood (Q736517) (← links)
• A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference (Q742725) (← links)
• An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
• Asymptotic equivalence of empirical likelihood and Bayesian MAP (Q834346) (← links)
• An information-theoretic approach to the effective usage of auxiliary information from survey data (Q853817) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Adjusted empirical likelihood with high-order precision (Q973869) (← links)
• The weighted method of moments approach for moment condition models (Q974198) (← links)
• Efficient M-estimators with auxiliary information (Q989257) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
• An MCMC approach to classical estimation. (Q1398964) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
• Saddlepoint tests for accurate and robust inference on overdispersed count data (Q1658492) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Testing with exponentially tilted empirical likelihood (Q1739343) (← links)